CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 30-May-2014

Day Change Summary
	Previous	Current
	29-May-2014	30-May-2014	Change	Change %	Previous Week
Open	0.9191	0.9223	0.0032	0.3%	0.9195
High	0.9234	0.9237	0.0003	0.0%	0.9237
Low	0.9185	0.9181	-0.0004	0.0%	0.9181
Close	0.9221	0.9219	-0.0002	0.0%	0.9219
Range	0.0049	0.0056	0.0007	14.3%	0.0056
ATR	0.0042	0.0043	0.0001	2.4%	0.0000
Volume	47,219	55,213	7,994	16.9%	181,512

Daily Pivots for day following 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9380	0.9356	0.9250
R3	0.9324	0.9300	0.9234
R2	0.9268	0.9268	0.9229
R1	0.9244	0.9244	0.9224	0.9228
PP	0.9212	0.9212	0.9212	0.9205
S1	0.9188	0.9188	0.9214	0.9172
S2	0.9156	0.9156	0.9209
S3	0.9100	0.9132	0.9204
S4	0.9044	0.9076	0.9188

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9380	0.9356	0.9250
R3	0.9324	0.9300	0.9234
R2	0.9268	0.9268	0.9229
R1	0.9244	0.9244	0.9224	0.9256
PP	0.9212	0.9212	0.9212	0.9219
S1	0.9188	0.9188	0.9214	0.9200
S2	0.9156	0.9156	0.9209
S3	0.9100	0.9132	0.9204
S4	0.9044	0.9076	0.9188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9237	0.9162	0.0075	0.8%	0.0043	0.5%	76%	True	False	43,989
10	0.9237	0.9133	0.0104	1.1%	0.0038	0.4%	83%	True	False	40,266
20	0.9240	0.9068	0.0172	1.9%	0.0044	0.5%	88%	False	False	43,351
40	0.9240	0.9035	0.0205	2.2%	0.0044	0.5%	90%	False	False	43,070
60	0.9240	0.8845	0.0395	4.3%	0.0050	0.5%	95%	False	False	45,517
80	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	95%	False	False	34,430
100	0.9342	0.8845	0.0497	5.4%	0.0054	0.6%	75%	False	False	27,601
120	0.9423	0.8845	0.0578	6.3%	0.0054	0.6%	65%	False	False	23,034

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9475
2.618	0.9384
1.618	0.9328
1.000	0.9293
0.618	0.9272
HIGH	0.9237
0.618	0.9216
0.500	0.9209
0.382	0.9202
LOW	0.9181
0.618	0.9146
1.000	0.9125
1.618	0.9090
2.618	0.9034
4.250	0.8943

Fisher Pivots for day following 30-May-2014
Pivot	1 day	3 day
R1	0.9216	0.9216
PP	0.9212	0.9212
S1	0.9209	0.9209

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These figures are updated between 7pm and 10pm EST after a trading day.

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