CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	0.9218	0.9172	-0.0046	-0.5%	0.9195
High	0.9221	0.9179	-0.0042	-0.5%	0.9237
Low	0.9161	0.9152	-0.0009	-0.1%	0.9181
Close	0.9170	0.9162	-0.0008	-0.1%	0.9219
Range	0.0060	0.0027	-0.0033	-55.0%	0.0056
ATR	0.0044	0.0043	-0.0001	-2.8%	0.0000
Volume	51,957	35,541	-16,416	-31.6%	181,512

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9245	0.9231	0.9177
R3	0.9218	0.9204	0.9169
R2	0.9191	0.9191	0.9167
R1	0.9177	0.9177	0.9164	0.9171
PP	0.9164	0.9164	0.9164	0.9161
S1	0.9150	0.9150	0.9160	0.9144
S2	0.9137	0.9137	0.9157
S3	0.9110	0.9123	0.9155
S4	0.9083	0.9096	0.9147

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	0.9152	0.0085	0.9%	0.0046	0.5%	12%	False	True	44,927
10	0.9237	0.9133	0.0104	1.1%	0.0042	0.5%	28%	False	False	43,554
20	0.9240	0.9114	0.0126	1.4%	0.0043	0.5%	38%	False	False	43,253
40	0.9240	0.9035	0.0205	2.2%	0.0043	0.5%	62%	False	False	42,664
60	0.9240	0.8845	0.0395	4.3%	0.0049	0.5%	80%	False	False	46,591
80	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	80%	False	False	35,520
100	0.9240	0.8845	0.0395	4.3%	0.0054	0.6%	80%	False	False	28,470
120	0.9423	0.8845	0.0578	6.3%	0.0054	0.6%	55%	False	False	23,760

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9294
2.618	0.9250
1.618	0.9223
1.000	0.9206
0.618	0.9196
HIGH	0.9179
0.618	0.9169
0.500	0.9166
0.382	0.9162
LOW	0.9152
0.618	0.9135
1.000	0.9125
1.618	0.9108
2.618	0.9081
4.250	0.9037

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	0.9166	0.9195
PP	0.9164	0.9184
S1	0.9163	0.9173

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

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