CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	0.9151	0.9147	-0.0004	0.0%	0.9218
High	0.9167	0.9171	0.0004	0.0%	0.9221
Low	0.9132	0.9138	0.0006	0.1%	0.9120
Close	0.9147	0.9162	0.0015	0.2%	0.9147
Range	0.0035	0.0033	-0.0002	-5.7%	0.0101
ATR	0.0042	0.0041	-0.0001	-1.5%	0.0000
Volume	45,569	49,531	3,962	8.7%	254,018

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9256	0.9242	0.9180
R3	0.9223	0.9209	0.9171
R2	0.9190	0.9190	0.9168
R1	0.9176	0.9176	0.9165	0.9183
PP	0.9157	0.9157	0.9157	0.9161
S1	0.9143	0.9143	0.9159	0.9150
S2	0.9124	0.9124	0.9156
S3	0.9091	0.9110	0.9153
S4	0.9058	0.9077	0.9144

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9466	0.9407	0.9203
R3	0.9365	0.9306	0.9175
R2	0.9264	0.9264	0.9166
R1	0.9205	0.9205	0.9156	0.9184
PP	0.9163	0.9163	0.9163	0.9152
S1	0.9104	0.9104	0.9138	0.9083
S2	0.9062	0.9062	0.9128
S3	0.8961	0.9003	0.9119
S4	0.8860	0.8902	0.9091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9179	0.9120	0.0059	0.6%	0.0034	0.4%	71%	False	False	50,318
10	0.9237	0.9120	0.0117	1.3%	0.0041	0.4%	36%	False	False	48,506
20	0.9237	0.9120	0.0117	1.3%	0.0038	0.4%	36%	False	False	42,861
40	0.9240	0.9035	0.0205	2.2%	0.0041	0.4%	62%	False	False	42,904
60	0.9240	0.8845	0.0395	4.3%	0.0048	0.5%	80%	False	False	47,964
80	0.9240	0.8845	0.0395	4.3%	0.0051	0.6%	80%	False	False	38,198
100	0.9240	0.8845	0.0395	4.3%	0.0053	0.6%	80%	False	False	30,616
120	0.9415	0.8845	0.0570	6.2%	0.0053	0.6%	56%	False	False	25,556

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9311
2.618	0.9257
1.618	0.9224
1.000	0.9204
0.618	0.9191
HIGH	0.9171
0.618	0.9158
0.500	0.9155
0.382	0.9151
LOW	0.9138
0.618	0.9118
1.000	0.9105
1.618	0.9085
2.618	0.9052
4.250	0.8998

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	0.9160	0.9157
PP	0.9157	0.9151
S1	0.9155	0.9146

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

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