CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	0.9147	0.9169	0.0022	0.2%	0.9218
High	0.9171	0.9184	0.0013	0.1%	0.9221
Low	0.9138	0.9155	0.0017	0.2%	0.9120
Close	0.9162	0.9165	0.0003	0.0%	0.9147
Range	0.0033	0.0029	-0.0004	-12.1%	0.0101
ATR	0.0041	0.0040	-0.0001	-2.1%	0.0000
Volume	49,531	54,068	4,537	9.2%	254,018

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9255	0.9239	0.9181
R3	0.9226	0.9210	0.9173
R2	0.9197	0.9197	0.9170
R1	0.9181	0.9181	0.9168	0.9175
PP	0.9168	0.9168	0.9168	0.9165
S1	0.9152	0.9152	0.9162	0.9146
S2	0.9139	0.9139	0.9160
S3	0.9110	0.9123	0.9157
S4	0.9081	0.9094	0.9149

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	0.9184	0.9120	0.0064	0.7%	0.0035	0.4%	70%	True	False	54,023
10	0.9237	0.9120	0.0117	1.3%	0.0040	0.4%	38%	False	False	49,475
20	0.9237	0.9120	0.0117	1.3%	0.0038	0.4%	38%	False	False	44,027
40	0.9240	0.9035	0.0205	2.2%	0.0040	0.4%	63%	False	False	43,109
60	0.9240	0.8845	0.0395	4.3%	0.0048	0.5%	81%	False	False	47,499
80	0.9240	0.8845	0.0395	4.3%	0.0050	0.5%	81%	False	False	38,869
100	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	81%	False	False	31,154
120	0.9407	0.8845	0.0562	6.1%	0.0053	0.6%	57%	False	False	26,005

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9307
2.618	0.9260
1.618	0.9231
1.000	0.9213
0.618	0.9202
HIGH	0.9184
0.618	0.9173
0.500	0.9170
0.382	0.9166
LOW	0.9155
0.618	0.9137
1.000	0.9126
1.618	0.9108
2.618	0.9079
4.250	0.9032

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	0.9170	0.9163
PP	0.9168	0.9160
S1	0.9167	0.9158

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

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