CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	0.9169	0.9168	-0.0001	0.0%	0.9218
High	0.9184	0.9206	0.0022	0.2%	0.9221
Low	0.9155	0.9165	0.0010	0.1%	0.9120
Close	0.9165	0.9199	0.0034	0.4%	0.9147
Range	0.0029	0.0041	0.0012	41.4%	0.0101
ATR	0.0040	0.0040	0.0000	0.1%	0.0000
Volume	54,068	66,925	12,857	23.8%	254,018

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9313	0.9297	0.9222
R3	0.9272	0.9256	0.9210
R2	0.9231	0.9231	0.9207
R1	0.9215	0.9215	0.9203	0.9223
PP	0.9190	0.9190	0.9190	0.9194
S1	0.9174	0.9174	0.9195	0.9182
S2	0.9149	0.9149	0.9191
S3	0.9108	0.9133	0.9188
S4	0.9067	0.9092	0.9176

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	0.9206	0.9120	0.0086	0.9%	0.0035	0.4%	92%	True	False	55,887
10	0.9237	0.9120	0.0117	1.3%	0.0041	0.4%	68%	False	False	52,697
20	0.9237	0.9120	0.0117	1.3%	0.0038	0.4%	68%	False	False	45,411
40	0.9240	0.9035	0.0205	2.2%	0.0040	0.4%	80%	False	False	43,911
60	0.9240	0.8845	0.0395	4.3%	0.0047	0.5%	90%	False	False	47,800
80	0.9240	0.8845	0.0395	4.3%	0.0050	0.5%	90%	False	False	39,702
100	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	90%	False	False	31,821
120	0.9406	0.8845	0.0561	6.1%	0.0054	0.6%	63%	False	False	26,562

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9380
2.618	0.9313
1.618	0.9272
1.000	0.9247
0.618	0.9231
HIGH	0.9206
0.618	0.9190
0.500	0.9186
0.382	0.9181
LOW	0.9165
0.618	0.9140
1.000	0.9124
1.618	0.9099
2.618	0.9058
4.250	0.8991

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	0.9195	0.9190
PP	0.9190	0.9181
S1	0.9186	0.9172

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

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