CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	0.9168	0.9202	0.0034	0.4%	0.9218
High	0.9206	0.9223	0.0017	0.2%	0.9221
Low	0.9165	0.9198	0.0033	0.4%	0.9120
Close	0.9199	0.9212	0.0013	0.1%	0.9147
Range	0.0041	0.0025	-0.0016	-39.0%	0.0101
ATR	0.0040	0.0039	-0.0001	-2.7%	0.0000
Volume	66,925	66,367	-558	-0.8%	254,018

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9286	0.9274	0.9226
R3	0.9261	0.9249	0.9219
R2	0.9236	0.9236	0.9217
R1	0.9224	0.9224	0.9214	0.9230
PP	0.9211	0.9211	0.9211	0.9214
S1	0.9199	0.9199	0.9210	0.9205
S2	0.9186	0.9186	0.9207
S3	0.9161	0.9174	0.9205
S4	0.9136	0.9149	0.9198

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	0.9223	0.9132	0.0091	1.0%	0.0033	0.4%	88%	True	False	56,492
10	0.9237	0.9120	0.0117	1.3%	0.0038	0.4%	79%	False	False	54,612
20	0.9237	0.9120	0.0117	1.3%	0.0037	0.4%	79%	False	False	46,858
40	0.9240	0.9035	0.0205	2.2%	0.0040	0.4%	86%	False	False	44,591
60	0.9240	0.8845	0.0395	4.3%	0.0046	0.5%	93%	False	False	47,671
80	0.9240	0.8845	0.0395	4.3%	0.0050	0.5%	93%	False	False	40,526
100	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	93%	False	False	32,484
120	0.9406	0.8845	0.0561	6.1%	0.0053	0.6%	65%	False	False	27,113

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 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9329
2.618	0.9288
1.618	0.9263
1.000	0.9248
0.618	0.9238
HIGH	0.9223
0.618	0.9213
0.500	0.9211
0.382	0.9208
LOW	0.9198
0.618	0.9183
1.000	0.9173
1.618	0.9158
2.618	0.9133
4.250	0.9092

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	0.9212	0.9204
PP	0.9211	0.9197
S1	0.9211	0.9189

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

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