CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 13-Jun-2014

Day Change Summary
	Previous	Current
	12-Jun-2014	13-Jun-2014	Change	Change %	Previous Week
Open	0.9202	0.9212	0.0010	0.1%	0.9147
High	0.9223	0.9217	-0.0006	-0.1%	0.9223
Low	0.9198	0.9199	0.0001	0.0%	0.9138
Close	0.9212	0.9212	0.0000	0.0%	0.9212
Range	0.0025	0.0018	-0.0007	-28.0%	0.0085
ATR	0.0039	0.0038	-0.0002	-3.9%	0.0000
Volume	66,367	20,764	-45,603	-68.7%	257,655

Daily Pivots for day following 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9263	0.9256	0.9222
R3	0.9245	0.9238	0.9217
R2	0.9227	0.9227	0.9215
R1	0.9220	0.9220	0.9214	0.9221
PP	0.9209	0.9209	0.9209	0.9210
S1	0.9202	0.9202	0.9210	0.9203
S2	0.9191	0.9191	0.9209
S3	0.9173	0.9184	0.9207
S4	0.9155	0.9166	0.9202

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9446	0.9414	0.9259
R3	0.9361	0.9329	0.9235
R2	0.9276	0.9276	0.9228
R1	0.9244	0.9244	0.9220	0.9260
PP	0.9191	0.9191	0.9191	0.9199
S1	0.9159	0.9159	0.9204	0.9175
S2	0.9106	0.9106	0.9196
S3	0.9021	0.9074	0.9189
S4	0.8936	0.8989	0.9165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9223	0.9138	0.0085	0.9%	0.0029	0.3%	87%	False	False	51,531
10	0.9223	0.9120	0.0103	1.1%	0.0035	0.4%	89%	False	False	51,167
20	0.9237	0.9120	0.0117	1.3%	0.0036	0.4%	79%	False	False	45,717
40	0.9240	0.9035	0.0205	2.2%	0.0039	0.4%	86%	False	False	43,609
60	0.9240	0.8845	0.0395	4.3%	0.0044	0.5%	93%	False	False	46,377
80	0.9240	0.8845	0.0395	4.3%	0.0049	0.5%	93%	False	False	40,777
100	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	93%	False	False	32,689
120	0.9406	0.8845	0.0561	6.1%	0.0053	0.6%	65%	False	False	27,281

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 117 trading days

Fibonacci Retracements and Extensions
4.250	0.9294
2.618	0.9264
1.618	0.9246
1.000	0.9235
0.618	0.9228
HIGH	0.9217
0.618	0.9210
0.500	0.9208
0.382	0.9206
LOW	0.9199
0.618	0.9188
1.000	0.9181
1.618	0.9170
2.618	0.9152
4.250	0.9123

Fisher Pivots for day following 13-Jun-2014
Pivot	1 day	3 day
R1	0.9211	0.9206
PP	0.9209	0.9200
S1	0.9208	0.9194

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

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