CME Canadian Dollar Future September 2014

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

Day Change Summary
	Previous	Current
	08-Apr-2014	09-Apr-2014	Change	Change %	Previous Week
Open	0.9095	0.9114	0.0019	0.2%	0.9012
High	0.9129	0.9174	0.0045	0.5%	0.9091
Low	0.9095	0.9106	0.0011	0.1%	0.8999
Close	0.9118	0.9174	0.0056	0.6%	0.9070
Range	0.0034	0.0068	0.0034	100.0%	0.0092
ATR	0.0051	0.0052	0.0001	2.4%	0.0000
Volume	307	333	26	8.5%	1,353

Daily Pivots for day following 09-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9355	0.9333	0.9211
R3	0.9287	0.9265	0.9193
R2	0.9219	0.9219	0.9186
R1	0.9197	0.9197	0.9180	0.9208
PP	0.9151	0.9151	0.9151	0.9157
S1	0.9129	0.9129	0.9168	0.9140
S2	0.9083	0.9083	0.9162
S3	0.9015	0.9061	0.9155
S4	0.8947	0.8993	0.9137

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9329	0.9292	0.9121
R3	0.9237	0.9200	0.9095
R2	0.9145	0.9145	0.9087
R1	0.9108	0.9108	0.9078	0.9127
PP	0.9053	0.9053	0.9053	0.9063
S1	0.9016	0.9016	0.9062	0.9035
S2	0.8961	0.8961	0.9053
S3	0.8869	0.8924	0.9045
S4	0.8777	0.8832	0.9019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9174	0.9018	0.0156	1.7%	0.0045	0.5%	100%	True	False	272
10	0.9174	0.8968	0.0206	2.2%	0.0049	0.5%	100%	True	False	346
20	0.9174	0.8815	0.0359	3.9%	0.0053	0.6%	100%	True	False	294
40	0.9174	0.8815	0.0359	3.9%	0.0043	0.5%	100%	True	False	184
60	0.9174	0.8815	0.0359	3.9%	0.0041	0.4%	100%	True	False	143
80	0.9387	0.8815	0.0572	6.2%	0.0039	0.4%	63%	False	False	126
100	0.9514	0.8815	0.0699	7.6%	0.0035	0.4%	51%	False	False	106

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	0.0008
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9463
2.618	0.9352
1.618	0.9284
1.000	0.9242
0.618	0.9216
HIGH	0.9174
0.618	0.9148
0.500	0.9140
0.382	0.9132
LOW	0.9106
0.618	0.9064
1.000	0.9038
1.618	0.8996
2.618	0.8928
4.250	0.8817

Fisher Pivots for day following 09-Apr-2014
Pivot	1 day	3 day
R1	0.9163	0.9153
PP	0.9151	0.9132
S1	0.9140	0.9111

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

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