CME Canadian Dollar Future September 2014

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

Day Change Summary
	Previous	Current
	09-Apr-2014	10-Apr-2014	Change	Change %	Previous Week
Open	0.9114	0.9153	0.0039	0.4%	0.9012
High	0.9174	0.9160	-0.0014	-0.2%	0.9091
Low	0.9106	0.9112	0.0006	0.1%	0.8999
Close	0.9174	0.9122	-0.0052	-0.6%	0.9070
Range	0.0068	0.0048	-0.0020	-29.4%	0.0092
ATR	0.0052	0.0053	0.0001	1.3%	0.0000
Volume	333	235	-98	-29.4%	1,353

Daily Pivots for day following 10-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9275	0.9247	0.9148
R3	0.9227	0.9199	0.9135
R2	0.9179	0.9179	0.9131
R1	0.9151	0.9151	0.9126	0.9141
PP	0.9131	0.9131	0.9131	0.9127
S1	0.9103	0.9103	0.9118	0.9093
S2	0.9083	0.9083	0.9113
S3	0.9035	0.9055	0.9109
S4	0.8987	0.9007	0.9096

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	0.9034	0.0140	1.5%	0.0049	0.5%	63%	False	False	259
10	0.9174	0.8991	0.0183	2.0%	0.0046	0.5%	72%	False	False	333
20	0.9174	0.8815	0.0359	3.9%	0.0052	0.6%	86%	False	False	291
40	0.9174	0.8815	0.0359	3.9%	0.0044	0.5%	86%	False	False	189
60	0.9174	0.8815	0.0359	3.9%	0.0041	0.4%	86%	False	False	146
80	0.9387	0.8815	0.0572	6.3%	0.0039	0.4%	54%	False	False	127
100	0.9514	0.8815	0.0699	7.7%	0.0036	0.4%	44%	False	False	108

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

Fibonacci Retracements and Extensions
4.250	0.9364
2.618	0.9286
1.618	0.9238
1.000	0.9208
0.618	0.9190
HIGH	0.9160
0.618	0.9142
0.500	0.9136
0.382	0.9130
LOW	0.9112
0.618	0.9082
1.000	0.9064
1.618	0.9034
2.618	0.8986
4.250	0.8908

Fisher Pivots for day following 10-Apr-2014
Pivot	1 day	3 day
R1	0.9136	0.9135
PP	0.9131	0.9130
S1	0.9127	0.9126

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

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