CME Canadian Dollar Future September 2014

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

Day Change Summary
	Previous	Current
	10-Apr-2014	11-Apr-2014	Change	Change %	Previous Week
Open	0.9153	0.9110	-0.0043	-0.5%	0.9072
High	0.9160	0.9120	-0.0040	-0.4%	0.9174
Low	0.9112	0.9070	-0.0042	-0.5%	0.9048
Close	0.9122	0.9087	-0.0035	-0.4%	0.9087
Range	0.0048	0.0050	0.0002	4.2%	0.0126
ATR	0.0053	0.0053	0.0000	-0.1%	0.0000
Volume	235	166	-69	-29.4%	1,348

Daily Pivots for day following 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9242	0.9215	0.9115
R3	0.9192	0.9165	0.9101
R2	0.9142	0.9142	0.9096
R1	0.9115	0.9115	0.9092	0.9104
PP	0.9092	0.9092	0.9092	0.9087
S1	0.9065	0.9065	0.9082	0.9054
S2	0.9042	0.9042	0.9078
S3	0.8992	0.9015	0.9073
S4	0.8942	0.8965	0.9060

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9481	0.9410	0.9156
R3	0.9355	0.9284	0.9122
R2	0.9229	0.9229	0.9110
R1	0.9158	0.9158	0.9099	0.9194
PP	0.9103	0.9103	0.9103	0.9121
S1	0.9032	0.9032	0.9075	0.9068
S2	0.8977	0.8977	0.9064
S3	0.8851	0.8906	0.9052
S4	0.8725	0.8780	0.9018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9174	0.9048	0.0126	1.4%	0.0048	0.5%	31%	False	False	269
10	0.9174	0.8999	0.0175	1.9%	0.0045	0.5%	50%	False	False	270
20	0.9174	0.8815	0.0359	4.0%	0.0054	0.6%	76%	False	False	278
40	0.9174	0.8815	0.0359	4.0%	0.0044	0.5%	76%	False	False	192
60	0.9174	0.8815	0.0359	4.0%	0.0041	0.5%	76%	False	False	147
80	0.9387	0.8815	0.0572	6.3%	0.0040	0.4%	48%	False	False	128
100	0.9514	0.8815	0.0699	7.7%	0.0036	0.4%	39%	False	False	110

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9333
2.618	0.9251
1.618	0.9201
1.000	0.9170
0.618	0.9151
HIGH	0.9120
0.618	0.9101
0.500	0.9095
0.382	0.9089
LOW	0.9070
0.618	0.9039
1.000	0.9020
1.618	0.8989
2.618	0.8939
4.250	0.8858

Fisher Pivots for day following 11-Apr-2014
Pivot	1 day	3 day
R1	0.9095	0.9122
PP	0.9092	0.9110
S1	0.9090	0.9099

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

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