CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 14-Apr-2014

Day Change Summary
	Previous	Current
	11-Apr-2014	14-Apr-2014	Change	Change %	Previous Week
Open	0.9110	0.9077	-0.0033	-0.4%	0.9072
High	0.9120	0.9096	-0.0024	-0.3%	0.9174
Low	0.9070	0.9065	-0.0005	-0.1%	0.9048
Close	0.9087	0.9088	0.0001	0.0%	0.9087
Range	0.0050	0.0031	-0.0019	-38.0%	0.0126
ATR	0.0053	0.0051	-0.0002	-3.0%	0.0000
Volume	166	199	33	19.9%	1,348

Daily Pivots for day following 14-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9163	0.9105
R3	0.9145	0.9132	0.9097
R2	0.9114	0.9114	0.9094
R1	0.9101	0.9101	0.9091	0.9108
PP	0.9083	0.9083	0.9083	0.9086
S1	0.9070	0.9070	0.9085	0.9077
S2	0.9052	0.9052	0.9082
S3	0.9021	0.9039	0.9079
S4	0.8990	0.9008	0.9071

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	0.9065	0.0109	1.2%	0.0046	0.5%	21%	False	True	248
10	0.9174	0.8999	0.0175	1.9%	0.0043	0.5%	51%	False	False	250
20	0.9174	0.8815	0.0359	4.0%	0.0054	0.6%	76%	False	False	283
40	0.9174	0.8815	0.0359	4.0%	0.0045	0.5%	76%	False	False	195
60	0.9174	0.8815	0.0359	4.0%	0.0041	0.5%	76%	False	False	150
80	0.9387	0.8815	0.0572	6.3%	0.0040	0.4%	48%	False	False	131
100	0.9500	0.8815	0.0685	7.5%	0.0036	0.4%	40%	False	False	112

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	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9228
2.618	0.9177
1.618	0.9146
1.000	0.9127
0.618	0.9115
HIGH	0.9096
0.618	0.9084
0.500	0.9081
0.382	0.9077
LOW	0.9065
0.618	0.9046
1.000	0.9034
1.618	0.9015
2.618	0.8984
4.250	0.8933

Fisher Pivots for day following 14-Apr-2014
Pivot	1 day	3 day
R1	0.9086	0.9113
PP	0.9083	0.9104
S1	0.9081	0.9096

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

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