CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 16-Apr-2014

Day Change Summary
	Previous	Current
	15-Apr-2014	16-Apr-2014	Change	Change %	Previous Week
Open	0.9086	0.9065	-0.0021	-0.2%	0.9072
High	0.9086	0.9080	-0.0006	-0.1%	0.9174
Low	0.9047	0.9030	-0.0017	-0.2%	0.9048
Close	0.9074	0.9047	-0.0027	-0.3%	0.9087
Range	0.0039	0.0050	0.0011	28.2%	0.0126
ATR	0.0051	0.0051	0.0000	-0.1%	0.0000
Volume	86	410	324	376.7%	1,348

Daily Pivots for day following 16-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9202	0.9175	0.9075
R3	0.9152	0.9125	0.9061
R2	0.9102	0.9102	0.9056
R1	0.9075	0.9075	0.9052	0.9064
PP	0.9052	0.9052	0.9052	0.9047
S1	0.9025	0.9025	0.9042	0.9014
S2	0.9002	0.9002	0.9038
S3	0.8952	0.8975	0.9033
S4	0.8902	0.8925	0.9020

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	0.9160	0.9030	0.0130	1.4%	0.0044	0.5%	13%	False	True	219
10	0.9174	0.9018	0.0156	1.7%	0.0045	0.5%	19%	False	False	245
20	0.9174	0.8834	0.0340	3.8%	0.0047	0.5%	63%	False	False	297
40	0.9174	0.8815	0.0359	4.0%	0.0045	0.5%	65%	False	False	205
60	0.9174	0.8815	0.0359	4.0%	0.0042	0.5%	65%	False	False	157
80	0.9387	0.8815	0.0572	6.3%	0.0040	0.4%	41%	False	False	135
100	0.9450	0.8815	0.0635	7.0%	0.0037	0.4%	37%	False	False	116

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9293
2.618	0.9211
1.618	0.9161
1.000	0.9130
0.618	0.9111
HIGH	0.9080
0.618	0.9061
0.500	0.9055
0.382	0.9049
LOW	0.9030
0.618	0.8999
1.000	0.8980
1.618	0.8949
2.618	0.8899
4.250	0.8818

Fisher Pivots for day following 16-Apr-2014
Pivot	1 day	3 day
R1	0.9055	0.9063
PP	0.9052	0.9058
S1	0.9050	0.9052

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

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