CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 23-Apr-2014

Day Change Summary
	Previous	Current
	22-Apr-2014	23-Apr-2014	Change	Change %	Previous Week
Open	0.9049	0.9037	-0.0012	-0.1%	0.9077
High	0.9057	0.9041	-0.0016	-0.2%	0.9096
Low	0.9025	0.9018	-0.0007	-0.1%	0.9030
Close	0.9036	0.9033	-0.0003	0.0%	0.9054
Range	0.0032	0.0023	-0.0009	-28.1%	0.0066
ATR	0.0045	0.0044	-0.0002	-3.5%	0.0000
Volume	66	59	-7	-10.6%	892

Daily Pivots for day following 23-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9100	0.9089	0.9046
R3	0.9077	0.9066	0.9039
R2	0.9054	0.9054	0.9037
R1	0.9043	0.9043	0.9035	0.9037
PP	0.9031	0.9031	0.9031	0.9028
S1	0.9020	0.9020	0.9031	0.9014
S2	0.9008	0.9008	0.9029
S3	0.8985	0.8997	0.9027
S4	0.8962	0.8974	0.9020

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9258	0.9222	0.9090
R3	0.9192	0.9156	0.9072
R2	0.9126	0.9126	0.9066
R1	0.9090	0.9090	0.9060	0.9075
PP	0.9060	0.9060	0.9060	0.9053
S1	0.9024	0.9024	0.9048	0.9009
S2	0.8994	0.8994	0.9042
S3	0.8928	0.8958	0.9036
S4	0.8862	0.8892	0.9018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9080	0.9018	0.0062	0.7%	0.0028	0.3%	24%	False	True	169
10	0.9174	0.9018	0.0156	1.7%	0.0038	0.4%	10%	False	True	186
20	0.9174	0.8919	0.0255	2.8%	0.0043	0.5%	45%	False	False	268
40	0.9174	0.8815	0.0359	4.0%	0.0045	0.5%	61%	False	False	211
60	0.9174	0.8815	0.0359	4.0%	0.0039	0.4%	61%	False	False	160
80	0.9387	0.8815	0.0572	6.3%	0.0040	0.4%	38%	False	False	140
100	0.9414	0.8815	0.0599	6.6%	0.0037	0.4%	36%	False	False	120
120	0.9527	0.8815	0.0712	7.9%	0.0033	0.4%	31%	False	False	102

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9139
2.618	0.9101
1.618	0.9078
1.000	0.9064
0.618	0.9055
HIGH	0.9041
0.618	0.9032
0.500	0.9030
0.382	0.9027
LOW	0.9018
0.618	0.9004
1.000	0.8995
1.618	0.8981
2.618	0.8958
4.250	0.8920

Fisher Pivots for day following 23-Apr-2014
Pivot	1 day	3 day
R1	0.9032	0.9038
PP	0.9031	0.9036
S1	0.9030	0.9035

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

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