CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 24-Apr-2014

Day Change Summary
	Previous	Current
	23-Apr-2014	24-Apr-2014	Change	Change %	Previous Week
Open	0.9037	0.9034	-0.0003	0.0%	0.9077
High	0.9041	0.9043	0.0002	0.0%	0.9096
Low	0.9018	0.9031	0.0013	0.1%	0.9030
Close	0.9033	0.9038	0.0005	0.1%	0.9054
Range	0.0023	0.0012	-0.0011	-47.8%	0.0066
ATR	0.0044	0.0041	-0.0002	-5.2%	0.0000
Volume	59	303	244	413.6%	892

Daily Pivots for day following 24-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9073	0.9068	0.9045
R3	0.9061	0.9056	0.9041
R2	0.9049	0.9049	0.9040
R1	0.9044	0.9044	0.9039	0.9047
PP	0.9037	0.9037	0.9037	0.9039
S1	0.9032	0.9032	0.9037	0.9035
S2	0.9025	0.9025	0.9036
S3	0.9013	0.9020	0.9035
S4	0.9001	0.9008	0.9031

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	0.9066	0.9018	0.0048	0.5%	0.0020	0.2%	42%	False	False	148
10	0.9160	0.9018	0.0142	1.6%	0.0032	0.4%	14%	False	False	183
20	0.9174	0.8968	0.0206	2.3%	0.0040	0.4%	34%	False	False	265
40	0.9174	0.8815	0.0359	4.0%	0.0045	0.5%	62%	False	False	218
60	0.9174	0.8815	0.0359	4.0%	0.0039	0.4%	62%	False	False	163
80	0.9387	0.8815	0.0572	6.3%	0.0040	0.4%	39%	False	False	143
100	0.9387	0.8815	0.0572	6.3%	0.0037	0.4%	39%	False	False	123
120	0.9527	0.8815	0.0712	7.9%	0.0033	0.4%	31%	False	False	104

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	0.9094
2.618	0.9074
1.618	0.9062
1.000	0.9055
0.618	0.9050
HIGH	0.9043
0.618	0.9038
0.500	0.9037
0.382	0.9036
LOW	0.9031
0.618	0.9024
1.000	0.9019
1.618	0.9012
2.618	0.9000
4.250	0.8980

Fisher Pivots for day following 24-Apr-2014
Pivot	1 day	3 day
R1	0.9038	0.9038
PP	0.9037	0.9038
S1	0.9037	0.9038

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

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