CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 01-May-2014

Day Change Summary
	Previous	Current
	30-Apr-2014	01-May-2014	Change	Change %	Previous Week
Open	0.9102	0.9095	-0.0007	-0.1%	0.9040
High	0.9106	0.9096	-0.0010	-0.1%	0.9057
Low	0.9081	0.9067	-0.0014	-0.2%	0.9018
Close	0.9106	0.9087	-0.0019	-0.2%	0.9029
Range	0.0025	0.0029	0.0004	16.0%	0.0039
ATR	0.0039	0.0039	0.0000	-0.1%	0.0000
Volume	434	248	-186	-42.9%	701

Daily Pivots for day following 01-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9170	0.9158	0.9103
R3	0.9141	0.9129	0.9095
R2	0.9112	0.9112	0.9092
R1	0.9100	0.9100	0.9090	0.9092
PP	0.9083	0.9083	0.9083	0.9079
S1	0.9071	0.9071	0.9084	0.9063
S2	0.9054	0.9054	0.9082
S3	0.9025	0.9042	0.9079
S4	0.8996	0.9013	0.9071

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9152	0.9129	0.9050
R3	0.9113	0.9090	0.9040
R2	0.9074	0.9074	0.9036
R1	0.9051	0.9051	0.9033	0.9043
PP	0.9035	0.9035	0.9035	0.9031
S1	0.9012	0.9012	0.9025	0.9004
S2	0.8996	0.8996	0.9022
S3	0.8957	0.8973	0.9018
S4	0.8918	0.8934	0.9008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9107	0.9025	0.0082	0.9%	0.0031	0.3%	76%	False	False	235
10	0.9107	0.9018	0.0089	1.0%	0.0026	0.3%	78%	False	False	191
20	0.9174	0.9018	0.0156	1.7%	0.0035	0.4%	44%	False	False	218
40	0.9174	0.8815	0.0359	4.0%	0.0045	0.5%	76%	False	False	240
60	0.9174	0.8815	0.0359	4.0%	0.0039	0.4%	76%	False	False	178
80	0.9308	0.8815	0.0493	5.4%	0.0040	0.4%	55%	False	False	157
100	0.9387	0.8815	0.0572	6.3%	0.0037	0.4%	48%	False	False	131
120	0.9514	0.8815	0.0699	7.7%	0.0034	0.4%	39%	False	False	114

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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9219
2.618	0.9172
1.618	0.9143
1.000	0.9125
0.618	0.9114
HIGH	0.9096
0.618	0.9085
0.500	0.9082
0.382	0.9078
LOW	0.9067
0.618	0.9049
1.000	0.9038
1.618	0.9020
2.618	0.8991
4.250	0.8944

Fisher Pivots for day following 01-May-2014
Pivot	1 day	3 day
R1	0.9085	0.9083
PP	0.9083	0.9079
S1	0.9082	0.9075

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

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