CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 02-May-2014

Day Change Summary
	Previous	Current
	01-May-2014	02-May-2014	Change	Change %	Previous Week
Open	0.9095	0.9086	-0.0009	-0.1%	0.9030
High	0.9096	0.9112	0.0016	0.2%	0.9112
Low	0.9067	0.9046	-0.0021	-0.2%	0.9030
Close	0.9087	0.9081	-0.0006	-0.1%	0.9081
Range	0.0029	0.0066	0.0037	127.6%	0.0082
ATR	0.0039	0.0041	0.0002	4.9%	0.0000
Volume	248	475	227	91.5%	1,495

Daily Pivots for day following 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9278	0.9245	0.9117
R3	0.9212	0.9179	0.9099
R2	0.9146	0.9146	0.9093
R1	0.9113	0.9113	0.9087	0.9097
PP	0.9080	0.9080	0.9080	0.9071
S1	0.9047	0.9047	0.9075	0.9031
S2	0.9014	0.9014	0.9069
S3	0.8948	0.8981	0.9063
S4	0.8882	0.8915	0.9045

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9320	0.9283	0.9126
R3	0.9238	0.9201	0.9104
R2	0.9156	0.9156	0.9096
R1	0.9119	0.9119	0.9089	0.9138
PP	0.9074	0.9074	0.9074	0.9084
S1	0.9037	0.9037	0.9073	0.9056
S2	0.8992	0.8992	0.9066
S3	0.8910	0.8955	0.9058
S4	0.8828	0.8873	0.9036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9112	0.9030	0.0082	0.9%	0.0040	0.4%	62%	True	False	299
10	0.9112	0.9018	0.0094	1.0%	0.0030	0.3%	67%	True	False	219
20	0.9174	0.9018	0.0156	1.7%	0.0037	0.4%	40%	False	False	227
40	0.9174	0.8815	0.0359	4.0%	0.0045	0.5%	74%	False	False	251
60	0.9174	0.8815	0.0359	4.0%	0.0040	0.4%	74%	False	False	185
80	0.9210	0.8815	0.0395	4.3%	0.0039	0.4%	67%	False	False	162
100	0.9387	0.8815	0.0572	6.3%	0.0038	0.4%	47%	False	False	136
120	0.9514	0.8815	0.0699	7.7%	0.0035	0.4%	38%	False	False	118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9393
2.618	0.9285
1.618	0.9219
1.000	0.9178
0.618	0.9153
HIGH	0.9112
0.618	0.9087
0.500	0.9079
0.382	0.9071
LOW	0.9046
0.618	0.9005
1.000	0.8980
1.618	0.8939
2.618	0.8873
4.250	0.8766

Fisher Pivots for day following 02-May-2014
Pivot	1 day	3 day
R1	0.9080	0.9080
PP	0.9080	0.9080
S1	0.9079	0.9079

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

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