CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 05-May-2014

Day Change Summary
	Previous	Current
	02-May-2014	05-May-2014	Change	Change %	Previous Week
Open	0.9086	0.9085	-0.0001	0.0%	0.9030
High	0.9112	0.9102	-0.0010	-0.1%	0.9112
Low	0.9046	0.9073	0.0027	0.3%	0.9030
Close	0.9081	0.9102	0.0021	0.2%	0.9081
Range	0.0066	0.0029	-0.0037	-56.1%	0.0082
ATR	0.0041	0.0040	-0.0001	-2.1%	0.0000
Volume	475	1,196	721	151.8%	1,495

Daily Pivots for day following 05-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9179	0.9170	0.9118
R3	0.9150	0.9141	0.9110
R2	0.9121	0.9121	0.9107
R1	0.9112	0.9112	0.9105	0.9117
PP	0.9092	0.9092	0.9092	0.9095
S1	0.9083	0.9083	0.9099	0.9088
S2	0.9063	0.9063	0.9097
S3	0.9034	0.9054	0.9094
S4	0.9005	0.9025	0.9086

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	0.9043	0.0069	0.8%	0.0043	0.5%	86%	False	False	507
10	0.9112	0.9018	0.0094	1.0%	0.0032	0.3%	89%	False	False	327
20	0.9174	0.9018	0.0156	1.7%	0.0036	0.4%	54%	False	False	281
40	0.9174	0.8815	0.0359	3.9%	0.0043	0.5%	80%	False	False	279
60	0.9174	0.8815	0.0359	3.9%	0.0039	0.4%	80%	False	False	204
80	0.9174	0.8815	0.0359	3.9%	0.0040	0.4%	80%	False	False	173
100	0.9387	0.8815	0.0572	6.3%	0.0038	0.4%	50%	False	False	148
120	0.9514	0.8815	0.0699	7.7%	0.0035	0.4%	41%	False	False	128

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

Fibonacci Retracements and Extensions
4.250	0.9225
2.618	0.9178
1.618	0.9149
1.000	0.9131
0.618	0.9120
HIGH	0.9102
0.618	0.9091
0.500	0.9088
0.382	0.9084
LOW	0.9073
0.618	0.9055
1.000	0.9044
1.618	0.9026
2.618	0.8997
4.250	0.8950

Fisher Pivots for day following 05-May-2014
Pivot	1 day	3 day
R1	0.9097	0.9094
PP	0.9092	0.9087
S1	0.9088	0.9079

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

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