CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 06-May-2014

Day Change Summary
	Previous	Current
	05-May-2014	06-May-2014	Change	Change %	Previous Week
Open	0.9085	0.9107	0.0022	0.2%	0.9030
High	0.9102	0.9165	0.0063	0.7%	0.9112
Low	0.9073	0.9102	0.0029	0.3%	0.9030
Close	0.9102	0.9161	0.0059	0.6%	0.9081
Range	0.0029	0.0063	0.0034	117.2%	0.0082
ATR	0.0040	0.0042	0.0002	4.0%	0.0000
Volume	1,196	559	-637	-53.3%	1,495

Daily Pivots for day following 06-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9332	0.9309	0.9196
R3	0.9269	0.9246	0.9178
R2	0.9206	0.9206	0.9173
R1	0.9183	0.9183	0.9167	0.9195
PP	0.9143	0.9143	0.9143	0.9148
S1	0.9120	0.9120	0.9155	0.9132
S2	0.9080	0.9080	0.9149
S3	0.9017	0.9057	0.9144
S4	0.8954	0.8994	0.9126

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	0.9165	0.9046	0.0119	1.3%	0.0042	0.5%	97%	True	False	582
10	0.9165	0.9018	0.0147	1.6%	0.0035	0.4%	97%	True	False	376
20	0.9174	0.9018	0.0156	1.7%	0.0037	0.4%	92%	False	False	294
40	0.9174	0.8815	0.0359	3.9%	0.0044	0.5%	96%	False	False	286
60	0.9174	0.8815	0.0359	3.9%	0.0040	0.4%	96%	False	False	212
80	0.9174	0.8815	0.0359	3.9%	0.0040	0.4%	96%	False	False	179
100	0.9387	0.8815	0.0572	6.2%	0.0038	0.4%	60%	False	False	153
120	0.9514	0.8815	0.0699	7.6%	0.0035	0.4%	49%	False	False	132

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9433
2.618	0.9330
1.618	0.9267
1.000	0.9228
0.618	0.9204
HIGH	0.9165
0.618	0.9141
0.500	0.9134
0.382	0.9126
LOW	0.9102
0.618	0.9063
1.000	0.9039
1.618	0.9000
2.618	0.8937
4.250	0.8834

Fisher Pivots for day following 06-May-2014
Pivot	1 day	3 day
R1	0.9152	0.9143
PP	0.9143	0.9124
S1	0.9134	0.9106

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

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