CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 07-May-2014

Day Change Summary
	Previous	Current
	06-May-2014	07-May-2014	Change	Change %	Previous Week
Open	0.9107	0.9153	0.0046	0.5%	0.9030
High	0.9165	0.9162	-0.0003	0.0%	0.9112
Low	0.9102	0.9143	0.0041	0.5%	0.9030
Close	0.9161	0.9150	-0.0011	-0.1%	0.9081
Range	0.0063	0.0019	-0.0044	-69.8%	0.0082
ATR	0.0042	0.0040	-0.0002	-3.9%	0.0000
Volume	559	1,265	706	126.3%	1,495

Daily Pivots for day following 07-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9209	0.9198	0.9160
R3	0.9190	0.9179	0.9155
R2	0.9171	0.9171	0.9153
R1	0.9160	0.9160	0.9152	0.9156
PP	0.9152	0.9152	0.9152	0.9150
S1	0.9141	0.9141	0.9148	0.9137
S2	0.9133	0.9133	0.9147
S3	0.9114	0.9122	0.9145
S4	0.9095	0.9103	0.9140

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%	0.0041	0.5%	87%	False	False	748
10	0.9165	0.9025	0.0140	1.5%	0.0034	0.4%	89%	False	False	497
20	0.9174	0.9018	0.0156	1.7%	0.0036	0.4%	85%	False	False	342
40	0.9174	0.8815	0.0359	3.9%	0.0044	0.5%	93%	False	False	315
60	0.9174	0.8815	0.0359	3.9%	0.0040	0.4%	93%	False	False	232
80	0.9174	0.8815	0.0359	3.9%	0.0039	0.4%	93%	False	False	191
100	0.9387	0.8815	0.0572	6.3%	0.0038	0.4%	59%	False	False	166
120	0.9514	0.8815	0.0699	7.6%	0.0035	0.4%	48%	False	False	142

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9243
2.618	0.9212
1.618	0.9193
1.000	0.9181
0.618	0.9174
HIGH	0.9162
0.618	0.9155
0.500	0.9153
0.382	0.9150
LOW	0.9143
0.618	0.9131
1.000	0.9124
1.618	0.9112
2.618	0.9093
4.250	0.9062

Fisher Pivots for day following 07-May-2014
Pivot	1 day	3 day
R1	0.9153	0.9140
PP	0.9152	0.9129
S1	0.9151	0.9119

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

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