CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 12-May-2014

Day Change Summary
	Previous	Current
	09-May-2014	12-May-2014	Change	Change %	Previous Week
Open	0.9204	0.9147	-0.0057	-0.6%	0.9085
High	0.9217	0.9167	-0.0050	-0.5%	0.9218
Low	0.9125	0.9147	0.0022	0.2%	0.9073
Close	0.9145	0.9154	0.0009	0.1%	0.9145
Range	0.0092	0.0020	-0.0072	-78.3%	0.0145
ATR	0.0046	0.0044	-0.0002	-3.7%	0.0000
Volume	1,288	1,150	-138	-10.7%	4,705

Daily Pivots for day following 12-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9216	0.9205	0.9165
R3	0.9196	0.9185	0.9160
R2	0.9176	0.9176	0.9158
R1	0.9165	0.9165	0.9156	0.9171
PP	0.9156	0.9156	0.9156	0.9159
S1	0.9145	0.9145	0.9152	0.9151
S2	0.9136	0.9136	0.9150
S3	0.9116	0.9125	0.9149
S4	0.9096	0.9105	0.9143

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9580	0.9508	0.9225
R3	0.9435	0.9363	0.9185
R2	0.9290	0.9290	0.9172
R1	0.9218	0.9218	0.9158	0.9254
PP	0.9145	0.9145	0.9145	0.9164
S1	0.9073	0.9073	0.9132	0.9109
S2	0.9000	0.9000	0.9118
S3	0.8855	0.8928	0.9105
S4	0.8710	0.8783	0.9065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9218	0.9102	0.0116	1.3%	0.0054	0.6%	45%	False	False	931
10	0.9218	0.9043	0.0175	1.9%	0.0048	0.5%	63%	False	False	719
20	0.9218	0.9018	0.0200	2.2%	0.0037	0.4%	68%	False	False	447
40	0.9218	0.8815	0.0403	4.4%	0.0045	0.5%	84%	False	False	362
60	0.9218	0.8815	0.0403	4.4%	0.0042	0.5%	84%	False	False	277
80	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	84%	False	False	222
100	0.9387	0.8815	0.0572	6.2%	0.0039	0.4%	59%	False	False	192
120	0.9514	0.8815	0.0699	7.6%	0.0036	0.4%	48%	False	False	166

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9252
2.618	0.9219
1.618	0.9199
1.000	0.9187
0.618	0.9179
HIGH	0.9167
0.618	0.9159
0.500	0.9157
0.382	0.9155
LOW	0.9147
0.618	0.9135
1.000	0.9127
1.618	0.9115
2.618	0.9095
4.250	0.9062

Fisher Pivots for day following 12-May-2014
Pivot	1 day	3 day
R1	0.9157	0.9172
PP	0.9156	0.9166
S1	0.9155	0.9160

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

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