CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 15-May-2014

Day Change Summary
	Previous	Current
	14-May-2014	15-May-2014	Change	Change %	Previous Week
Open	0.9138	0.9156	0.0018	0.2%	0.9085
High	0.9170	0.9188	0.0018	0.2%	0.9218
Low	0.9134	0.9154	0.0020	0.2%	0.9073
Close	0.9166	0.9167	0.0001	0.0%	0.9145
Range	0.0036	0.0034	-0.0002	-5.6%	0.0145
ATR	0.0043	0.0042	-0.0001	-1.5%	0.0000
Volume	656	184	-472	-72.0%	4,705

Daily Pivots for day following 15-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9272	0.9253	0.9186
R3	0.9238	0.9219	0.9176
R2	0.9204	0.9204	0.9173
R1	0.9185	0.9185	0.9170	0.9195
PP	0.9170	0.9170	0.9170	0.9174
S1	0.9151	0.9151	0.9164	0.9161
S2	0.9136	0.9136	0.9161
S3	0.9102	0.9117	0.9158
S4	0.9068	0.9083	0.9148

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	0.9217	0.9125	0.0092	1.0%	0.0043	0.5%	46%	False	False	705
10	0.9218	0.9046	0.0172	1.9%	0.0046	0.5%	70%	False	False	742
20	0.9218	0.9018	0.0200	2.2%	0.0036	0.4%	75%	False	False	466
40	0.9218	0.8834	0.0384	4.2%	0.0042	0.5%	87%	False	False	382
60	0.9218	0.8815	0.0403	4.4%	0.0042	0.5%	87%	False	False	292
80	0.9218	0.8815	0.0403	4.4%	0.0041	0.4%	87%	False	False	234
100	0.9387	0.8815	0.0572	6.2%	0.0039	0.4%	62%	False	False	202
120	0.9450	0.8815	0.0635	6.9%	0.0037	0.4%	55%	False	False	175

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9333
2.618	0.9277
1.618	0.9243
1.000	0.9222
0.618	0.9209
HIGH	0.9188
0.618	0.9175
0.500	0.9171
0.382	0.9167
LOW	0.9154
0.618	0.9133
1.000	0.9120
1.618	0.9099
2.618	0.9065
4.250	0.9010

Fisher Pivots for day following 15-May-2014
Pivot	1 day	3 day
R1	0.9171	0.9164
PP	0.9170	0.9160
S1	0.9168	0.9157

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

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