CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 19-May-2014

Day Change Summary
	Previous	Current
	16-May-2014	19-May-2014	Change	Change %	Previous Week
Open	0.9165	0.9178	0.0013	0.1%	0.9147
High	0.9180	0.9189	0.0009	0.1%	0.9188
Low	0.9159	0.9168	0.0009	0.1%	0.9125
Close	0.9176	0.9173	-0.0003	0.0%	0.9176
Range	0.0021	0.0021	0.0000	0.0%	0.0063
ATR	0.0041	0.0039	-0.0001	-3.5%	0.0000
Volume	504	314	-190	-37.7%	2,744

Daily Pivots for day following 19-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9240	0.9227	0.9185
R3	0.9219	0.9206	0.9179
R2	0.9198	0.9198	0.9177
R1	0.9185	0.9185	0.9175	0.9181
PP	0.9177	0.9177	0.9177	0.9175
S1	0.9164	0.9164	0.9171	0.9160
S2	0.9156	0.9156	0.9169
S3	0.9135	0.9143	0.9167
S4	0.9114	0.9122	0.9161

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9352	0.9327	0.9211
R3	0.9289	0.9264	0.9193
R2	0.9226	0.9226	0.9188
R1	0.9201	0.9201	0.9182	0.9214
PP	0.9163	0.9163	0.9163	0.9169
S1	0.9138	0.9138	0.9170	0.9151
S2	0.9100	0.9100	0.9164
S3	0.9037	0.9075	0.9159
S4	0.8974	0.9012	0.9141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9189	0.9125	0.0064	0.7%	0.0029	0.3%	75%	True	False	381
10	0.9218	0.9102	0.0116	1.3%	0.0041	0.4%	61%	False	False	656
20	0.9218	0.9018	0.0200	2.2%	0.0036	0.4%	78%	False	False	492
40	0.9218	0.8865	0.0353	3.8%	0.0040	0.4%	87%	False	False	383
60	0.9218	0.8815	0.0403	4.4%	0.0042	0.5%	89%	False	False	304
80	0.9218	0.8815	0.0403	4.4%	0.0039	0.4%	89%	False	False	243
100	0.9387	0.8815	0.0572	6.2%	0.0039	0.4%	63%	False	False	209
120	0.9421	0.8815	0.0606	6.6%	0.0037	0.4%	59%	False	False	181

Crabel Price Patterns
NR	False
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	0.0006

Fibonacci Retracements and Extensions
4.250	0.9278
2.618	0.9244
1.618	0.9223
1.000	0.9210
0.618	0.9202
HIGH	0.9189
0.618	0.9181
0.500	0.9179
0.382	0.9176
LOW	0.9168
0.618	0.9155
1.000	0.9147
1.618	0.9134
2.618	0.9113
4.250	0.9079

Fisher Pivots for day following 19-May-2014
Pivot	1 day	3 day
R1	0.9179	0.9173
PP	0.9177	0.9172
S1	0.9175	0.9172

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

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