CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 20-May-2014

Day Change Summary
	Previous	Current
	19-May-2014	20-May-2014	Change	Change %	Previous Week
Open	0.9178	0.9170	-0.0008	-0.1%	0.9147
High	0.9189	0.9170	-0.0019	-0.2%	0.9188
Low	0.9168	0.9134	-0.0034	-0.4%	0.9125
Close	0.9173	0.9153	-0.0020	-0.2%	0.9176
Range	0.0021	0.0036	0.0015	71.4%	0.0063
ATR	0.0039	0.0039	0.0000	-0.1%	0.0000
Volume	314	156	-158	-50.3%	2,744

Daily Pivots for day following 20-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9260	0.9243	0.9173
R3	0.9224	0.9207	0.9163
R2	0.9188	0.9188	0.9160
R1	0.9171	0.9171	0.9156	0.9162
PP	0.9152	0.9152	0.9152	0.9148
S1	0.9135	0.9135	0.9150	0.9126
S2	0.9116	0.9116	0.9146
S3	0.9080	0.9099	0.9143
S4	0.9044	0.9063	0.9133

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	0.9134	0.0055	0.6%	0.0030	0.3%	35%	False	True	362
10	0.9218	0.9125	0.0093	1.0%	0.0038	0.4%	30%	False	False	616
20	0.9218	0.9018	0.0200	2.2%	0.0037	0.4%	68%	False	False	496
40	0.9218	0.8888	0.0330	3.6%	0.0040	0.4%	80%	False	False	382
60	0.9218	0.8815	0.0403	4.4%	0.0042	0.5%	84%	False	False	306
80	0.9218	0.8815	0.0403	4.4%	0.0039	0.4%	84%	False	False	244
100	0.9387	0.8815	0.0572	6.2%	0.0039	0.4%	59%	False	False	211
120	0.9414	0.8815	0.0599	6.5%	0.0037	0.4%	56%	False	False	182

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9323
2.618	0.9264
1.618	0.9228
1.000	0.9206
0.618	0.9192
HIGH	0.9170
0.618	0.9156
0.500	0.9152
0.382	0.9148
LOW	0.9134
0.618	0.9112
1.000	0.9098
1.618	0.9076
2.618	0.9040
4.250	0.8981

Fisher Pivots for day following 20-May-2014
Pivot	1 day	3 day
R1	0.9153	0.9162
PP	0.9152	0.9159
S1	0.9152	0.9156

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

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