CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 23-May-2014

Day Change Summary
	Previous	Current
	22-May-2014	23-May-2014	Change	Change %	Previous Week
Open	0.9136	0.9157	0.0021	0.2%	0.9178
High	0.9160	0.9181	0.0021	0.2%	0.9189
Low	0.9124	0.9145	0.0021	0.2%	0.9114
Close	0.9152	0.9176	0.0024	0.3%	0.9176
Range	0.0036	0.0036	0.0000	0.0%	0.0075
ATR	0.0039	0.0039	0.0000	-0.6%	0.0000
Volume	381	377	-4	-1.0%	1,437

Daily Pivots for day following 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9275	0.9262	0.9196
R3	0.9239	0.9226	0.9186
R2	0.9203	0.9203	0.9183
R1	0.9190	0.9190	0.9179	0.9197
PP	0.9167	0.9167	0.9167	0.9171
S1	0.9154	0.9154	0.9173	0.9161
S2	0.9131	0.9131	0.9169
S3	0.9095	0.9118	0.9166
S4	0.9059	0.9082	0.9156

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9385	0.9355	0.9217
R3	0.9310	0.9280	0.9197
R2	0.9235	0.9235	0.9190
R1	0.9205	0.9205	0.9183	0.9183
PP	0.9160	0.9160	0.9160	0.9148
S1	0.9130	0.9130	0.9169	0.9108
S2	0.9085	0.9085	0.9162
S3	0.9010	0.9055	0.9155
S4	0.8935	0.8980	0.9135

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9189	0.9114	0.0075	0.8%	0.0033	0.4%	83%	False	False	287
10	0.9189	0.9114	0.0075	0.8%	0.0031	0.3%	83%	False	False	418
20	0.9218	0.9030	0.0188	2.0%	0.0039	0.4%	78%	False	False	519
40	0.9218	0.8991	0.0227	2.5%	0.0039	0.4%	81%	False	False	386
60	0.9218	0.8815	0.0403	4.4%	0.0043	0.5%	90%	False	False	319
80	0.9218	0.8815	0.0403	4.4%	0.0039	0.4%	90%	False	False	254
100	0.9387	0.8815	0.0572	6.2%	0.0039	0.4%	63%	False	False	219
120	0.9387	0.8815	0.0572	6.2%	0.0037	0.4%	63%	False	False	190

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	0.0007

Fibonacci Retracements and Extensions
4.250	0.9334
2.618	0.9275
1.618	0.9239
1.000	0.9217
0.618	0.9203
HIGH	0.9181
0.618	0.9167
0.500	0.9163
0.382	0.9159
LOW	0.9145
0.618	0.9123
1.000	0.9109
1.618	0.9087
2.618	0.9051
4.250	0.8992

Fisher Pivots for day following 23-May-2014
Pivot	1 day	3 day
R1	0.9172	0.9167
PP	0.9167	0.9157
S1	0.9163	0.9148

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

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