CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 28-May-2014

Day Change Summary
	Previous	Current
	27-May-2014	28-May-2014	Change	Change %	Previous Week
Open	0.9175	0.9188	0.0013	0.1%	0.9178
High	0.9202	0.9197	-0.0005	-0.1%	0.9189
Low	0.9172	0.9163	-0.0009	-0.1%	0.9114
Close	0.9185	0.9165	-0.0020	-0.2%	0.9176
Range	0.0030	0.0034	0.0004	13.3%	0.0075
ATR	0.0038	0.0038	0.0000	-0.8%	0.0000
Volume	473	283	-190	-40.2%	1,437

Daily Pivots for day following 28-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9277	0.9255	0.9184
R3	0.9243	0.9221	0.9174
R2	0.9209	0.9209	0.9171
R1	0.9187	0.9187	0.9168	0.9181
PP	0.9175	0.9175	0.9175	0.9172
S1	0.9153	0.9153	0.9162	0.9147
S2	0.9141	0.9141	0.9159
S3	0.9107	0.9119	0.9156
S4	0.9073	0.9085	0.9146

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	0.9202	0.9114	0.0088	1.0%	0.0035	0.4%	58%	False	False	344
10	0.9202	0.9114	0.0088	1.0%	0.0032	0.4%	58%	False	False	353
20	0.9218	0.9046	0.0172	1.9%	0.0039	0.4%	69%	False	False	539
40	0.9218	0.8999	0.0219	2.4%	0.0037	0.4%	76%	False	False	375
60	0.9218	0.8815	0.0403	4.4%	0.0042	0.5%	87%	False	False	330
80	0.9218	0.8815	0.0403	4.4%	0.0039	0.4%	87%	False	False	263
100	0.9371	0.8815	0.0556	6.1%	0.0039	0.4%	63%	False	False	227
120	0.9387	0.8815	0.0572	6.2%	0.0037	0.4%	61%	False	False	196

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

Fibonacci Retracements and Extensions
4.250	0.9342
2.618	0.9286
1.618	0.9252
1.000	0.9231
0.618	0.9218
HIGH	0.9197
0.618	0.9184
0.500	0.9180
0.382	0.9176
LOW	0.9163
0.618	0.9142
1.000	0.9129
1.618	0.9108
2.618	0.9074
4.250	0.9019

Fisher Pivots for day following 28-May-2014
Pivot	1 day	3 day
R1	0.9180	0.9174
PP	0.9175	0.9171
S1	0.9170	0.9168

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

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