CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 29-May-2014

Day Change Summary
	Previous	Current
	28-May-2014	29-May-2014	Change	Change %	Previous Week
Open	0.9188	0.9171	-0.0017	-0.2%	0.9178
High	0.9197	0.9212	0.0015	0.2%	0.9189
Low	0.9163	0.9165	0.0002	0.0%	0.9114
Close	0.9165	0.9201	0.0036	0.4%	0.9176
Range	0.0034	0.0047	0.0013	38.2%	0.0075
ATR	0.0038	0.0039	0.0001	1.7%	0.0000
Volume	283	1,328	1,045	369.3%	1,437

Daily Pivots for day following 29-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9334	0.9314	0.9227
R3	0.9287	0.9267	0.9214
R2	0.9240	0.9240	0.9210
R1	0.9220	0.9220	0.9205	0.9230
PP	0.9193	0.9193	0.9193	0.9198
S1	0.9173	0.9173	0.9197	0.9183
S2	0.9146	0.9146	0.9192
S3	0.9099	0.9126	0.9188
S4	0.9052	0.9079	0.9175

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	0.9212	0.9124	0.0088	1.0%	0.0037	0.4%	88%	True	False	568
10	0.9212	0.9114	0.0098	1.1%	0.0033	0.4%	89%	True	False	420
20	0.9218	0.9046	0.0172	1.9%	0.0040	0.4%	90%	False	False	584
40	0.9218	0.9018	0.0200	2.2%	0.0037	0.4%	92%	False	False	400
60	0.9218	0.8815	0.0403	4.4%	0.0043	0.5%	96%	False	False	351
80	0.9218	0.8815	0.0403	4.4%	0.0039	0.4%	96%	False	False	277
100	0.9335	0.8815	0.0520	5.7%	0.0039	0.4%	74%	False	False	240
120	0.9387	0.8815	0.0572	6.2%	0.0038	0.4%	67%	False	False	205

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9412
2.618	0.9335
1.618	0.9288
1.000	0.9259
0.618	0.9241
HIGH	0.9212
0.618	0.9194
0.500	0.9189
0.382	0.9183
LOW	0.9165
0.618	0.9136
1.000	0.9118
1.618	0.9089
2.618	0.9042
4.250	0.8965

Fisher Pivots for day following 29-May-2014
Pivot	1 day	3 day
R1	0.9197	0.9197
PP	0.9193	0.9192
S1	0.9189	0.9188

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

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