CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 30-May-2014

Day Change Summary
	Previous	Current
	29-May-2014	30-May-2014	Change	Change %	Previous Week
Open	0.9171	0.9205	0.0034	0.4%	0.9175
High	0.9212	0.9216	0.0004	0.0%	0.9216
Low	0.9165	0.9166	0.0001	0.0%	0.9163
Close	0.9201	0.9199	-0.0002	0.0%	0.9199
Range	0.0047	0.0050	0.0003	6.4%	0.0053
ATR	0.0039	0.0039	0.0001	2.1%	0.0000
Volume	1,328	955	-373	-28.1%	3,039

Daily Pivots for day following 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9344	0.9321	0.9227
R3	0.9294	0.9271	0.9213
R2	0.9244	0.9244	0.9208
R1	0.9221	0.9221	0.9204	0.9208
PP	0.9194	0.9194	0.9194	0.9187
S1	0.9171	0.9171	0.9194	0.9158
S2	0.9144	0.9144	0.9190
S3	0.9094	0.9121	0.9185
S4	0.9044	0.9071	0.9172

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9352	0.9328	0.9228
R3	0.9299	0.9275	0.9214
R2	0.9246	0.9246	0.9209
R1	0.9222	0.9222	0.9204	0.9234
PP	0.9193	0.9193	0.9193	0.9199
S1	0.9169	0.9169	0.9194	0.9181
S2	0.9140	0.9140	0.9189
S3	0.9087	0.9116	0.9184
S4	0.9034	0.9063	0.9170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9216	0.9145	0.0071	0.8%	0.0039	0.4%	76%	True	False	683
10	0.9216	0.9114	0.0102	1.1%	0.0035	0.4%	83%	True	False	498
20	0.9218	0.9046	0.0172	1.9%	0.0041	0.4%	89%	False	False	620
40	0.9218	0.9018	0.0200	2.2%	0.0038	0.4%	91%	False	False	419
60	0.9218	0.8815	0.0403	4.4%	0.0043	0.5%	95%	False	False	366
80	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	95%	False	False	289
100	0.9308	0.8815	0.0493	5.4%	0.0040	0.4%	78%	False	False	249
120	0.9387	0.8815	0.0572	6.2%	0.0038	0.4%	67%	False	False	213

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	0.0008
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9429
2.618	0.9347
1.618	0.9297
1.000	0.9266
0.618	0.9247
HIGH	0.9216
0.618	0.9197
0.500	0.9191
0.382	0.9185
LOW	0.9166
0.618	0.9135
1.000	0.9116
1.618	0.9085
2.618	0.9035
4.250	0.8954

Fisher Pivots for day following 30-May-2014
Pivot	1 day	3 day
R1	0.9196	0.9196
PP	0.9194	0.9193
S1	0.9191	0.9190

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

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