CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	0.9205	0.9196	-0.0009	-0.1%	0.9175
High	0.9216	0.9199	-0.0017	-0.2%	0.9216
Low	0.9166	0.9141	-0.0025	-0.3%	0.9163
Close	0.9199	0.9150	-0.0049	-0.5%	0.9199
Range	0.0050	0.0058	0.0008	16.0%	0.0053
ATR	0.0039	0.0041	0.0001	3.4%	0.0000
Volume	955	1,140	185	19.4%	3,039

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9337	0.9302	0.9182
R3	0.9279	0.9244	0.9166
R2	0.9221	0.9221	0.9161
R1	0.9186	0.9186	0.9155	0.9175
PP	0.9163	0.9163	0.9163	0.9158
S1	0.9128	0.9128	0.9145	0.9117
S2	0.9105	0.9105	0.9139
S3	0.9047	0.9070	0.9134
S4	0.8989	0.9012	0.9118

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	0.9141	0.0075	0.8%	0.0044	0.5%	12%	False	True	835
10	0.9216	0.9114	0.0102	1.1%	0.0039	0.4%	35%	False	False	561
20	0.9218	0.9073	0.0145	1.6%	0.0040	0.4%	53%	False	False	653
40	0.9218	0.9018	0.0200	2.2%	0.0039	0.4%	66%	False	False	440
60	0.9218	0.8815	0.0403	4.4%	0.0043	0.5%	83%	False	False	385
80	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	83%	False	False	302
100	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	83%	False	False	260
120	0.9387	0.8815	0.0572	6.3%	0.0038	0.4%	59%	False	False	222

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 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9446
2.618	0.9351
1.618	0.9293
1.000	0.9257
0.618	0.9235
HIGH	0.9199
0.618	0.9177
0.500	0.9170
0.382	0.9163
LOW	0.9141
0.618	0.9105
1.000	0.9083
1.618	0.9047
2.618	0.8989
4.250	0.8895

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	0.9170	0.9179
PP	0.9163	0.9169
S1	0.9157	0.9160

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

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