CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	0.9196	0.9153	-0.0043	-0.5%	0.9175
High	0.9199	0.9157	-0.0042	-0.5%	0.9216
Low	0.9141	0.9133	-0.0008	-0.1%	0.9163
Close	0.9150	0.9142	-0.0008	-0.1%	0.9199
Range	0.0058	0.0024	-0.0034	-58.6%	0.0053
ATR	0.0041	0.0040	-0.0001	-2.9%	0.0000
Volume	1,140	2,070	930	81.6%	3,039

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9216	0.9203	0.9155
R3	0.9192	0.9179	0.9149
R2	0.9168	0.9168	0.9146
R1	0.9155	0.9155	0.9144	0.9150
PP	0.9144	0.9144	0.9144	0.9141
S1	0.9131	0.9131	0.9140	0.9126
S2	0.9120	0.9120	0.9138
S3	0.9096	0.9107	0.9135
S4	0.9072	0.9083	0.9129

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	0.9133	0.0083	0.9%	0.0043	0.5%	11%	False	True	1,155
10	0.9216	0.9114	0.0102	1.1%	0.0039	0.4%	27%	False	False	737
20	0.9218	0.9102	0.0116	1.3%	0.0040	0.4%	34%	False	False	696
40	0.9218	0.9018	0.0200	2.2%	0.0038	0.4%	62%	False	False	489
60	0.9218	0.8815	0.0403	4.4%	0.0042	0.5%	81%	False	False	418
80	0.9218	0.8815	0.0403	4.4%	0.0039	0.4%	81%	False	False	327
100	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	81%	False	False	278
120	0.9387	0.8815	0.0572	6.3%	0.0038	0.4%	57%	False	False	239

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9259
2.618	0.9220
1.618	0.9196
1.000	0.9181
0.618	0.9172
HIGH	0.9157
0.618	0.9148
0.500	0.9145
0.382	0.9142
LOW	0.9133
0.618	0.9118
1.000	0.9109
1.618	0.9094
2.618	0.9070
4.250	0.9031

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	0.9145	0.9175
PP	0.9144	0.9164
S1	0.9143	0.9153

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

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