CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	0.9153	0.9144	-0.0009	-0.1%	0.9175
High	0.9157	0.9144	-0.0013	-0.1%	0.9216
Low	0.9133	0.9105	-0.0028	-0.3%	0.9163
Close	0.9142	0.9121	-0.0021	-0.2%	0.9199
Range	0.0024	0.0039	0.0015	62.5%	0.0053
ATR	0.0040	0.0040	0.0000	-0.1%	0.0000
Volume	2,070	7,285	5,215	251.9%	3,039

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9240	0.9220	0.9142
R3	0.9201	0.9181	0.9132
R2	0.9162	0.9162	0.9128
R1	0.9142	0.9142	0.9125	0.9133
PP	0.9123	0.9123	0.9123	0.9119
S1	0.9103	0.9103	0.9117	0.9094
S2	0.9084	0.9084	0.9114
S3	0.9045	0.9064	0.9110
S4	0.9006	0.9025	0.9100

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	0.9105	0.0111	1.2%	0.0044	0.5%	14%	False	True	2,555
10	0.9216	0.9105	0.0111	1.2%	0.0039	0.4%	14%	False	True	1,450
20	0.9218	0.9105	0.0113	1.2%	0.0039	0.4%	14%	False	True	1,033
40	0.9218	0.9018	0.0200	2.2%	0.0038	0.4%	52%	False	False	663
60	0.9218	0.8815	0.0403	4.4%	0.0042	0.5%	76%	False	False	535
80	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	76%	False	False	417
100	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	76%	False	False	350
120	0.9387	0.8815	0.0572	6.3%	0.0038	0.4%	53%	False	False	300

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	0.9310
2.618	0.9246
1.618	0.9207
1.000	0.9183
0.618	0.9168
HIGH	0.9144
0.618	0.9129
0.500	0.9125
0.382	0.9120
LOW	0.9105
0.618	0.9081
1.000	0.9066
1.618	0.9042
2.618	0.9003
4.250	0.8939

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	0.9125	0.9152
PP	0.9123	0.9142
S1	0.9122	0.9131

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

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