CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	0.9118	0.9133	0.0015	0.2%	0.9196
High	0.9137	0.9143	0.0006	0.1%	0.9199
Low	0.9100	0.9112	0.0012	0.1%	0.9100
Close	0.9130	0.9127	-0.0003	0.0%	0.9127
Range	0.0037	0.0031	-0.0006	-16.2%	0.0099
ATR	0.0039	0.0039	-0.0001	-1.5%	0.0000
Volume	8,943	3,401	-5,542	-62.0%	22,839

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9220	0.9205	0.9144
R3	0.9189	0.9174	0.9136
R2	0.9158	0.9158	0.9133
R1	0.9143	0.9143	0.9130	0.9135
PP	0.9127	0.9127	0.9127	0.9124
S1	0.9112	0.9112	0.9124	0.9104
S2	0.9096	0.9096	0.9121
S3	0.9065	0.9081	0.9118
S4	0.9034	0.9050	0.9110

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9439	0.9382	0.9181
R3	0.9340	0.9283	0.9154
R2	0.9241	0.9241	0.9145
R1	0.9184	0.9184	0.9136	0.9163
PP	0.9142	0.9142	0.9142	0.9132
S1	0.9085	0.9085	0.9118	0.9064
S2	0.9043	0.9043	0.9109
S3	0.8944	0.8986	0.9100
S4	0.8845	0.8887	0.9073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9199	0.9100	0.0099	1.1%	0.0038	0.4%	27%	False	False	4,567
10	0.9216	0.9100	0.0116	1.3%	0.0039	0.4%	23%	False	False	2,625
20	0.9217	0.9100	0.0117	1.3%	0.0038	0.4%	23%	False	False	1,567
40	0.9218	0.9018	0.0200	2.2%	0.0037	0.4%	55%	False	False	956
60	0.9218	0.8815	0.0403	4.4%	0.0042	0.5%	77%	False	False	735
80	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	77%	False	False	570
100	0.9218	0.8815	0.0403	4.4%	0.0039	0.4%	77%	False	False	468
120	0.9387	0.8815	0.0572	6.3%	0.0038	0.4%	55%	False	False	402

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9275
2.618	0.9224
1.618	0.9193
1.000	0.9174
0.618	0.9162
HIGH	0.9143
0.618	0.9131
0.500	0.9128
0.382	0.9124
LOW	0.9112
0.618	0.9093
1.000	0.9081
1.618	0.9062
2.618	0.9031
4.250	0.8980

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	0.9128	0.9125
PP	0.9127	0.9124
S1	0.9127	0.9122

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

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