CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	0.9130	0.9147	0.0017	0.2%	0.9196
High	0.9151	0.9162	0.0011	0.1%	0.9199
Low	0.9118	0.9134	0.0016	0.2%	0.9100
Close	0.9142	0.9145	0.0003	0.0%	0.9127
Range	0.0033	0.0028	-0.0005	-15.2%	0.0099
ATR	0.0038	0.0038	-0.0001	-1.9%	0.0000
Volume	19,022	24,276	5,254	27.6%	22,839

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9231	0.9216	0.9160
R3	0.9203	0.9188	0.9153
R2	0.9175	0.9175	0.9150
R1	0.9160	0.9160	0.9148	0.9154
PP	0.9147	0.9147	0.9147	0.9144
S1	0.9132	0.9132	0.9142	0.9126
S2	0.9119	0.9119	0.9140
S3	0.9091	0.9104	0.9137
S4	0.9063	0.9076	0.9130

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	0.9162	0.9100	0.0062	0.7%	0.0034	0.4%	73%	True	False	12,585
10	0.9216	0.9100	0.0116	1.3%	0.0038	0.4%	39%	False	False	6,870
20	0.9216	0.9100	0.0116	1.3%	0.0035	0.4%	39%	False	False	3,610
40	0.9218	0.9018	0.0200	2.2%	0.0036	0.4%	64%	False	False	2,028
60	0.9218	0.8815	0.0403	4.4%	0.0042	0.5%	82%	False	False	1,445
80	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	82%	False	False	1,110
100	0.9218	0.8815	0.0403	4.4%	0.0039	0.4%	82%	False	False	900
120	0.9387	0.8815	0.0572	6.3%	0.0039	0.4%	58%	False	False	762

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9281
2.618	0.9235
1.618	0.9207
1.000	0.9190
0.618	0.9179
HIGH	0.9162
0.618	0.9151
0.500	0.9148
0.382	0.9145
LOW	0.9134
0.618	0.9117
1.000	0.9106
1.618	0.9089
2.618	0.9061
4.250	0.9015

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	0.9148	0.9142
PP	0.9147	0.9140
S1	0.9146	0.9137

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

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