CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	0.9191	0.9191	0.0000	0.0%	0.9130
High	0.9197	0.9209	0.0012	0.1%	0.9203
Low	0.9179	0.9169	-0.0010	-0.1%	0.9118
Close	0.9192	0.9195	0.0003	0.0%	0.9192
Range	0.0018	0.0040	0.0022	122.2%	0.0085
ATR	0.0036	0.0036	0.0000	0.9%	0.0000
Volume	42,415	43,286	871	2.1%	170,014

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9311	0.9293	0.9217
R3	0.9271	0.9253	0.9206
R2	0.9231	0.9231	0.9202
R1	0.9213	0.9213	0.9199	0.9222
PP	0.9191	0.9191	0.9191	0.9196
S1	0.9173	0.9173	0.9191	0.9182
S2	0.9151	0.9151	0.9188
S3	0.9111	0.9133	0.9184
S4	0.9071	0.9093	0.9173

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9426	0.9394	0.9239
R3	0.9341	0.9309	0.9215
R2	0.9256	0.9256	0.9208
R1	0.9224	0.9224	0.9200	0.9240
PP	0.9171	0.9171	0.9171	0.9179
S1	0.9139	0.9139	0.9184	0.9155
S2	0.9086	0.9086	0.9176
S3	0.9001	0.9054	0.9169
S4	0.8916	0.8969	0.9145

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9209	0.9134	0.0075	0.8%	0.0030	0.3%	81%	True	False	38,855
10	0.9209	0.9100	0.0109	1.2%	0.0031	0.3%	87%	True	False	23,499
20	0.9216	0.9100	0.0116	1.3%	0.0035	0.4%	82%	False	False	12,030
40	0.9218	0.9018	0.0200	2.2%	0.0035	0.4%	89%	False	False	6,256
60	0.9218	0.8847	0.0371	4.0%	0.0039	0.4%	94%	False	False	4,265
80	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	94%	False	False	3,232
100	0.9218	0.8815	0.0403	4.4%	0.0039	0.4%	94%	False	False	2,598
120	0.9387	0.8815	0.0572	6.2%	0.0038	0.4%	66%	False	False	2,177

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9379
2.618	0.9314
1.618	0.9274
1.000	0.9249
0.618	0.9234
HIGH	0.9209
0.618	0.9194
0.500	0.9189
0.382	0.9184
LOW	0.9169
0.618	0.9144
1.000	0.9129
1.618	0.9104
2.618	0.9064
4.250	0.8999

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	0.9193	0.9193
PP	0.9191	0.9191
S1	0.9189	0.9189

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

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