CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	0.9191	0.9201	0.0010	0.1%	0.9130
High	0.9209	0.9203	-0.0006	-0.1%	0.9203
Low	0.9169	0.9175	0.0006	0.1%	0.9118
Close	0.9195	0.9182	-0.0013	-0.1%	0.9192
Range	0.0040	0.0028	-0.0012	-30.0%	0.0085
ATR	0.0036	0.0035	-0.0001	-1.6%	0.0000
Volume	43,286	31,664	-11,622	-26.8%	170,014

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9271	0.9254	0.9197
R3	0.9243	0.9226	0.9190
R2	0.9215	0.9215	0.9187
R1	0.9198	0.9198	0.9185	0.9193
PP	0.9187	0.9187	0.9187	0.9184
S1	0.9170	0.9170	0.9179	0.9165
S2	0.9159	0.9159	0.9177
S3	0.9131	0.9142	0.9174
S4	0.9103	0.9114	0.9167

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	0.9148	0.0061	0.7%	0.0030	0.3%	56%	False	False	40,333
10	0.9209	0.9100	0.0109	1.2%	0.0032	0.3%	75%	False	False	26,459
20	0.9216	0.9100	0.0116	1.3%	0.0035	0.4%	71%	False	False	13,598
40	0.9218	0.9018	0.0200	2.2%	0.0036	0.4%	82%	False	False	7,045
60	0.9218	0.8865	0.0353	3.8%	0.0039	0.4%	90%	False	False	4,788
80	0.9218	0.8815	0.0403	4.4%	0.0040	0.4%	91%	False	False	3,628
100	0.9218	0.8815	0.0403	4.4%	0.0038	0.4%	91%	False	False	2,914
120	0.9387	0.8815	0.0572	6.2%	0.0038	0.4%	64%	False	False	2,440

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

Fibonacci Retracements and Extensions
4.250	0.9322
2.618	0.9276
1.618	0.9248
1.000	0.9231
0.618	0.9220
HIGH	0.9203
0.618	0.9192
0.500	0.9189
0.382	0.9186
LOW	0.9175
0.618	0.9158
1.000	0.9147
1.618	0.9130
2.618	0.9102
4.250	0.9056

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	0.9189	0.9189
PP	0.9187	0.9187
S1	0.9184	0.9184

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

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