CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 19-Jun-2014

Day Change Summary
	Previous	Current
	18-Jun-2014	19-Jun-2014	Change	Change %	Previous Week
Open	0.9187	0.9207	0.0020	0.2%	0.9130
High	0.9210	0.9231	0.0021	0.2%	0.9203
Low	0.9109	0.9180	0.0071	0.8%	0.9118
Close	0.9180	0.9219	0.0039	0.4%	0.9192
Range	0.0101	0.0051	-0.0050	-49.5%	0.0085
ATR	0.0040	0.0041	0.0001	2.0%	0.0000
Volume	50,099	55,283	5,184	10.3%	170,014

Daily Pivots for day following 19-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9363	0.9342	0.9247
R3	0.9312	0.9291	0.9233
R2	0.9261	0.9261	0.9228
R1	0.9240	0.9240	0.9224	0.9251
PP	0.9210	0.9210	0.9210	0.9215
S1	0.9189	0.9189	0.9214	0.9200
S2	0.9159	0.9159	0.9210
S3	0.9108	0.9138	0.9205
S4	0.9057	0.9087	0.9191

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	0.9231	0.9109	0.0122	1.3%	0.0048	0.5%	90%	True	False	44,549
10	0.9231	0.9109	0.0122	1.3%	0.0039	0.4%	90%	True	False	35,374
20	0.9231	0.9100	0.0131	1.4%	0.0039	0.4%	91%	True	False	18,849
40	0.9231	0.9025	0.0206	2.2%	0.0038	0.4%	94%	True	False	9,676
60	0.9231	0.8919	0.0312	3.4%	0.0040	0.4%	96%	True	False	6,540
80	0.9231	0.8815	0.0416	4.5%	0.0042	0.5%	97%	True	False	4,943
100	0.9231	0.8815	0.0416	4.5%	0.0039	0.4%	97%	True	False	3,966
120	0.9387	0.8815	0.0572	6.2%	0.0039	0.4%	71%	False	False	3,318

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9448
2.618	0.9365
1.618	0.9314
1.000	0.9282
0.618	0.9263
HIGH	0.9231
0.618	0.9212
0.500	0.9206
0.382	0.9199
LOW	0.9180
0.618	0.9148
1.000	0.9129
1.618	0.9097
2.618	0.9046
4.250	0.8963

Fisher Pivots for day following 19-Jun-2014
Pivot	1 day	3 day
R1	0.9215	0.9203
PP	0.9210	0.9186
S1	0.9206	0.9170

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

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