CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 25-Jun-2014

Day Change Summary
	Previous	Current
	24-Jun-2014	25-Jun-2014	Change	Change %	Previous Week
Open	0.9302	0.9287	-0.0015	-0.2%	0.9191
High	0.9313	0.9314	0.0001	0.0%	0.9282
Low	0.9287	0.9282	-0.0005	-0.1%	0.9109
Close	0.9291	0.9305	0.0014	0.2%	0.9281
Range	0.0026	0.0032	0.0006	23.1%	0.0173
ATR	0.0041	0.0040	-0.0001	-1.5%	0.0000
Volume	43,560	43,278	-282	-0.6%	251,673

Daily Pivots for day following 25-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9396	0.9383	0.9323
R3	0.9364	0.9351	0.9314
R2	0.9332	0.9332	0.9311
R1	0.9319	0.9319	0.9308	0.9326
PP	0.9300	0.9300	0.9300	0.9304
S1	0.9287	0.9287	0.9302	0.9294
S2	0.9268	0.9268	0.9299
S3	0.9236	0.9255	0.9296
S4	0.9204	0.9223	0.9287

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9743	0.9685	0.9376
R3	0.9570	0.9512	0.9329
R2	0.9397	0.9397	0.9313
R1	0.9339	0.9339	0.9297	0.9368
PP	0.9224	0.9224	0.9224	0.9239
S1	0.9166	0.9166	0.9265	0.9195
S2	0.9051	0.9051	0.9249
S3	0.8878	0.8993	0.9233
S4	0.8705	0.8820	0.9186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9314	0.9180	0.0134	1.4%	0.0042	0.4%	93%	True	False	53,075
10	0.9314	0.9109	0.0205	2.2%	0.0042	0.5%	96%	True	False	48,248
20	0.9314	0.9100	0.0214	2.3%	0.0040	0.4%	96%	True	False	29,278
40	0.9314	0.9046	0.0268	2.9%	0.0039	0.4%	97%	True	False	14,909
60	0.9314	0.8999	0.0315	3.4%	0.0038	0.4%	97%	True	False	10,010
80	0.9314	0.8815	0.0499	5.4%	0.0042	0.5%	98%	True	False	7,567
100	0.9314	0.8815	0.0499	5.4%	0.0039	0.4%	98%	True	False	6,066
120	0.9371	0.8815	0.0556	6.0%	0.0039	0.4%	88%	False	False	5,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9450
2.618	0.9398
1.618	0.9366
1.000	0.9346
0.618	0.9334
HIGH	0.9314
0.618	0.9302
0.500	0.9298
0.382	0.9294
LOW	0.9282
0.618	0.9262
1.000	0.9250
1.618	0.9230
2.618	0.9198
4.250	0.9146

Fisher Pivots for day following 25-Jun-2014
Pivot	1 day	3 day
R1	0.9303	0.9302
PP	0.9300	0.9298
S1	0.9298	0.9295

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

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