CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 27-Jun-2014

Day Change Summary
	Previous	Current
	26-Jun-2014	27-Jun-2014	Change	Change %	Previous Week
Open	0.9310	0.9335	0.0025	0.3%	0.9279
High	0.9343	0.9364	0.0021	0.2%	0.9364
Low	0.9305	0.9331	0.0026	0.3%	0.9276
Close	0.9340	0.9363	0.0023	0.2%	0.9363
Range	0.0038	0.0033	-0.0005	-13.2%	0.0088
ATR	0.0040	0.0040	-0.0001	-1.3%	0.0000
Volume	45,107	48,807	3,700	8.2%	232,669

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9452	0.9440	0.9381
R3	0.9419	0.9407	0.9372
R2	0.9386	0.9386	0.9369
R1	0.9374	0.9374	0.9366	0.9380
PP	0.9353	0.9353	0.9353	0.9356
S1	0.9341	0.9341	0.9360	0.9347
S2	0.9320	0.9320	0.9357
S3	0.9287	0.9308	0.9354
S4	0.9254	0.9275	0.9345

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9598	0.9569	0.9411
R3	0.9510	0.9481	0.9387
R2	0.9422	0.9422	0.9379
R1	0.9393	0.9393	0.9371	0.9408
PP	0.9334	0.9334	0.9334	0.9342
S1	0.9305	0.9305	0.9355	0.9320
S2	0.9246	0.9246	0.9347
S3	0.9158	0.9217	0.9339
S4	0.9070	0.9129	0.9315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9364	0.9276	0.0088	0.9%	0.0033	0.4%	99%	True	False	46,533
10	0.9364	0.9109	0.0255	2.7%	0.0045	0.5%	100%	True	False	48,434
20	0.9364	0.9100	0.0264	2.8%	0.0039	0.4%	100%	True	False	33,859
40	0.9364	0.9046	0.0318	3.4%	0.0040	0.4%	100%	True	False	17,239
60	0.9364	0.9018	0.0346	3.7%	0.0038	0.4%	100%	True	False	11,566
80	0.9364	0.8815	0.0549	5.9%	0.0042	0.5%	100%	True	False	8,740
100	0.9364	0.8815	0.0549	5.9%	0.0039	0.4%	100%	True	False	7,003
120	0.9364	0.8815	0.0549	5.9%	0.0040	0.4%	100%	True	False	5,851

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9504
2.618	0.9450
1.618	0.9417
1.000	0.9397
0.618	0.9384
HIGH	0.9364
0.618	0.9351
0.500	0.9348
0.382	0.9344
LOW	0.9331
0.618	0.9311
1.000	0.9298
1.618	0.9278
2.618	0.9245
4.250	0.9191

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	0.9358	0.9350
PP	0.9353	0.9336
S1	0.9348	0.9323

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

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