CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 30-Jun-2014

Day Change Summary
	Previous	Current
	27-Jun-2014	30-Jun-2014	Change	Change %	Previous Week
Open	0.9335	0.9360	0.0025	0.3%	0.9279
High	0.9364	0.9375	0.0011	0.1%	0.9364
Low	0.9331	0.9331	0.0000	0.0%	0.9276
Close	0.9363	0.9359	-0.0004	0.0%	0.9363
Range	0.0033	0.0044	0.0011	33.3%	0.0088
ATR	0.0040	0.0040	0.0000	0.8%	0.0000
Volume	48,807	55,414	6,607	13.5%	232,669

Daily Pivots for day following 30-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9487	0.9467	0.9383
R3	0.9443	0.9423	0.9371
R2	0.9399	0.9399	0.9367
R1	0.9379	0.9379	0.9363	0.9367
PP	0.9355	0.9355	0.9355	0.9349
S1	0.9335	0.9335	0.9355	0.9323
S2	0.9311	0.9311	0.9351
S3	0.9267	0.9291	0.9347
S4	0.9223	0.9247	0.9335

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	0.9375	0.9282	0.0093	1.0%	0.0035	0.4%	83%	True	False	47,233
10	0.9375	0.9109	0.0266	2.8%	0.0045	0.5%	94%	True	False	49,647
20	0.9375	0.9100	0.0275	2.9%	0.0038	0.4%	94%	True	False	36,573
40	0.9375	0.9073	0.0302	3.2%	0.0039	0.4%	95%	True	False	18,613
60	0.9375	0.9018	0.0357	3.8%	0.0038	0.4%	96%	True	False	12,484
80	0.9375	0.8815	0.0560	6.0%	0.0042	0.4%	97%	True	False	9,432
100	0.9375	0.8815	0.0560	6.0%	0.0039	0.4%	97%	True	False	7,556
120	0.9375	0.8815	0.0560	6.0%	0.0039	0.4%	97%	True	False	6,312

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9562
2.618	0.9490
1.618	0.9446
1.000	0.9419
0.618	0.9402
HIGH	0.9375
0.618	0.9358
0.500	0.9353
0.382	0.9348
LOW	0.9331
0.618	0.9304
1.000	0.9287
1.618	0.9260
2.618	0.9216
4.250	0.9144

Fisher Pivots for day following 30-Jun-2014
Pivot	1 day	3 day
R1	0.9357	0.9353
PP	0.9355	0.9346
S1	0.9353	0.9340

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

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