CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	0.9360	0.9356	-0.0004	0.0%	0.9279
High	0.9375	0.9392	0.0017	0.2%	0.9364
Low	0.9331	0.9348	0.0017	0.2%	0.9276
Close	0.9359	0.9385	0.0026	0.3%	0.9363
Range	0.0044	0.0044	0.0000	0.0%	0.0088
ATR	0.0040	0.0040	0.0000	0.7%	0.0000
Volume	55,414	36,312	-19,102	-34.5%	232,669

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9507	0.9490	0.9409
R3	0.9463	0.9446	0.9397
R2	0.9419	0.9419	0.9393
R1	0.9402	0.9402	0.9389	0.9411
PP	0.9375	0.9375	0.9375	0.9379
S1	0.9358	0.9358	0.9381	0.9367
S2	0.9331	0.9331	0.9377
S3	0.9287	0.9314	0.9373
S4	0.9243	0.9270	0.9361

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	0.9392	0.9282	0.0110	1.2%	0.0038	0.4%	94%	True	False	45,783
10	0.9392	0.9109	0.0283	3.0%	0.0047	0.5%	98%	True	False	50,111
20	0.9392	0.9100	0.0292	3.1%	0.0039	0.4%	98%	True	False	38,285
40	0.9392	0.9100	0.0292	3.1%	0.0040	0.4%	98%	True	False	19,491
60	0.9392	0.9018	0.0374	4.0%	0.0038	0.4%	98%	True	False	13,088
80	0.9392	0.8815	0.0577	6.1%	0.0041	0.4%	99%	True	False	9,885
100	0.9392	0.8815	0.0577	6.1%	0.0039	0.4%	99%	True	False	7,919
120	0.9392	0.8815	0.0577	6.1%	0.0040	0.4%	99%	True	False	6,613

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	0.9579
2.618	0.9507
1.618	0.9463
1.000	0.9436
0.618	0.9419
HIGH	0.9392
0.618	0.9375
0.500	0.9370
0.382	0.9365
LOW	0.9348
0.618	0.9321
1.000	0.9304
1.618	0.9277
2.618	0.9233
4.250	0.9161

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	0.9380	0.9377
PP	0.9375	0.9369
S1	0.9370	0.9362

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

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