CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	0.9387	0.9358	-0.0029	-0.3%	0.9279
High	0.9393	0.9399	0.0006	0.1%	0.9364
Low	0.9354	0.9347	-0.0007	-0.1%	0.9276
Close	0.9357	0.9397	0.0040	0.4%	0.9363
Range	0.0039	0.0052	0.0013	33.3%	0.0088
ATR	0.0040	0.0041	0.0001	2.1%	0.0000
Volume	38,616	53,348	14,732	38.1%	232,669

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9537	0.9519	0.9426
R3	0.9485	0.9467	0.9411
R2	0.9433	0.9433	0.9407
R1	0.9415	0.9415	0.9402	0.9424
PP	0.9381	0.9381	0.9381	0.9386
S1	0.9363	0.9363	0.9392	0.9372
S2	0.9329	0.9329	0.9387
S3	0.9277	0.9311	0.9383
S4	0.9225	0.9259	0.9368

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	0.9399	0.9331	0.0068	0.7%	0.0042	0.5%	97%	True	False	46,499
10	0.9399	0.9218	0.0181	1.9%	0.0041	0.4%	99%	True	False	48,770
20	0.9399	0.9109	0.0290	3.1%	0.0040	0.4%	99%	True	False	42,072
40	0.9399	0.9100	0.0299	3.2%	0.0040	0.4%	99%	True	False	21,744
60	0.9399	0.9018	0.0381	4.1%	0.0039	0.4%	99%	True	False	14,610
80	0.9399	0.8815	0.0584	6.2%	0.0042	0.4%	100%	True	False	11,030
100	0.9399	0.8815	0.0584	6.2%	0.0040	0.4%	100%	True	False	8,837
120	0.9399	0.8815	0.0584	6.2%	0.0039	0.4%	100%	True	False	7,375

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9620
2.618	0.9535
1.618	0.9483
1.000	0.9451
0.618	0.9431
HIGH	0.9399
0.618	0.9379
0.500	0.9373
0.382	0.9367
LOW	0.9347
0.618	0.9315
1.000	0.9295
1.618	0.9263
2.618	0.9211
4.250	0.9126

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	0.9389	0.9389
PP	0.9381	0.9381
S1	0.9373	0.9373

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

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