CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 08-Jul-2014

Day Change Summary
	Previous	Current
	07-Jul-2014	08-Jul-2014	Change	Change %	Previous Week
Open	0.9373	0.9347	-0.0026	-0.3%	0.9360
High	0.9390	0.9364	-0.0026	-0.3%	0.9399
Low	0.9343	0.9335	-0.0008	-0.1%	0.9331
Close	0.9352	0.9352	0.0000	0.0%	0.9397
Range	0.0047	0.0029	-0.0018	-38.3%	0.0068
ATR	0.0042	0.0041	-0.0001	-2.2%	0.0000
Volume	53,818	40,225	-13,593	-25.3%	183,690

Daily Pivots for day following 08-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9437	0.9424	0.9368
R3	0.9408	0.9395	0.9360
R2	0.9379	0.9379	0.9357
R1	0.9366	0.9366	0.9355	0.9373
PP	0.9350	0.9350	0.9350	0.9354
S1	0.9337	0.9337	0.9349	0.9344
S2	0.9321	0.9321	0.9347
S3	0.9292	0.9308	0.9344
S4	0.9263	0.9279	0.9336

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9580	0.9556	0.9434
R3	0.9512	0.9488	0.9416
R2	0.9444	0.9444	0.9409
R1	0.9420	0.9420	0.9403	0.9432
PP	0.9376	0.9376	0.9376	0.9382
S1	0.9352	0.9352	0.9391	0.9364
S2	0.9308	0.9308	0.9385
S3	0.9240	0.9284	0.9378
S4	0.9172	0.9216	0.9360

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9399	0.9335	0.0064	0.7%	0.0042	0.5%	27%	False	True	44,463
10	0.9399	0.9282	0.0117	1.3%	0.0038	0.4%	60%	False	False	45,848
20	0.9399	0.9109	0.0290	3.1%	0.0041	0.4%	84%	False	False	45,653
40	0.9399	0.9100	0.0299	3.2%	0.0038	0.4%	84%	False	False	24,053
60	0.9399	0.9018	0.0381	4.1%	0.0038	0.4%	88%	False	False	16,168
80	0.9399	0.8815	0.0584	6.2%	0.0041	0.4%	92%	False	False	12,199
100	0.9399	0.8815	0.0584	6.2%	0.0040	0.4%	92%	False	False	9,776
120	0.9399	0.8815	0.0584	6.2%	0.0039	0.4%	92%	False	False	8,157

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9487
2.618	0.9440
1.618	0.9411
1.000	0.9393
0.618	0.9382
HIGH	0.9364
0.618	0.9353
0.500	0.9350
0.382	0.9346
LOW	0.9335
0.618	0.9317
1.000	0.9306
1.618	0.9288
2.618	0.9259
4.250	0.9212

Fisher Pivots for day following 08-Jul-2014
Pivot	1 day	3 day
R1	0.9351	0.9367
PP	0.9350	0.9362
S1	0.9350	0.9357

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

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