CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	0.9372	0.9303	-0.0069	-0.7%	0.9373
High	0.9392	0.9324	-0.0068	-0.7%	0.9392
Low	0.9298	0.9290	-0.0008	-0.1%	0.9298
Close	0.9301	0.9319	0.0018	0.2%	0.9301
Range	0.0094	0.0034	-0.0060	-63.8%	0.0094
ATR	0.0044	0.0043	-0.0001	-1.6%	0.0000
Volume	75,963	44,031	-31,932	-42.0%	253,697

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9413	0.9400	0.9338
R3	0.9379	0.9366	0.9328
R2	0.9345	0.9345	0.9325
R1	0.9332	0.9332	0.9322	0.9339
PP	0.9311	0.9311	0.9311	0.9314
S1	0.9298	0.9298	0.9316	0.9305
S2	0.9277	0.9277	0.9313
S3	0.9243	0.9264	0.9310
S4	0.9209	0.9230	0.9300

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9612	0.9551	0.9353
R3	0.9518	0.9457	0.9327
R2	0.9424	0.9424	0.9318
R1	0.9363	0.9363	0.9310	0.9347
PP	0.9330	0.9330	0.9330	0.9322
S1	0.9269	0.9269	0.9292	0.9253
S2	0.9236	0.9236	0.9284
S3	0.9142	0.9175	0.9275
S4	0.9048	0.9081	0.9249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9392	0.9290	0.0102	1.1%	0.0045	0.5%	28%	False	True	48,782
10	0.9399	0.9290	0.0109	1.2%	0.0045	0.5%	27%	False	True	48,141
20	0.9399	0.9109	0.0290	3.1%	0.0045	0.5%	72%	False	False	48,288
40	0.9399	0.9100	0.0299	3.2%	0.0039	0.4%	73%	False	False	29,089
60	0.9399	0.9018	0.0381	4.1%	0.0038	0.4%	79%	False	False	19,548
80	0.9399	0.8834	0.0565	6.1%	0.0041	0.4%	86%	False	False	14,736
100	0.9399	0.8815	0.0584	6.3%	0.0041	0.4%	86%	False	False	11,811
120	0.9399	0.8815	0.0584	6.3%	0.0040	0.4%	86%	False	False	9,853

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9469
2.618	0.9413
1.618	0.9379
1.000	0.9358
0.618	0.9345
HIGH	0.9324
0.618	0.9311
0.500	0.9307
0.382	0.9303
LOW	0.9290
0.618	0.9269
1.000	0.9256
1.618	0.9235
2.618	0.9201
4.250	0.9146

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	0.9315	0.9341
PP	0.9311	0.9334
S1	0.9307	0.9326

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

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