CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	0.9296	0.9234	-0.0062	-0.7%	0.9303
High	0.9301	0.9251	-0.0050	-0.5%	0.9325
Low	0.9229	0.9232	0.0003	0.0%	0.9229
Close	0.9235	0.9245	0.0010	0.1%	0.9235
Range	0.0072	0.0019	-0.0053	-73.6%	0.0096
ATR	0.0042	0.0041	-0.0002	-3.9%	0.0000
Volume	64,320	36,640	-27,680	-43.0%	204,683

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9300	0.9291	0.9255
R3	0.9281	0.9272	0.9250
R2	0.9262	0.9262	0.9248
R1	0.9253	0.9253	0.9247	0.9258
PP	0.9243	0.9243	0.9243	0.9245
S1	0.9234	0.9234	0.9243	0.9239
S2	0.9224	0.9224	0.9242
S3	0.9205	0.9215	0.9240
S4	0.9186	0.9196	0.9235

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9551	0.9489	0.9288
R3	0.9455	0.9393	0.9261
R2	0.9359	0.9359	0.9253
R1	0.9297	0.9297	0.9244	0.9280
PP	0.9263	0.9263	0.9263	0.9255
S1	0.9201	0.9201	0.9226	0.9184
S2	0.9167	0.9167	0.9217
S3	0.9071	0.9105	0.9209
S4	0.8975	0.9009	0.9182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9325	0.9229	0.0096	1.0%	0.0036	0.4%	17%	False	False	42,381
10	0.9326	0.9229	0.0097	1.0%	0.0040	0.4%	16%	False	False	45,213
20	0.9399	0.9229	0.0170	1.8%	0.0042	0.5%	9%	False	False	46,677
40	0.9399	0.9100	0.0299	3.2%	0.0041	0.4%	48%	False	False	40,268
60	0.9399	0.9046	0.0353	3.8%	0.0041	0.4%	56%	False	False	27,052
80	0.9399	0.9018	0.0381	4.1%	0.0039	0.4%	60%	False	False	20,343
100	0.9399	0.8815	0.0584	6.3%	0.0042	0.5%	74%	False	False	16,327
120	0.9399	0.8815	0.0584	6.3%	0.0040	0.4%	74%	False	False	13,615

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.9332
2.618	0.9301
1.618	0.9282
1.000	0.9270
0.618	0.9263
HIGH	0.9251
0.618	0.9244
0.500	0.9242
0.382	0.9239
LOW	0.9232
0.618	0.9220
1.000	0.9213
1.618	0.9201
2.618	0.9182
4.250	0.9151

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	0.9244	0.9274
PP	0.9243	0.9264
S1	0.9242	0.9255

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

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