CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	0.9163	0.9176	0.0013	0.1%	0.9106
High	0.9202	0.9189	-0.0013	-0.1%	0.9202
Low	0.9153	0.9168	0.0015	0.2%	0.9101
Close	0.9174	0.9178	0.0004	0.0%	0.9174
Range	0.0049	0.0021	-0.0028	-57.1%	0.0101
ATR	0.0043	0.0041	-0.0002	-3.6%	0.0000
Volume	60,861	26,885	-33,976	-55.8%	226,742

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9241	0.9231	0.9190
R3	0.9220	0.9210	0.9184
R2	0.9199	0.9199	0.9182
R1	0.9189	0.9189	0.9180	0.9194
PP	0.9178	0.9178	0.9178	0.9181
S1	0.9168	0.9168	0.9176	0.9173
S2	0.9157	0.9157	0.9174
S3	0.9136	0.9147	0.9172
S4	0.9115	0.9126	0.9166

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9462	0.9419	0.9230
R3	0.9361	0.9318	0.9202
R2	0.9260	0.9260	0.9193
R1	0.9217	0.9217	0.9183	0.9239
PP	0.9159	0.9159	0.9159	0.9170
S1	0.9116	0.9116	0.9165	0.9138
S2	0.9058	0.9058	0.9155
S3	0.8957	0.9015	0.9146
S4	0.8856	0.8914	0.9118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9202	0.9122	0.0080	0.9%	0.0032	0.4%	70%	False	False	41,085
10	0.9202	0.9094	0.0108	1.2%	0.0043	0.5%	78%	False	False	48,861
20	0.9325	0.9094	0.0231	2.5%	0.0042	0.5%	36%	False	False	48,695
40	0.9399	0.9094	0.0305	3.3%	0.0042	0.5%	28%	False	False	48,205
60	0.9399	0.9094	0.0305	3.3%	0.0041	0.5%	28%	False	False	39,602
80	0.9399	0.9025	0.0374	4.1%	0.0041	0.4%	41%	False	False	29,829
100	0.9399	0.8968	0.0431	4.7%	0.0041	0.4%	49%	False	False	23,916
120	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	62%	False	False	19,958

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	0.0010
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9278
2.618	0.9244
1.618	0.9223
1.000	0.9210
0.618	0.9202
HIGH	0.9189
0.618	0.9181
0.500	0.9179
0.382	0.9176
LOW	0.9168
0.618	0.9155
1.000	0.9147
1.618	0.9134
2.618	0.9113
4.250	0.9079

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	0.9179	0.9177
PP	0.9178	0.9176
S1	0.9178	0.9176

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

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