CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	0.9176	0.9178	0.0002	0.0%	0.9106
High	0.9189	0.9179	-0.0010	-0.1%	0.9202
Low	0.9168	0.9126	-0.0042	-0.5%	0.9101
Close	0.9178	0.9132	-0.0046	-0.5%	0.9174
Range	0.0021	0.0053	0.0032	152.4%	0.0101
ATR	0.0041	0.0042	0.0001	2.0%	0.0000
Volume	26,885	38,411	11,526	42.9%	226,742

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9305	0.9271	0.9161
R3	0.9252	0.9218	0.9147
R2	0.9199	0.9199	0.9142
R1	0.9165	0.9165	0.9137	0.9156
PP	0.9146	0.9146	0.9146	0.9141
S1	0.9112	0.9112	0.9127	0.9103
S2	0.9093	0.9093	0.9122
S3	0.9040	0.9059	0.9117
S4	0.8987	0.9006	0.9103

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	0.9126	0.0076	0.8%	0.0036	0.4%	8%	False	True	41,287
10	0.9202	0.9094	0.0108	1.2%	0.0042	0.5%	35%	False	False	46,653
20	0.9325	0.9094	0.0231	2.5%	0.0043	0.5%	16%	False	False	48,840
40	0.9399	0.9094	0.0305	3.3%	0.0042	0.5%	12%	False	False	47,867
60	0.9399	0.9094	0.0305	3.3%	0.0042	0.5%	12%	False	False	40,236
80	0.9399	0.9030	0.0369	4.0%	0.0041	0.4%	28%	False	False	30,307
100	0.9399	0.8991	0.0408	4.5%	0.0040	0.4%	35%	False	False	24,296
120	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	54%	False	False	20,277

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9404
2.618	0.9318
1.618	0.9265
1.000	0.9232
0.618	0.9212
HIGH	0.9179
0.618	0.9159
0.500	0.9153
0.382	0.9146
LOW	0.9126
0.618	0.9093
1.000	0.9073
1.618	0.9040
2.618	0.8987
4.250	0.8901

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	0.9153	0.9164
PP	0.9146	0.9153
S1	0.9139	0.9143

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

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