CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	0.9178	0.9134	-0.0044	-0.5%	0.9106
High	0.9179	0.9142	-0.0037	-0.4%	0.9202
Low	0.9126	0.9106	-0.0020	-0.2%	0.9101
Close	0.9132	0.9113	-0.0019	-0.2%	0.9174
Range	0.0053	0.0036	-0.0017	-32.1%	0.0101
ATR	0.0042	0.0042	0.0000	-1.0%	0.0000
Volume	38,411	50,705	12,294	32.0%	226,742

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9228	0.9207	0.9133
R3	0.9192	0.9171	0.9123
R2	0.9156	0.9156	0.9120
R1	0.9135	0.9135	0.9116	0.9128
PP	0.9120	0.9120	0.9120	0.9117
S1	0.9099	0.9099	0.9110	0.9092
S2	0.9084	0.9084	0.9106
S3	0.9048	0.9063	0.9103
S4	0.9012	0.9027	0.9093

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	0.9106	0.0096	1.1%	0.0038	0.4%	7%	False	True	42,019
10	0.9202	0.9096	0.0106	1.2%	0.0039	0.4%	16%	False	False	45,612
20	0.9318	0.9094	0.0224	2.5%	0.0043	0.5%	8%	False	False	49,322
40	0.9399	0.9094	0.0305	3.3%	0.0042	0.5%	6%	False	False	48,046
60	0.9399	0.9094	0.0305	3.3%	0.0042	0.5%	6%	False	False	41,073
80	0.9399	0.9043	0.0356	3.9%	0.0041	0.5%	20%	False	False	30,939
100	0.9399	0.8999	0.0400	4.4%	0.0040	0.4%	29%	False	False	24,795
120	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	51%	False	False	20,699

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9295
2.618	0.9236
1.618	0.9200
1.000	0.9178
0.618	0.9164
HIGH	0.9142
0.618	0.9128
0.500	0.9124
0.382	0.9120
LOW	0.9106
0.618	0.9084
1.000	0.9070
1.618	0.9048
2.618	0.9012
4.250	0.8953

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	0.9124	0.9148
PP	0.9120	0.9136
S1	0.9117	0.9125

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

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