CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	0.9134	0.9119	-0.0015	-0.2%	0.9176
High	0.9146	0.9134	-0.0012	-0.1%	0.9189
Low	0.9100	0.9097	-0.0003	0.0%	0.9096
Close	0.9131	0.9101	-0.0030	-0.3%	0.9131
Range	0.0046	0.0037	-0.0009	-19.6%	0.0093
ATR	0.0042	0.0041	0.0000	-0.8%	0.0000
Volume	52,376	30,551	-21,825	-41.7%	203,298

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9222	0.9198	0.9121
R3	0.9185	0.9161	0.9111
R2	0.9148	0.9148	0.9108
R1	0.9124	0.9124	0.9104	0.9118
PP	0.9111	0.9111	0.9111	0.9107
S1	0.9087	0.9087	0.9098	0.9081
S2	0.9074	0.9074	0.9094
S3	0.9037	0.9050	0.9091
S4	0.9000	0.9013	0.9081

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9418	0.9367	0.9182
R3	0.9325	0.9274	0.9157
R2	0.9232	0.9232	0.9148
R1	0.9181	0.9181	0.9140	0.9160
PP	0.9139	0.9139	0.9139	0.9128
S1	0.9088	0.9088	0.9122	0.9067
S2	0.9046	0.9046	0.9114
S3	0.8953	0.8995	0.9105
S4	0.8860	0.8902	0.9080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9179	0.9096	0.0083	0.9%	0.0042	0.5%	6%	False	False	41,392
10	0.9202	0.9096	0.0106	1.2%	0.0037	0.4%	5%	False	False	41,238
20	0.9250	0.9094	0.0156	1.7%	0.0044	0.5%	4%	False	False	48,448
40	0.9399	0.9094	0.0305	3.4%	0.0043	0.5%	2%	False	False	47,562
60	0.9399	0.9094	0.0305	3.4%	0.0042	0.5%	2%	False	False	42,995
80	0.9399	0.9046	0.0353	3.9%	0.0041	0.5%	16%	False	False	32,401
100	0.9399	0.9018	0.0381	4.2%	0.0040	0.4%	22%	False	False	25,964
120	0.9399	0.8815	0.0584	6.4%	0.0043	0.5%	49%	False	False	21,681

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9291
2.618	0.9231
1.618	0.9194
1.000	0.9171
0.618	0.9157
HIGH	0.9134
0.618	0.9120
0.500	0.9116
0.382	0.9111
LOW	0.9097
0.618	0.9074
1.000	0.9060
1.618	0.9037
2.618	0.9000
4.250	0.8940

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	0.9116	0.9121
PP	0.9111	0.9114
S1	0.9106	0.9108

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

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