CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	0.9193	0.9147	-0.0046	-0.5%	0.9119
High	0.9208	0.9196	-0.0012	-0.1%	0.9247
Low	0.9141	0.9135	-0.0006	-0.1%	0.9088
Close	0.9151	0.9184	0.0033	0.4%	0.9195
Range	0.0067	0.0061	-0.0006	-9.0%	0.0159
ATR	0.0048	0.0048	0.0001	2.0%	0.0000
Volume	71,233	61,207	-10,026	-14.1%	281,414

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9355	0.9330	0.9218
R3	0.9294	0.9269	0.9201
R2	0.9233	0.9233	0.9195
R1	0.9208	0.9208	0.9190	0.9221
PP	0.9172	0.9172	0.9172	0.9178
S1	0.9147	0.9147	0.9178	0.9160
S2	0.9111	0.9111	0.9173
S3	0.9050	0.9086	0.9167
S4	0.8989	0.9025	0.9150

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9654	0.9583	0.9282
R3	0.9495	0.9424	0.9239
R2	0.9336	0.9336	0.9224
R1	0.9265	0.9265	0.9210	0.9301
PP	0.9177	0.9177	0.9177	0.9194
S1	0.9106	0.9106	0.9180	0.9142
S2	0.9018	0.9018	0.9166
S3	0.8859	0.8947	0.9151
S4	0.8700	0.8788	0.9108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9247	0.9123	0.0124	1.4%	0.0064	0.7%	49%	False	False	68,141
10	0.9247	0.9088	0.0159	1.7%	0.0053	0.6%	60%	False	False	55,185
20	0.9247	0.9088	0.0159	1.7%	0.0047	0.5%	60%	False	False	50,919
40	0.9392	0.9088	0.0304	3.3%	0.0046	0.5%	32%	False	False	50,202
60	0.9399	0.9088	0.0311	3.4%	0.0044	0.5%	31%	False	False	48,685
80	0.9399	0.9088	0.0311	3.4%	0.0042	0.5%	31%	False	False	37,127
100	0.9399	0.9018	0.0381	4.1%	0.0041	0.4%	44%	False	False	29,781
120	0.9399	0.8815	0.0584	6.4%	0.0043	0.5%	63%	False	False	24,866

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9455
2.618	0.9356
1.618	0.9295
1.000	0.9257
0.618	0.9234
HIGH	0.9196
0.618	0.9173
0.500	0.9166
0.382	0.9158
LOW	0.9135
0.618	0.9097
1.000	0.9074
1.618	0.9036
2.618	0.8975
4.250	0.8876

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	0.9178	0.9191
PP	0.9172	0.9189
S1	0.9166	0.9186

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

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