CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	0.9147	0.9182	0.0035	0.4%	0.9119
High	0.9196	0.9238	0.0042	0.5%	0.9247
Low	0.9135	0.9163	0.0028	0.3%	0.9088
Close	0.9184	0.9189	0.0005	0.1%	0.9195
Range	0.0061	0.0075	0.0014	23.0%	0.0159
ATR	0.0048	0.0050	0.0002	3.9%	0.0000
Volume	61,207	64,108	2,901	4.7%	281,414

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9422	0.9380	0.9230
R3	0.9347	0.9305	0.9210
R2	0.9272	0.9272	0.9203
R1	0.9230	0.9230	0.9196	0.9251
PP	0.9197	0.9197	0.9197	0.9207
S1	0.9155	0.9155	0.9182	0.9176
S2	0.9122	0.9122	0.9175
S3	0.9047	0.9080	0.9168
S4	0.8972	0.9005	0.9148

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	0.9135	0.0112	1.2%	0.0057	0.6%	48%	False	False	61,329
10	0.9247	0.9088	0.0159	1.7%	0.0056	0.6%	64%	False	False	56,525
20	0.9247	0.9088	0.0159	1.7%	0.0048	0.5%	64%	False	False	51,069
40	0.9392	0.9088	0.0304	3.3%	0.0047	0.5%	33%	False	False	50,741
60	0.9399	0.9088	0.0311	3.4%	0.0045	0.5%	32%	False	False	49,349
80	0.9399	0.9088	0.0311	3.4%	0.0042	0.5%	32%	False	False	37,914
100	0.9399	0.9018	0.0381	4.1%	0.0041	0.4%	45%	False	False	30,421
120	0.9399	0.8815	0.0584	6.4%	0.0043	0.5%	64%	False	False	25,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9557
2.618	0.9434
1.618	0.9359
1.000	0.9313
0.618	0.9284
HIGH	0.9238
0.618	0.9209
0.500	0.9201
0.382	0.9192
LOW	0.9163
0.618	0.9117
1.000	0.9088
1.618	0.9042
2.618	0.8967
4.250	0.8844

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	0.9201	0.9188
PP	0.9197	0.9187
S1	0.9193	0.9187

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

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