CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	0.9182	0.9192	0.0010	0.1%	0.9193
High	0.9238	0.9205	-0.0033	-0.4%	0.9238
Low	0.9163	0.9170	0.0007	0.1%	0.9135
Close	0.9189	0.9186	-0.0003	0.0%	0.9186
Range	0.0075	0.0035	-0.0040	-53.3%	0.0103
ATR	0.0050	0.0049	-0.0001	-2.2%	0.0000
Volume	64,108	48,702	-15,406	-24.0%	245,250

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9292	0.9274	0.9205
R3	0.9257	0.9239	0.9196
R2	0.9222	0.9222	0.9192
R1	0.9204	0.9204	0.9189	0.9196
PP	0.9187	0.9187	0.9187	0.9183
S1	0.9169	0.9169	0.9183	0.9161
S2	0.9152	0.9152	0.9180
S3	0.9117	0.9134	0.9176
S4	0.9082	0.9099	0.9167

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9495	0.9444	0.9243
R3	0.9392	0.9341	0.9214
R2	0.9289	0.9289	0.9205
R1	0.9238	0.9238	0.9195	0.9212
PP	0.9186	0.9186	0.9186	0.9174
S1	0.9135	0.9135	0.9177	0.9109
S2	0.9083	0.9083	0.9167
S3	0.8980	0.9032	0.9158
S4	0.8877	0.8929	0.9129

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%	0.0059	0.6%	46%	False	False	59,719
10	0.9247	0.9088	0.0159	1.7%	0.0056	0.6%	62%	False	False	57,904
20	0.9247	0.9088	0.0159	1.7%	0.0048	0.5%	62%	False	False	51,014
40	0.9392	0.9088	0.0304	3.3%	0.0047	0.5%	32%	False	False	50,930
60	0.9399	0.9088	0.0311	3.4%	0.0045	0.5%	32%	False	False	49,583
80	0.9399	0.9088	0.0311	3.4%	0.0042	0.5%	32%	False	False	38,520
100	0.9399	0.9018	0.0381	4.1%	0.0041	0.4%	44%	False	False	30,906
120	0.9399	0.8815	0.0584	6.4%	0.0043	0.5%	64%	False	False	25,802

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

Fibonacci Retracements and Extensions
4.250	0.9354
2.618	0.9297
1.618	0.9262
1.000	0.9240
0.618	0.9227
HIGH	0.9205
0.618	0.9192
0.500	0.9188
0.382	0.9183
LOW	0.9170
0.618	0.9148
1.000	0.9135
1.618	0.9113
2.618	0.9078
4.250	0.9021

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	0.9188	0.9187
PP	0.9187	0.9186
S1	0.9187	0.9186

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

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