CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	0.9192	0.9186	-0.0006	-0.1%	0.9193
High	0.9205	0.9187	-0.0018	-0.2%	0.9238
Low	0.9170	0.9103	-0.0067	-0.7%	0.9135
Close	0.9186	0.9119	-0.0067	-0.7%	0.9186
Range	0.0035	0.0084	0.0049	140.0%	0.0103
ATR	0.0049	0.0052	0.0002	5.0%	0.0000
Volume	48,702	66,790	18,088	37.1%	245,250

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9388	0.9338	0.9165
R3	0.9304	0.9254	0.9142
R2	0.9220	0.9220	0.9134
R1	0.9170	0.9170	0.9127	0.9153
PP	0.9136	0.9136	0.9136	0.9128
S1	0.9086	0.9086	0.9111	0.9069
S2	0.9052	0.9052	0.9104
S3	0.8968	0.9002	0.9096
S4	0.8884	0.8918	0.9073

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	0.9238	0.9103	0.0135	1.5%	0.0064	0.7%	12%	False	True	62,408
10	0.9247	0.9088	0.0159	1.7%	0.0060	0.7%	19%	False	False	59,345
20	0.9247	0.9088	0.0159	1.7%	0.0049	0.5%	19%	False	False	51,174
40	0.9326	0.9088	0.0238	2.6%	0.0047	0.5%	13%	False	False	50,700
60	0.9399	0.9088	0.0311	3.4%	0.0046	0.5%	10%	False	False	49,869
80	0.9399	0.9088	0.0311	3.4%	0.0043	0.5%	10%	False	False	39,347
100	0.9399	0.9018	0.0381	4.2%	0.0042	0.5%	27%	False	False	31,573
120	0.9399	0.8815	0.0584	6.4%	0.0043	0.5%	52%	False	False	26,358

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9544
2.618	0.9407
1.618	0.9323
1.000	0.9271
0.618	0.9239
HIGH	0.9187
0.618	0.9155
0.500	0.9145
0.382	0.9135
LOW	0.9103
0.618	0.9051
1.000	0.9019
1.618	0.8967
2.618	0.8883
4.250	0.8746

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	0.9145	0.9171
PP	0.9136	0.9153
S1	0.9128	0.9136

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

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