CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	0.9136	0.9060	-0.0076	-0.8%	0.9186
High	0.9140	0.9065	-0.0075	-0.8%	0.9187
Low	0.9041	0.9010	-0.0031	-0.3%	0.9010
Close	0.9044	0.9014	-0.0030	-0.3%	0.9014
Range	0.0099	0.0055	-0.0044	-44.4%	0.0177
ATR	0.0057	0.0056	0.0000	-0.2%	0.0000
Volume	83,785	21,795	-61,990	-74.0%	336,788

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9195	0.9159	0.9044
R3	0.9140	0.9104	0.9029
R2	0.9085	0.9085	0.9024
R1	0.9049	0.9049	0.9019	0.9040
PP	0.9030	0.9030	0.9030	0.9025
S1	0.8994	0.8994	0.9009	0.8985
S2	0.8975	0.8975	0.9004
S3	0.8920	0.8939	0.8999
S4	0.8865	0.8884	0.8984

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9485	0.9111
R3	0.9424	0.9308	0.9063
R2	0.9247	0.9247	0.9046
R1	0.9131	0.9131	0.9030	0.9101
PP	0.9070	0.9070	0.9070	0.9055
S1	0.8954	0.8954	0.8998	0.8924
S2	0.8893	0.8893	0.8982
S3	0.8716	0.8777	0.8965
S4	0.8539	0.8600	0.8917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9187	0.9010	0.0177	2.0%	0.0072	0.8%	2%	False	True	67,357
10	0.9247	0.9010	0.0237	2.6%	0.0066	0.7%	2%	False	True	63,538
20	0.9247	0.9010	0.0237	2.6%	0.0056	0.6%	2%	False	True	56,380
40	0.9326	0.9010	0.0316	3.5%	0.0049	0.5%	1%	False	True	52,137
60	0.9399	0.9010	0.0389	4.3%	0.0047	0.5%	1%	False	True	51,578
80	0.9399	0.9010	0.0389	4.3%	0.0045	0.5%	1%	False	True	42,707
100	0.9399	0.9010	0.0389	4.3%	0.0043	0.5%	1%	False	True	34,265
120	0.9399	0.8888	0.0511	5.7%	0.0043	0.5%	25%	False	False	28,599

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9299
2.618	0.9209
1.618	0.9154
1.000	0.9120
0.618	0.9099
HIGH	0.9065
0.618	0.9044
0.500	0.9038
0.382	0.9031
LOW	0.9010
0.618	0.8976
1.000	0.8955
1.618	0.8921
2.618	0.8866
4.250	0.8776

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	0.9038	0.9078
PP	0.9030	0.9056
S1	0.9022	0.9035

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

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