CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 25-Jun-2014

Day Change Summary
	Previous	Current
	24-Jun-2014	25-Jun-2014	Change	Change %	Previous Week
Open	0.9277	0.9278	0.0001	0.0%	0.9170
High	0.9289	0.9292	0.0003	0.0%	0.9262
Low	0.9265	0.9278	0.0013	0.1%	0.9110
Close	0.9270	0.9284	0.0014	0.2%	0.9260
Range	0.0024	0.0014	-0.0010	-41.7%	0.0152
ATR	0.0034	0.0033	-0.0001	-2.5%	0.0000
Volume	219	215	-4	-1.8%	1,627

Daily Pivots for day following 25-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9327	0.9319	0.9292
R3	0.9313	0.9305	0.9288
R2	0.9299	0.9299	0.9287
R1	0.9291	0.9291	0.9285	0.9295
PP	0.9285	0.9285	0.9285	0.9287
S1	0.9277	0.9277	0.9283	0.9281
S2	0.9271	0.9271	0.9281
S3	0.9257	0.9263	0.9280
S4	0.9243	0.9249	0.9276

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9667	0.9615	0.9344
R3	0.9515	0.9463	0.9302
R2	0.9363	0.9363	0.9288
R1	0.9311	0.9311	0.9274	0.9337
PP	0.9211	0.9211	0.9211	0.9224
S1	0.9159	0.9159	0.9246	0.9185
S2	0.9059	0.9059	0.9232
S3	0.8907	0.9007	0.9218
S4	0.8755	0.8855	0.9176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9292	0.9188	0.0104	1.1%	0.0031	0.3%	92%	True	False	362
10	0.9292	0.9110	0.0182	2.0%	0.0030	0.3%	96%	True	False	299
20	0.9292	0.9085	0.0207	2.2%	0.0028	0.3%	96%	True	False	223
40	0.9292	0.9051	0.0241	2.6%	0.0026	0.3%	97%	True	False	151
60	0.9292	0.8998	0.0294	3.2%	0.0024	0.3%	97%	True	False	116
80	0.9292	0.8831	0.0461	5.0%	0.0029	0.3%	98%	True	False	101
100	0.9292	0.8831	0.0461	5.0%	0.0031	0.3%	98%	True	False	91

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0006
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9352
2.618	0.9329
1.618	0.9315
1.000	0.9306
0.618	0.9301
HIGH	0.9292
0.618	0.9287
0.500	0.9285
0.382	0.9283
LOW	0.9278
0.618	0.9269
1.000	0.9264
1.618	0.9255
2.618	0.9241
4.250	0.9219

Fisher Pivots for day following 25-Jun-2014
Pivot	1 day	3 day
R1	0.9285	0.9281
PP	0.9285	0.9278
S1	0.9284	0.9276

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

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