CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	0.9342	0.9335	-0.0007	-0.1%	0.9259
High	0.9350	0.9368	0.0018	0.2%	0.9342
Low	0.9312	0.9335	0.0023	0.2%	0.9259
Close	0.9338	0.9364	0.0026	0.3%	0.9342
Range	0.0038	0.0033	-0.0005	-13.2%	0.0083
ATR	0.0033	0.0033	0.0000	-0.1%	0.0000
Volume	277	326	49	17.7%	1,358

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9455	0.9442	0.9382
R3	0.9422	0.9409	0.9373
R2	0.9389	0.9389	0.9370
R1	0.9376	0.9376	0.9367	0.9383
PP	0.9356	0.9356	0.9356	0.9359
S1	0.9343	0.9343	0.9361	0.9350
S2	0.9323	0.9323	0.9358
S3	0.9290	0.9310	0.9355
S4	0.9257	0.9277	0.9346

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9563	0.9536	0.9388
R3	0.9480	0.9453	0.9365
R2	0.9397	0.9397	0.9357
R1	0.9370	0.9370	0.9350	0.9384
PP	0.9314	0.9314	0.9314	0.9321
S1	0.9287	0.9287	0.9334	0.9301
S2	0.9231	0.9231	0.9327
S3	0.9148	0.9204	0.9319
S4	0.9065	0.9121	0.9296

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9368	0.9278	0.0090	1.0%	0.0030	0.3%	96%	True	False	242
10	0.9368	0.9110	0.0258	2.8%	0.0036	0.4%	98%	True	False	289
20	0.9368	0.9085	0.0283	3.0%	0.0029	0.3%	99%	True	False	245
40	0.9368	0.9085	0.0283	3.0%	0.0028	0.3%	99%	True	False	171
60	0.9368	0.8999	0.0369	3.9%	0.0025	0.3%	99%	True	False	128
80	0.9368	0.8831	0.0537	5.7%	0.0028	0.3%	99%	True	False	111
100	0.9368	0.8831	0.0537	5.7%	0.0031	0.3%	99%	True	False	99

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9508
2.618	0.9454
1.618	0.9421
1.000	0.9401
0.618	0.9388
HIGH	0.9368
0.618	0.9355
0.500	0.9352
0.382	0.9348
LOW	0.9335
0.618	0.9315
1.000	0.9302
1.618	0.9282
2.618	0.9249
4.250	0.9195

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	0.9360	0.9356
PP	0.9356	0.9348
S1	0.9352	0.9340

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

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