CME Canadian Dollar Future December 2014

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

Day Change Summary
	Previous	Current
	07-Jul-2014	08-Jul-2014	Change	Change %	Previous Week
Open	0.9366	0.9320	-0.0046	-0.5%	0.9342
High	0.9368	0.9341	-0.0027	-0.3%	0.9377
Low	0.9322	0.9314	-0.0008	-0.1%	0.9312
Close	0.9331	0.9331	0.0000	0.0%	0.9376
Range	0.0046	0.0027	-0.0019	-41.3%	0.0065
ATR	0.0036	0.0035	-0.0001	-1.7%	0.0000
Volume	354	159	-195	-55.1%	924

Daily Pivots for day following 08-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9410	0.9397	0.9346
R3	0.9383	0.9370	0.9338
R2	0.9356	0.9356	0.9336
R1	0.9343	0.9343	0.9333	0.9350
PP	0.9329	0.9329	0.9329	0.9332
S1	0.9316	0.9316	0.9329	0.9323
S2	0.9302	0.9302	0.9326
S3	0.9275	0.9289	0.9324
S4	0.9248	0.9262	0.9316

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9550	0.9528	0.9412
R3	0.9485	0.9463	0.9394
R2	0.9420	0.9420	0.9388
R1	0.9398	0.9398	0.9382	0.9409
PP	0.9355	0.9355	0.9355	0.9361
S1	0.9333	0.9333	0.9370	0.9344
S2	0.9290	0.9290	0.9364
S3	0.9225	0.9268	0.9358
S4	0.9160	0.9203	0.9340

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9377	0.9314	0.0063	0.7%	0.0037	0.4%	27%	False	True	232
10	0.9377	0.9265	0.0112	1.2%	0.0032	0.3%	59%	False	False	226
20	0.9377	0.9110	0.0267	2.9%	0.0032	0.3%	83%	False	False	272
40	0.9377	0.9085	0.0292	3.1%	0.0027	0.3%	84%	False	False	187
60	0.9377	0.8999	0.0378	4.1%	0.0025	0.3%	88%	False	False	140
80	0.9377	0.8831	0.0546	5.9%	0.0028	0.3%	92%	False	False	119
100	0.9377	0.8831	0.0546	5.9%	0.0031	0.3%	92%	False	False	106

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	0.9456
2.618	0.9412
1.618	0.9385
1.000	0.9368
0.618	0.9358
HIGH	0.9341
0.618	0.9331
0.500	0.9328
0.382	0.9324
LOW	0.9314
0.618	0.9297
1.000	0.9287
1.618	0.9270
2.618	0.9243
4.250	0.9199

Fisher Pivots for day following 08-Jul-2014
Pivot	1 day	3 day
R1	0.9330	0.9346
PP	0.9329	0.9341
S1	0.9328	0.9336

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

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