CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	0.9256	0.9274	0.0018	0.2%	0.9366
High	0.9290	0.9287	-0.0003	0.0%	0.9370
Low	0.9235	0.9259	0.0024	0.3%	0.9279
Close	0.9272	0.9271	-0.0001	0.0%	0.9280
Range	0.0055	0.0028	-0.0027	-49.1%	0.0091
ATR	0.0039	0.0038	-0.0001	-2.0%	0.0000
Volume	138	415	277	200.7%	977

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9356	0.9342	0.9286
R3	0.9328	0.9314	0.9279
R2	0.9300	0.9300	0.9276
R1	0.9286	0.9286	0.9274	0.9279
PP	0.9272	0.9272	0.9272	0.9269
S1	0.9258	0.9258	0.9268	0.9251
S2	0.9244	0.9244	0.9266
S3	0.9216	0.9230	0.9263
S4	0.9188	0.9202	0.9256

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9583	0.9522	0.9330
R3	0.9492	0.9431	0.9305
R2	0.9401	0.9401	0.9297
R1	0.9340	0.9340	0.9288	0.9325
PP	0.9310	0.9310	0.9310	0.9302
S1	0.9249	0.9249	0.9272	0.9234
S2	0.9219	0.9219	0.9263
S3	0.9128	0.9158	0.9255
S4	0.9037	0.9067	0.9230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9370	0.9235	0.0135	1.5%	0.0049	0.5%	27%	False	False	276
10	0.9377	0.9235	0.0142	1.5%	0.0041	0.4%	25%	False	False	245
20	0.9377	0.9188	0.0189	2.0%	0.0036	0.4%	44%	False	False	266
40	0.9377	0.9085	0.0292	3.1%	0.0032	0.3%	64%	False	False	214
60	0.9377	0.8999	0.0378	4.1%	0.0028	0.3%	72%	False	False	164
80	0.9377	0.8881	0.0496	5.4%	0.0028	0.3%	79%	False	False	133
100	0.9377	0.8831	0.0546	5.9%	0.0030	0.3%	81%	False	False	119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9406
2.618	0.9360
1.618	0.9332
1.000	0.9315
0.618	0.9304
HIGH	0.9287
0.618	0.9276
0.500	0.9273
0.382	0.9270
LOW	0.9259
0.618	0.9242
1.000	0.9231
1.618	0.9214
2.618	0.9186
4.250	0.9140

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	0.9273	0.9268
PP	0.9272	0.9265
S1	0.9272	0.9263

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

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