CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	0.9277	0.9267	-0.0010	-0.1%	0.9279
High	0.9304	0.9285	-0.0019	-0.2%	0.9304
Low	0.9277	0.9267	-0.0010	-0.1%	0.9235
Close	0.9284	0.9281	-0.0003	0.0%	0.9284
Range	0.0027	0.0018	-0.0009	-33.3%	0.0069
ATR	0.0038	0.0037	-0.0001	-3.8%	0.0000
Volume	1,406	180	-1,226	-87.2%	2,620

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9332	0.9324	0.9291
R3	0.9314	0.9306	0.9286
R2	0.9296	0.9296	0.9284
R1	0.9288	0.9288	0.9283	0.9292
PP	0.9278	0.9278	0.9278	0.9280
S1	0.9270	0.9270	0.9279	0.9274
S2	0.9260	0.9260	0.9278
S3	0.9242	0.9252	0.9276
S4	0.9224	0.9234	0.9271

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9481	0.9452	0.9322
R3	0.9412	0.9383	0.9303
R2	0.9343	0.9343	0.9297
R1	0.9314	0.9314	0.9290	0.9329
PP	0.9274	0.9274	0.9274	0.9282
S1	0.9245	0.9245	0.9278	0.9260
S2	0.9205	0.9205	0.9271
S3	0.9136	0.9176	0.9265
S4	0.9067	0.9107	0.9246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9304	0.9235	0.0069	0.7%	0.0033	0.4%	67%	False	False	445
10	0.9370	0.9235	0.0135	1.5%	0.0036	0.4%	34%	False	False	342
20	0.9377	0.9235	0.0142	1.5%	0.0034	0.4%	32%	False	False	302
40	0.9377	0.9085	0.0292	3.1%	0.0032	0.3%	67%	False	False	250
60	0.9377	0.9006	0.0371	4.0%	0.0028	0.3%	74%	False	False	189
80	0.9377	0.8964	0.0413	4.4%	0.0028	0.3%	77%	False	False	152
100	0.9377	0.8831	0.0546	5.9%	0.0030	0.3%	82%	False	False	134
120	0.9377	0.8831	0.0546	5.9%	0.0032	0.3%	82%	False	False	120

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 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9362
2.618	0.9332
1.618	0.9314
1.000	0.9303
0.618	0.9296
HIGH	0.9285
0.618	0.9278
0.500	0.9276
0.382	0.9274
LOW	0.9267
0.618	0.9256
1.000	0.9249
1.618	0.9238
2.618	0.9220
4.250	0.9191

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	0.9279	0.9282
PP	0.9278	0.9281
S1	0.9276	0.9281

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

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