CME Canadian Dollar Future December 2014

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

Day Change Summary
	Previous	Current
	24-Jul-2014	25-Jul-2014	Change	Change %	Previous Week
Open	0.9282	0.9283	0.0001	0.0%	0.9267
High	0.9287	0.9283	-0.0004	0.0%	0.9300
Low	0.9269	0.9210	-0.0059	-0.6%	0.9210
Close	0.9272	0.9215	-0.0057	-0.6%	0.9215
Range	0.0018	0.0073	0.0055	305.6%	0.0090
ATR	0.0033	0.0036	0.0003	8.4%	0.0000
Volume	87	67	-20	-23.0%	637

Daily Pivots for day following 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9455	0.9408	0.9255
R3	0.9382	0.9335	0.9235
R2	0.9309	0.9309	0.9228
R1	0.9262	0.9262	0.9222	0.9249
PP	0.9236	0.9236	0.9236	0.9230
S1	0.9189	0.9189	0.9208	0.9176
S2	0.9163	0.9163	0.9202
S3	0.9090	0.9116	0.9195
S4	0.9017	0.9043	0.9175

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9512	0.9453	0.9265
R3	0.9422	0.9363	0.9240
R2	0.9332	0.9332	0.9232
R1	0.9273	0.9273	0.9223	0.9258
PP	0.9242	0.9242	0.9242	0.9234
S1	0.9183	0.9183	0.9207	0.9168
S2	0.9152	0.9152	0.9199
S3	0.9062	0.9093	0.9190
S4	0.8972	0.9003	0.9166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9300	0.9210	0.0090	1.0%	0.0031	0.3%	6%	False	True	127
10	0.9304	0.9210	0.0094	1.0%	0.0034	0.4%	5%	False	True	325
20	0.9377	0.9210	0.0167	1.8%	0.0036	0.4%	3%	False	True	271
40	0.9377	0.9085	0.0292	3.2%	0.0032	0.3%	45%	False	False	247
60	0.9377	0.9051	0.0326	3.5%	0.0030	0.3%	50%	False	False	192
80	0.9377	0.8999	0.0378	4.1%	0.0027	0.3%	57%	False	False	155
100	0.9377	0.8831	0.0546	5.9%	0.0031	0.3%	70%	False	False	136
120	0.9377	0.8831	0.0546	5.9%	0.0032	0.3%	70%	False	False	122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9593
2.618	0.9474
1.618	0.9401
1.000	0.9356
0.618	0.9328
HIGH	0.9283
0.618	0.9255
0.500	0.9247
0.382	0.9238
LOW	0.9210
0.618	0.9165
1.000	0.9137
1.618	0.9092
2.618	0.9019
4.250	0.8900

Fisher Pivots for day following 25-Jul-2014
Pivot	1 day	3 day
R1	0.9247	0.9255
PP	0.9236	0.9242
S1	0.9226	0.9228

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

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