CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	0.9283	0.9219	-0.0064	-0.7%	0.9267
High	0.9283	0.9250	-0.0033	-0.4%	0.9300
Low	0.9210	0.9215	0.0005	0.1%	0.9210
Close	0.9215	0.9225	0.0010	0.1%	0.9215
Range	0.0073	0.0035	-0.0038	-52.1%	0.0090
ATR	0.0036	0.0036	0.0000	-0.3%	0.0000
Volume	67	541	474	707.5%	637

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9335	0.9315	0.9244
R3	0.9300	0.9280	0.9235
R2	0.9265	0.9265	0.9231
R1	0.9245	0.9245	0.9228	0.9255
PP	0.9230	0.9230	0.9230	0.9235
S1	0.9210	0.9210	0.9222	0.9220
S2	0.9195	0.9195	0.9219
S3	0.9160	0.9175	0.9215
S4	0.9125	0.9140	0.9206

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%	0.0034	0.4%	17%	False	False	199
10	0.9304	0.9210	0.0094	1.0%	0.0034	0.4%	16%	False	False	322
20	0.9377	0.9210	0.0167	1.8%	0.0036	0.4%	9%	False	False	284
40	0.9377	0.9085	0.0292	3.2%	0.0032	0.3%	48%	False	False	253
60	0.9377	0.9051	0.0326	3.5%	0.0030	0.3%	53%	False	False	201
80	0.9377	0.8999	0.0378	4.1%	0.0028	0.3%	60%	False	False	162
100	0.9377	0.8831	0.0546	5.9%	0.0031	0.3%	72%	False	False	141
120	0.9377	0.8831	0.0546	5.9%	0.0032	0.3%	72%	False	False	126

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9399
2.618	0.9342
1.618	0.9307
1.000	0.9285
0.618	0.9272
HIGH	0.9250
0.618	0.9237
0.500	0.9233
0.382	0.9228
LOW	0.9215
0.618	0.9193
1.000	0.9180
1.618	0.9158
2.618	0.9123
4.250	0.9066

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	0.9233	0.9249
PP	0.9230	0.9241
S1	0.9228	0.9233

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

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