CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 29-Jul-2014

Day Change Summary
	Previous	Current
	28-Jul-2014	29-Jul-2014	Change	Change %	Previous Week
Open	0.9219	0.9225	0.0006	0.1%	0.9267
High	0.9250	0.9225	-0.0025	-0.3%	0.9300
Low	0.9215	0.9174	-0.0041	-0.4%	0.9210
Close	0.9225	0.9182	-0.0043	-0.5%	0.9215
Range	0.0035	0.0051	0.0016	45.7%	0.0090
ATR	0.0036	0.0037	0.0001	2.9%	0.0000
Volume	541	247	-294	-54.3%	637

Daily Pivots for day following 29-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9347	0.9315	0.9210
R3	0.9296	0.9264	0.9196
R2	0.9245	0.9245	0.9191
R1	0.9213	0.9213	0.9187	0.9204
PP	0.9194	0.9194	0.9194	0.9189
S1	0.9162	0.9162	0.9177	0.9153
S2	0.9143	0.9143	0.9173
S3	0.9092	0.9111	0.9168
S4	0.9041	0.9060	0.9154

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	0.9174	0.0126	1.4%	0.0040	0.4%	6%	False	True	233
10	0.9304	0.9174	0.0130	1.4%	0.0035	0.4%	6%	False	True	338
20	0.9377	0.9174	0.0203	2.2%	0.0037	0.4%	4%	False	True	283
40	0.9377	0.9085	0.0292	3.2%	0.0032	0.4%	33%	False	False	259
60	0.9377	0.9076	0.0301	3.3%	0.0031	0.3%	35%	False	False	203
80	0.9377	0.8999	0.0378	4.1%	0.0028	0.3%	48%	False	False	163
100	0.9377	0.8831	0.0546	5.9%	0.0030	0.3%	64%	False	False	143
120	0.9377	0.8831	0.0546	5.9%	0.0032	0.3%	64%	False	False	128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9442
2.618	0.9359
1.618	0.9308
1.000	0.9276
0.618	0.9257
HIGH	0.9225
0.618	0.9206
0.500	0.9200
0.382	0.9193
LOW	0.9174
0.618	0.9142
1.000	0.9123
1.618	0.9091
2.618	0.9040
4.250	0.8957

Fisher Pivots for day following 29-Jul-2014
Pivot	1 day	3 day
R1	0.9200	0.9229
PP	0.9194	0.9213
S1	0.9188	0.9198

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

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