CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	0.9225	0.9184	-0.0041	-0.4%	0.9267
High	0.9225	0.9185	-0.0040	-0.4%	0.9300
Low	0.9174	0.9129	-0.0045	-0.5%	0.9210
Close	0.9182	0.9143	-0.0039	-0.4%	0.9215
Range	0.0051	0.0056	0.0005	9.8%	0.0090
ATR	0.0037	0.0039	0.0001	3.6%	0.0000
Volume	247	732	485	196.4%	637

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9320	0.9288	0.9174
R3	0.9264	0.9232	0.9158
R2	0.9208	0.9208	0.9153
R1	0.9176	0.9176	0.9148	0.9164
PP	0.9152	0.9152	0.9152	0.9147
S1	0.9120	0.9120	0.9138	0.9108
S2	0.9096	0.9096	0.9133
S3	0.9040	0.9064	0.9128
S4	0.8984	0.9008	0.9112

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	0.9287	0.9129	0.0158	1.7%	0.0047	0.5%	9%	False	True	334
10	0.9304	0.9129	0.0175	1.9%	0.0035	0.4%	8%	False	True	397
20	0.9377	0.9129	0.0248	2.7%	0.0038	0.4%	6%	False	True	303
40	0.9377	0.9085	0.0292	3.2%	0.0034	0.4%	20%	False	False	274
60	0.9377	0.9085	0.0292	3.2%	0.0031	0.3%	20%	False	False	215
80	0.9377	0.8999	0.0378	4.1%	0.0028	0.3%	38%	False	False	172
100	0.9377	0.8831	0.0546	6.0%	0.0030	0.3%	57%	False	False	149
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.3%	57%	False	False	133

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	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9423
2.618	0.9332
1.618	0.9276
1.000	0.9241
0.618	0.9220
HIGH	0.9185
0.618	0.9164
0.500	0.9157
0.382	0.9150
LOW	0.9129
0.618	0.9094
1.000	0.9073
1.618	0.9038
2.618	0.8982
4.250	0.8891

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	0.9157	0.9190
PP	0.9152	0.9174
S1	0.9148	0.9159

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

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