CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	0.9184	0.9142	-0.0042	-0.5%	0.9267
High	0.9185	0.9160	-0.0025	-0.3%	0.9300
Low	0.9129	0.9120	-0.0009	-0.1%	0.9210
Close	0.9143	0.9144	0.0001	0.0%	0.9215
Range	0.0056	0.0040	-0.0016	-28.6%	0.0090
ATR	0.0039	0.0039	0.0000	0.3%	0.0000
Volume	732	381	-351	-48.0%	637

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9261	0.9243	0.9166
R3	0.9221	0.9203	0.9155
R2	0.9181	0.9181	0.9151
R1	0.9163	0.9163	0.9148	0.9172
PP	0.9141	0.9141	0.9141	0.9146
S1	0.9123	0.9123	0.9140	0.9132
S2	0.9101	0.9101	0.9137
S3	0.9061	0.9083	0.9133
S4	0.9021	0.9043	0.9122

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	0.9283	0.9120	0.0163	1.8%	0.0051	0.6%	15%	False	True	393
10	0.9304	0.9120	0.0184	2.0%	0.0036	0.4%	13%	False	True	394
20	0.9377	0.9120	0.0257	2.8%	0.0039	0.4%	9%	False	True	320
40	0.9377	0.9085	0.0292	3.2%	0.0034	0.4%	20%	False	False	282
60	0.9377	0.9085	0.0292	3.2%	0.0031	0.3%	20%	False	False	221
80	0.9377	0.8999	0.0378	4.1%	0.0029	0.3%	38%	False	False	176
100	0.9377	0.8831	0.0546	6.0%	0.0030	0.3%	57%	False	False	152
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.3%	57%	False	False	136

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9330
2.618	0.9265
1.618	0.9225
1.000	0.9200
0.618	0.9185
HIGH	0.9160
0.618	0.9145
0.500	0.9140
0.382	0.9135
LOW	0.9120
0.618	0.9095
1.000	0.9080
1.618	0.9055
2.618	0.9015
4.250	0.8950

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	0.9143	0.9173
PP	0.9141	0.9163
S1	0.9140	0.9154

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

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