CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 01-Aug-2014

Day Change Summary
	Previous	Current
	31-Jul-2014	01-Aug-2014	Change	Change %	Previous Week
Open	0.9142	0.9127	-0.0015	-0.2%	0.9219
High	0.9160	0.9152	-0.0008	-0.1%	0.9250
Low	0.9120	0.9110	-0.0010	-0.1%	0.9110
Close	0.9144	0.9129	-0.0015	-0.2%	0.9129
Range	0.0040	0.0042	0.0002	5.0%	0.0140
ATR	0.0039	0.0039	0.0000	0.6%	0.0000
Volume	381	175	-206	-54.1%	2,076

Daily Pivots for day following 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9256	0.9235	0.9152
R3	0.9214	0.9193	0.9141
R2	0.9172	0.9172	0.9137
R1	0.9151	0.9151	0.9133	0.9162
PP	0.9130	0.9130	0.9130	0.9136
S1	0.9109	0.9109	0.9125	0.9120
S2	0.9088	0.9088	0.9121
S3	0.9046	0.9067	0.9117
S4	0.9004	0.9025	0.9106

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9583	0.9496	0.9206
R3	0.9443	0.9356	0.9168
R2	0.9303	0.9303	0.9155
R1	0.9216	0.9216	0.9142	0.9190
PP	0.9163	0.9163	0.9163	0.9150
S1	0.9076	0.9076	0.9116	0.9050
S2	0.9023	0.9023	0.9103
S3	0.8883	0.8936	0.9091
S4	0.8743	0.8796	0.9052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9250	0.9110	0.0140	1.5%	0.0045	0.5%	14%	False	True	415
10	0.9300	0.9110	0.0190	2.1%	0.0038	0.4%	10%	False	True	271
20	0.9370	0.9110	0.0260	2.8%	0.0038	0.4%	7%	False	True	315
40	0.9377	0.9100	0.0277	3.0%	0.0034	0.4%	10%	False	False	283
60	0.9377	0.9085	0.0292	3.2%	0.0032	0.3%	15%	False	False	222
80	0.9377	0.8999	0.0378	4.1%	0.0029	0.3%	34%	False	False	178
100	0.9377	0.8831	0.0546	6.0%	0.0030	0.3%	55%	False	False	154
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	55%	False	False	137

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	0.9331
2.618	0.9262
1.618	0.9220
1.000	0.9194
0.618	0.9178
HIGH	0.9152
0.618	0.9136
0.500	0.9131
0.382	0.9126
LOW	0.9110
0.618	0.9084
1.000	0.9068
1.618	0.9042
2.618	0.9000
4.250	0.8932

Fisher Pivots for day following 01-Aug-2014
Pivot	1 day	3 day
R1	0.9131	0.9148
PP	0.9130	0.9141
S1	0.9130	0.9135

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

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