CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 04-Aug-2014

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	0.9127	0.9123	-0.0004	0.0%	0.9219
High	0.9152	0.9137	-0.0015	-0.2%	0.9250
Low	0.9110	0.9122	0.0012	0.1%	0.9110
Close	0.9129	0.9137	0.0008	0.1%	0.9129
Range	0.0042	0.0015	-0.0027	-64.3%	0.0140
ATR	0.0039	0.0037	-0.0002	-4.4%	0.0000
Volume	175	171	-4	-2.3%	2,076

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9177	0.9172	0.9145
R3	0.9162	0.9157	0.9141
R2	0.9147	0.9147	0.9140
R1	0.9142	0.9142	0.9138	0.9145
PP	0.9132	0.9132	0.9132	0.9133
S1	0.9127	0.9127	0.9136	0.9130
S2	0.9117	0.9117	0.9134
S3	0.9102	0.9112	0.9133
S4	0.9087	0.9097	0.9129

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	0.9225	0.9110	0.0115	1.3%	0.0041	0.4%	23%	False	False	341
10	0.9300	0.9110	0.0190	2.1%	0.0038	0.4%	14%	False	False	270
20	0.9370	0.9110	0.0260	2.8%	0.0037	0.4%	10%	False	False	306
40	0.9377	0.9107	0.0270	3.0%	0.0034	0.4%	11%	False	False	286
60	0.9377	0.9085	0.0292	3.2%	0.0031	0.3%	18%	False	False	224
80	0.9377	0.8999	0.0378	4.1%	0.0028	0.3%	37%	False	False	180
100	0.9377	0.8831	0.0546	6.0%	0.0030	0.3%	56%	False	False	155
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.3%	56%	False	False	138

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.9201
2.618	0.9176
1.618	0.9161
1.000	0.9152
0.618	0.9146
HIGH	0.9137
0.618	0.9131
0.500	0.9130
0.382	0.9128
LOW	0.9122
0.618	0.9113
1.000	0.9107
1.618	0.9098
2.618	0.9083
4.250	0.9058

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	0.9135	0.9136
PP	0.9132	0.9136
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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