CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	0.9123	0.9136	0.0013	0.1%	0.9219
High	0.9137	0.9136	-0.0001	0.0%	0.9250
Low	0.9122	0.9082	-0.0040	-0.4%	0.9110
Close	0.9137	0.9089	-0.0048	-0.5%	0.9129
Range	0.0015	0.0054	0.0039	260.0%	0.0140
ATR	0.0037	0.0038	0.0001	3.4%	0.0000
Volume	171	132	-39	-22.8%	2,076

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9264	0.9231	0.9119
R3	0.9210	0.9177	0.9104
R2	0.9156	0.9156	0.9099
R1	0.9123	0.9123	0.9094	0.9113
PP	0.9102	0.9102	0.9102	0.9097
S1	0.9069	0.9069	0.9084	0.9059
S2	0.9048	0.9048	0.9079
S3	0.8994	0.9015	0.9074
S4	0.8940	0.8961	0.9059

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	0.9185	0.9082	0.0103	1.1%	0.0041	0.5%	7%	False	True	318
10	0.9300	0.9082	0.0218	2.4%	0.0041	0.4%	3%	False	True	276
20	0.9370	0.9082	0.0288	3.2%	0.0038	0.4%	2%	False	True	305
40	0.9377	0.9082	0.0295	3.2%	0.0035	0.4%	2%	False	True	288
60	0.9377	0.9082	0.0295	3.2%	0.0031	0.3%	2%	False	True	226
80	0.9377	0.8999	0.0378	4.2%	0.0029	0.3%	24%	False	False	181
100	0.9377	0.8831	0.0546	6.0%	0.0030	0.3%	47%	False	False	156
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	47%	False	False	139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9366
2.618	0.9277
1.618	0.9223
1.000	0.9190
0.618	0.9169
HIGH	0.9136
0.618	0.9115
0.500	0.9109
0.382	0.9103
LOW	0.9082
0.618	0.9049
1.000	0.9028
1.618	0.8995
2.618	0.8941
4.250	0.8853

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	0.9109	0.9117
PP	0.9102	0.9108
S1	0.9096	0.9098

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

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