CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 06-Aug-2014

Day Change Summary
	Previous	Current
	05-Aug-2014	06-Aug-2014	Change	Change %	Previous Week
Open	0.9136	0.9092	-0.0044	-0.5%	0.9219
High	0.9136	0.9134	-0.0002	0.0%	0.9250
Low	0.9082	0.9075	-0.0007	-0.1%	0.9110
Close	0.9089	0.9129	0.0040	0.4%	0.9129
Range	0.0054	0.0059	0.0005	9.3%	0.0140
ATR	0.0038	0.0040	0.0001	3.8%	0.0000
Volume	132	394	262	198.5%	2,076

Daily Pivots for day following 06-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9290	0.9268	0.9161
R3	0.9231	0.9209	0.9145
R2	0.9172	0.9172	0.9140
R1	0.9150	0.9150	0.9134	0.9161
PP	0.9113	0.9113	0.9113	0.9118
S1	0.9091	0.9091	0.9124	0.9102
S2	0.9054	0.9054	0.9118
S3	0.8995	0.9032	0.9113
S4	0.8936	0.8973	0.9097

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	0.9160	0.9075	0.0085	0.9%	0.0042	0.5%	64%	False	True	250
10	0.9287	0.9075	0.0212	2.3%	0.0044	0.5%	25%	False	True	292
20	0.9370	0.9075	0.0295	3.2%	0.0040	0.4%	18%	False	True	316
40	0.9377	0.9075	0.0302	3.3%	0.0036	0.4%	18%	False	True	289
60	0.9377	0.9075	0.0302	3.3%	0.0031	0.3%	18%	False	True	231
80	0.9377	0.8999	0.0378	4.1%	0.0029	0.3%	34%	False	False	186
100	0.9377	0.8831	0.0546	6.0%	0.0031	0.3%	55%	False	False	159
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	55%	False	False	142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9385
2.618	0.9288
1.618	0.9229
1.000	0.9193
0.618	0.9170
HIGH	0.9134
0.618	0.9111
0.500	0.9105
0.382	0.9098
LOW	0.9075
0.618	0.9039
1.000	0.9016
1.618	0.8980
2.618	0.8921
4.250	0.8824

Fisher Pivots for day following 06-Aug-2014
Pivot	1 day	3 day
R1	0.9121	0.9121
PP	0.9113	0.9114
S1	0.9105	0.9106

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

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