CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	0.9092	0.9131	0.0039	0.4%	0.9219
High	0.9134	0.9142	0.0008	0.1%	0.9250
Low	0.9075	0.9114	0.0039	0.4%	0.9110
Close	0.9129	0.9124	-0.0005	-0.1%	0.9129
Range	0.0059	0.0028	-0.0031	-52.5%	0.0140
ATR	0.0040	0.0039	-0.0001	-2.1%	0.0000
Volume	394	411	17	4.3%	2,076

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9211	0.9195	0.9139
R3	0.9183	0.9167	0.9132
R2	0.9155	0.9155	0.9129
R1	0.9139	0.9139	0.9127	0.9133
PP	0.9127	0.9127	0.9127	0.9124
S1	0.9111	0.9111	0.9121	0.9105
S2	0.9099	0.9099	0.9119
S3	0.9071	0.9083	0.9116
S4	0.9043	0.9055	0.9109

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	0.9152	0.9075	0.0077	0.8%	0.0040	0.4%	64%	False	False	256
10	0.9283	0.9075	0.0208	2.3%	0.0045	0.5%	24%	False	False	325
20	0.9370	0.9075	0.0295	3.2%	0.0040	0.4%	17%	False	False	330
40	0.9377	0.9075	0.0302	3.3%	0.0036	0.4%	16%	False	False	293
60	0.9377	0.9075	0.0302	3.3%	0.0032	0.3%	16%	False	False	235
80	0.9377	0.8999	0.0378	4.1%	0.0029	0.3%	33%	False	False	191
100	0.9377	0.8831	0.0546	6.0%	0.0031	0.3%	54%	False	False	163
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	54%	False	False	145

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9261
2.618	0.9215
1.618	0.9187
1.000	0.9170
0.618	0.9159
HIGH	0.9142
0.618	0.9131
0.500	0.9128
0.382	0.9125
LOW	0.9114
0.618	0.9097
1.000	0.9086
1.618	0.9069
2.618	0.9041
4.250	0.8995

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	0.9128	0.9119
PP	0.9127	0.9114
S1	0.9125	0.9109

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

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