CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 08-Aug-2014

Day Change Summary
	Previous	Current
	07-Aug-2014	08-Aug-2014	Change	Change %	Previous Week
Open	0.9131	0.9112	-0.0019	-0.2%	0.9123
High	0.9142	0.9145	0.0003	0.0%	0.9145
Low	0.9114	0.9076	-0.0038	-0.4%	0.9075
Close	0.9124	0.9086	-0.0038	-0.4%	0.9086
Range	0.0028	0.0069	0.0041	146.4%	0.0070
ATR	0.0039	0.0041	0.0002	5.5%	0.0000
Volume	411	245	-166	-40.4%	1,353

Daily Pivots for day following 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9309	0.9267	0.9124
R3	0.9240	0.9198	0.9105
R2	0.9171	0.9171	0.9099
R1	0.9129	0.9129	0.9092	0.9116
PP	0.9102	0.9102	0.9102	0.9096
S1	0.9060	0.9060	0.9080	0.9047
S2	0.9033	0.9033	0.9073
S3	0.8964	0.8991	0.9067
S4	0.8895	0.8922	0.9048

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9312	0.9269	0.9125
R3	0.9242	0.9199	0.9105
R2	0.9172	0.9172	0.9099
R1	0.9129	0.9129	0.9092	0.9116
PP	0.9102	0.9102	0.9102	0.9095
S1	0.9059	0.9059	0.9080	0.9046
S2	0.9032	0.9032	0.9073
S3	0.8962	0.8989	0.9067
S4	0.8892	0.8919	0.9048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9145	0.9075	0.0070	0.8%	0.0045	0.5%	16%	True	False	270
10	0.9250	0.9075	0.0175	1.9%	0.0045	0.5%	6%	False	False	342
20	0.9304	0.9075	0.0229	2.5%	0.0039	0.4%	5%	False	False	334
40	0.9377	0.9075	0.0302	3.3%	0.0037	0.4%	4%	False	False	295
60	0.9377	0.9075	0.0302	3.3%	0.0033	0.4%	4%	False	False	239
80	0.9377	0.8999	0.0378	4.2%	0.0030	0.3%	23%	False	False	194
100	0.9377	0.8831	0.0546	6.0%	0.0031	0.3%	47%	False	False	166
120	0.9377	0.8831	0.0546	6.0%	0.0033	0.4%	47%	False	False	147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9438
2.618	0.9326
1.618	0.9257
1.000	0.9214
0.618	0.9188
HIGH	0.9145
0.618	0.9119
0.500	0.9111
0.382	0.9102
LOW	0.9076
0.618	0.9033
1.000	0.9007
1.618	0.8964
2.618	0.8895
4.250	0.8783

Fisher Pivots for day following 08-Aug-2014
Pivot	1 day	3 day
R1	0.9111	0.9110
PP	0.9102	0.9102
S1	0.9094	0.9094

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

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