CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	0.9137	0.9133	-0.0004	0.0%	0.9123
High	0.9140	0.9158	0.0018	0.2%	0.9145
Low	0.9118	0.9130	0.0012	0.1%	0.9075
Close	0.9132	0.9142	0.0010	0.1%	0.9086
Range	0.0022	0.0028	0.0006	27.3%	0.0070
ATR	0.0040	0.0039	-0.0001	-2.1%	0.0000
Volume	288	174	-114	-39.6%	1,353

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9227	0.9213	0.9157
R3	0.9199	0.9185	0.9150
R2	0.9171	0.9171	0.9147
R1	0.9157	0.9157	0.9145	0.9164
PP	0.9143	0.9143	0.9143	0.9147
S1	0.9129	0.9129	0.9139	0.9136
S2	0.9115	0.9115	0.9137
S3	0.9087	0.9101	0.9134
S4	0.9059	0.9073	0.9127

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	0.9158	0.9076	0.0082	0.9%	0.0040	0.4%	80%	True	False	281
10	0.9158	0.9075	0.0083	0.9%	0.0040	0.4%	81%	True	False	269
20	0.9304	0.9075	0.0229	2.5%	0.0038	0.4%	29%	False	False	331
40	0.9377	0.9075	0.0302	3.3%	0.0037	0.4%	22%	False	False	299
60	0.9377	0.9075	0.0302	3.3%	0.0034	0.4%	22%	False	False	253
80	0.9377	0.8999	0.0378	4.1%	0.0030	0.3%	38%	False	False	206
100	0.9377	0.8881	0.0496	5.4%	0.0030	0.3%	53%	False	False	173
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.3%	57%	False	False	155

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9277
2.618	0.9231
1.618	0.9203
1.000	0.9186
0.618	0.9175
HIGH	0.9158
0.618	0.9147
0.500	0.9144
0.382	0.9141
LOW	0.9130
0.618	0.9113
1.000	0.9102
1.618	0.9085
2.618	0.9057
4.250	0.9011

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	0.9144	0.9138
PP	0.9143	0.9135
S1	0.9143	0.9131

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

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