CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	0.9133	0.9146	0.0013	0.1%	0.9085
High	0.9158	0.9180	0.0022	0.2%	0.9180
Low	0.9130	0.9134	0.0004	0.0%	0.9083
Close	0.9142	0.9154	0.0012	0.1%	0.9154
Range	0.0028	0.0046	0.0018	64.3%	0.0097
ATR	0.0039	0.0039	0.0001	1.3%	0.0000
Volume	174	234	60	34.5%	1,397

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9294	0.9270	0.9179
R3	0.9248	0.9224	0.9167
R2	0.9202	0.9202	0.9162
R1	0.9178	0.9178	0.9158	0.9190
PP	0.9156	0.9156	0.9156	0.9162
S1	0.9132	0.9132	0.9150	0.9144
S2	0.9110	0.9110	0.9146
S3	0.9064	0.9086	0.9141
S4	0.9018	0.9040	0.9129

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9430	0.9389	0.9207
R3	0.9333	0.9292	0.9181
R2	0.9236	0.9236	0.9172
R1	0.9195	0.9195	0.9163	0.9216
PP	0.9139	0.9139	0.9139	0.9149
S1	0.9098	0.9098	0.9145	0.9119
S2	0.9042	0.9042	0.9136
S3	0.8945	0.9001	0.9127
S4	0.8848	0.8904	0.9101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9180	0.9083	0.0097	1.1%	0.0035	0.4%	73%	True	False	279
10	0.9180	0.9075	0.0105	1.1%	0.0040	0.4%	75%	True	False	275
20	0.9300	0.9075	0.0225	2.5%	0.0039	0.4%	35%	False	False	273
40	0.9377	0.9075	0.0302	3.3%	0.0038	0.4%	26%	False	False	288
60	0.9377	0.9075	0.0302	3.3%	0.0034	0.4%	26%	False	False	256
80	0.9377	0.9006	0.0371	4.1%	0.0031	0.3%	40%	False	False	208
100	0.9377	0.8896	0.0481	5.3%	0.0031	0.3%	54%	False	False	175
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.3%	59%	False	False	156

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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9376
2.618	0.9300
1.618	0.9254
1.000	0.9226
0.618	0.9208
HIGH	0.9180
0.618	0.9162
0.500	0.9157
0.382	0.9152
LOW	0.9134
0.618	0.9106
1.000	0.9088
1.618	0.9060
2.618	0.9014
4.250	0.8939

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	0.9157	0.9152
PP	0.9156	0.9151
S1	0.9155	0.9149

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

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