CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	0.9146	0.9157	0.0011	0.1%	0.9085
High	0.9180	0.9166	-0.0014	-0.2%	0.9180
Low	0.9134	0.9150	0.0016	0.2%	0.9083
Close	0.9154	0.9158	0.0004	0.0%	0.9154
Range	0.0046	0.0016	-0.0030	-65.2%	0.0097
ATR	0.0039	0.0038	-0.0002	-4.2%	0.0000
Volume	234	545	311	132.9%	1,397

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9206	0.9198	0.9167
R3	0.9190	0.9182	0.9162
R2	0.9174	0.9174	0.9161
R1	0.9166	0.9166	0.9159	0.9170
PP	0.9158	0.9158	0.9158	0.9160
S1	0.9150	0.9150	0.9157	0.9154
S2	0.9142	0.9142	0.9155
S3	0.9126	0.9134	0.9154
S4	0.9110	0.9118	0.9149

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	0.9104	0.0076	0.8%	0.0029	0.3%	71%	False	False	306
10	0.9180	0.9075	0.0105	1.1%	0.0040	0.4%	79%	False	False	312
20	0.9300	0.9075	0.0225	2.5%	0.0039	0.4%	37%	False	False	291
40	0.9377	0.9075	0.0302	3.3%	0.0037	0.4%	27%	False	False	297
60	0.9377	0.9075	0.0302	3.3%	0.0034	0.4%	27%	False	False	264
80	0.9377	0.9006	0.0371	4.1%	0.0031	0.3%	41%	False	False	214
100	0.9377	0.8964	0.0413	4.5%	0.0030	0.3%	47%	False	False	180
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.3%	60%	False	False	160

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

Fibonacci Retracements and Extensions
4.250	0.9234
2.618	0.9208
1.618	0.9192
1.000	0.9182
0.618	0.9176
HIGH	0.9166
0.618	0.9160
0.500	0.9158
0.382	0.9156
LOW	0.9150
0.618	0.9140
1.000	0.9134
1.618	0.9124
2.618	0.9108
4.250	0.9082

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	0.9158	0.9157
PP	0.9158	0.9156
S1	0.9158	0.9155

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

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