CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	0.9157	0.9155	-0.0002	0.0%	0.9085
High	0.9166	0.9155	-0.0011	-0.1%	0.9180
Low	0.9150	0.9108	-0.0042	-0.5%	0.9083
Close	0.9158	0.9112	-0.0046	-0.5%	0.9154
Range	0.0016	0.0047	0.0031	193.8%	0.0097
ATR	0.0038	0.0039	0.0001	2.3%	0.0000
Volume	545	241	-304	-55.8%	1,397

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9266	0.9236	0.9138
R3	0.9219	0.9189	0.9125
R2	0.9172	0.9172	0.9121
R1	0.9142	0.9142	0.9116	0.9134
PP	0.9125	0.9125	0.9125	0.9121
S1	0.9095	0.9095	0.9108	0.9087
S2	0.9078	0.9078	0.9103
S3	0.9031	0.9048	0.9099
S4	0.8984	0.9001	0.9086

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	0.9108	0.0072	0.8%	0.0032	0.3%	6%	False	True	296
10	0.9180	0.9075	0.0105	1.2%	0.0039	0.4%	35%	False	False	323
20	0.9300	0.9075	0.0225	2.5%	0.0040	0.4%	16%	False	False	299
40	0.9377	0.9075	0.0302	3.3%	0.0037	0.4%	12%	False	False	290
60	0.9377	0.9075	0.0302	3.3%	0.0034	0.4%	12%	False	False	266
80	0.9377	0.9014	0.0363	4.0%	0.0031	0.3%	27%	False	False	216
100	0.9377	0.8977	0.0400	4.4%	0.0030	0.3%	34%	False	False	182
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	51%	False	False	162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9355
2.618	0.9278
1.618	0.9231
1.000	0.9202
0.618	0.9184
HIGH	0.9155
0.618	0.9137
0.500	0.9132
0.382	0.9126
LOW	0.9108
0.618	0.9079
1.000	0.9061
1.618	0.9032
2.618	0.8985
4.250	0.8908

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	0.9132	0.9144
PP	0.9125	0.9133
S1	0.9119	0.9123

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

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