CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	0.9155	0.9115	-0.0040	-0.4%	0.9085
High	0.9155	0.9122	-0.0033	-0.4%	0.9180
Low	0.9108	0.9088	-0.0020	-0.2%	0.9083
Close	0.9112	0.9093	-0.0019	-0.2%	0.9154
Range	0.0047	0.0034	-0.0013	-27.7%	0.0097
ATR	0.0039	0.0038	0.0000	-0.8%	0.0000
Volume	241	246	5	2.1%	1,397

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9203	0.9182	0.9112
R3	0.9169	0.9148	0.9102
R2	0.9135	0.9135	0.9099
R1	0.9114	0.9114	0.9096	0.9108
PP	0.9101	0.9101	0.9101	0.9098
S1	0.9080	0.9080	0.9090	0.9074
S2	0.9067	0.9067	0.9087
S3	0.9033	0.9046	0.9084
S4	0.8999	0.9012	0.9074

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	0.9088	0.0092	1.0%	0.0034	0.4%	5%	False	True	288
10	0.9180	0.9076	0.0104	1.1%	0.0037	0.4%	16%	False	False	308
20	0.9287	0.9075	0.0212	2.3%	0.0041	0.4%	8%	False	False	300
40	0.9377	0.9075	0.0302	3.3%	0.0037	0.4%	6%	False	False	290
60	0.9377	0.9075	0.0302	3.3%	0.0034	0.4%	6%	False	False	267
80	0.9377	0.9051	0.0326	3.6%	0.0032	0.3%	13%	False	False	219
100	0.9377	0.8990	0.0387	4.3%	0.0030	0.3%	27%	False	False	184
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	48%	False	False	163

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9267
2.618	0.9211
1.618	0.9177
1.000	0.9156
0.618	0.9143
HIGH	0.9122
0.618	0.9109
0.500	0.9105
0.382	0.9101
LOW	0.9088
0.618	0.9067
1.000	0.9054
1.618	0.9033
2.618	0.8999
4.250	0.8944

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	0.9105	0.9127
PP	0.9101	0.9116
S1	0.9097	0.9104

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

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