CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	0.9109	0.9099	-0.0010	-0.1%	0.9157
High	0.9126	0.9113	-0.0013	-0.1%	0.9166
Low	0.9082	0.9079	-0.0003	0.0%	0.9078
Close	0.9111	0.9081	-0.0030	-0.3%	0.9111
Range	0.0044	0.0034	-0.0010	-22.7%	0.0088
ATR	0.0038	0.0038	0.0000	-0.8%	0.0000
Volume	377	684	307	81.4%	1,822

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9193	0.9171	0.9100
R3	0.9159	0.9137	0.9090
R2	0.9125	0.9125	0.9087
R1	0.9103	0.9103	0.9084	0.9097
PP	0.9091	0.9091	0.9091	0.9088
S1	0.9069	0.9069	0.9078	0.9063
S2	0.9057	0.9057	0.9075
S3	0.9023	0.9035	0.9072
S4	0.8989	0.9001	0.9062

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9382	0.9335	0.9159
R3	0.9294	0.9247	0.9135
R2	0.9206	0.9206	0.9127
R1	0.9159	0.9159	0.9119	0.9139
PP	0.9118	0.9118	0.9118	0.9108
S1	0.9071	0.9071	0.9103	0.9051
S2	0.9030	0.9030	0.9095
S3	0.8942	0.8983	0.9087
S4	0.8854	0.8895	0.9063

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9155	0.9078	0.0077	0.8%	0.0039	0.4%	4%	False	False	392
10	0.9180	0.9078	0.0102	1.1%	0.0034	0.4%	3%	False	False	349
20	0.9225	0.9075	0.0150	1.7%	0.0040	0.4%	4%	False	False	339
40	0.9377	0.9075	0.0302	3.3%	0.0038	0.4%	2%	False	False	312
60	0.9377	0.9075	0.0302	3.3%	0.0034	0.4%	2%	False	False	282
80	0.9377	0.9051	0.0326	3.6%	0.0032	0.4%	9%	False	False	236
100	0.9377	0.8999	0.0378	4.2%	0.0030	0.3%	22%	False	False	197
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	46%	False	False	174

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9258
2.618	0.9202
1.618	0.9168
1.000	0.9147
0.618	0.9134
HIGH	0.9113
0.618	0.9100
0.500	0.9096
0.382	0.9092
LOW	0.9079
0.618	0.9058
1.000	0.9045
1.618	0.9024
2.618	0.8990
4.250	0.8935

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	0.9096	0.9102
PP	0.9091	0.9095
S1	0.9086	0.9088

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

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