CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	0.9078	0.9106	0.0028	0.3%	0.9157
High	0.9114	0.9210	0.0096	1.1%	0.9166
Low	0.9070	0.9106	0.0036	0.4%	0.9078
Close	0.9107	0.9201	0.0094	1.0%	0.9111
Range	0.0044	0.0104	0.0060	136.4%	0.0088
ATR	0.0039	0.0043	0.0005	12.1%	0.0000
Volume	927	5,583	4,656	502.3%	1,822

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9484	0.9447	0.9258
R3	0.9380	0.9343	0.9230
R2	0.9276	0.9276	0.9220
R1	0.9239	0.9239	0.9211	0.9258
PP	0.9172	0.9172	0.9172	0.9182
S1	0.9135	0.9135	0.9191	0.9154
S2	0.9068	0.9068	0.9182
S3	0.8964	0.9031	0.9172
S4	0.8860	0.8927	0.9144

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	0.9210	0.9070	0.0140	1.5%	0.0052	0.6%	94%	True	False	1,596
10	0.9210	0.9070	0.0140	1.5%	0.0043	0.5%	94%	True	False	942
20	0.9210	0.9070	0.0140	1.5%	0.0042	0.5%	94%	True	False	616
40	0.9377	0.9070	0.0307	3.3%	0.0040	0.4%	43%	False	False	459
60	0.9377	0.9070	0.0307	3.3%	0.0036	0.4%	43%	False	False	388
80	0.9377	0.9070	0.0307	3.3%	0.0034	0.4%	43%	False	False	315
100	0.9377	0.8999	0.0378	4.1%	0.0031	0.3%	53%	False	False	261
120	0.9377	0.8831	0.0546	5.9%	0.0032	0.3%	68%	False	False	227

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 132 trading days

Fibonacci Retracements and Extensions
4.250	0.9652
2.618	0.9482
1.618	0.9378
1.000	0.9314
0.618	0.9274
HIGH	0.9210
0.618	0.9170
0.500	0.9158
0.382	0.9146
LOW	0.9106
0.618	0.9042
1.000	0.9002
1.618	0.8938
2.618	0.8834
4.250	0.8664

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	0.9187	0.9181
PP	0.9172	0.9160
S1	0.9158	0.9140

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

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