CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	0.9106	0.9183	0.0077	0.8%	0.9157
High	0.9210	0.9204	-0.0006	-0.1%	0.9166
Low	0.9106	0.9177	0.0071	0.8%	0.9078
Close	0.9201	0.9191	-0.0010	-0.1%	0.9111
Range	0.0104	0.0027	-0.0077	-74.0%	0.0088
ATR	0.0043	0.0042	-0.0001	-2.7%	0.0000
Volume	5,583	1,033	-4,550	-81.5%	1,822

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9272	0.9258	0.9206
R3	0.9245	0.9231	0.9198
R2	0.9218	0.9218	0.9196
R1	0.9204	0.9204	0.9193	0.9211
PP	0.9191	0.9191	0.9191	0.9194
S1	0.9177	0.9177	0.9189	0.9184
S2	0.9164	0.9164	0.9186
S3	0.9137	0.9150	0.9184
S4	0.9110	0.9123	0.9176

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%	0.0051	0.6%	86%	False	False	1,720
10	0.9210	0.9070	0.0140	1.5%	0.0043	0.5%	86%	False	False	1,028
20	0.9210	0.9070	0.0140	1.5%	0.0041	0.4%	86%	False	False	648
40	0.9377	0.9070	0.0307	3.3%	0.0040	0.4%	39%	False	False	484
60	0.9377	0.9070	0.0307	3.3%	0.0036	0.4%	39%	False	False	404
80	0.9377	0.9070	0.0307	3.3%	0.0034	0.4%	39%	False	False	328
100	0.9377	0.8999	0.0378	4.1%	0.0031	0.3%	51%	False	False	271
120	0.9377	0.8831	0.0546	5.9%	0.0032	0.3%	66%	False	False	235

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	0.0008
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9319
2.618	0.9275
1.618	0.9248
1.000	0.9231
0.618	0.9221
HIGH	0.9204
0.618	0.9194
0.500	0.9191
0.382	0.9187
LOW	0.9177
0.618	0.9160
1.000	0.9150
1.618	0.9133
2.618	0.9106
4.250	0.9062

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	0.9191	0.9174
PP	0.9191	0.9157
S1	0.9191	0.9140

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

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