CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	0.9183	0.9186	0.0003	0.0%	0.9099
High	0.9204	0.9226	0.0022	0.2%	0.9226
Low	0.9177	0.9173	-0.0004	0.0%	0.9070
Close	0.9191	0.9175	-0.0016	-0.2%	0.9175
Range	0.0027	0.0053	0.0026	96.3%	0.0156
ATR	0.0042	0.0043	0.0001	1.9%	0.0000
Volume	1,033	1,134	101	9.8%	9,361

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9350	0.9316	0.9204
R3	0.9297	0.9263	0.9190
R2	0.9244	0.9244	0.9185
R1	0.9210	0.9210	0.9180	0.9201
PP	0.9191	0.9191	0.9191	0.9187
S1	0.9157	0.9157	0.9170	0.9148
S2	0.9138	0.9138	0.9165
S3	0.9085	0.9104	0.9160
S4	0.9032	0.9051	0.9146

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9625	0.9556	0.9261
R3	0.9469	0.9400	0.9218
R2	0.9313	0.9313	0.9204
R1	0.9244	0.9244	0.9189	0.9279
PP	0.9157	0.9157	0.9157	0.9174
S1	0.9088	0.9088	0.9161	0.9123
S2	0.9001	0.9001	0.9146
S3	0.8845	0.8932	0.9132
S4	0.8689	0.8776	0.9089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9226	0.9070	0.0156	1.7%	0.0052	0.6%	67%	True	False	1,872
10	0.9226	0.9070	0.0156	1.7%	0.0044	0.5%	67%	True	False	1,118
20	0.9226	0.9070	0.0156	1.7%	0.0042	0.5%	67%	True	False	696
40	0.9370	0.9070	0.0300	3.3%	0.0040	0.4%	35%	False	False	506
60	0.9377	0.9070	0.0307	3.3%	0.0037	0.4%	34%	False	False	421
80	0.9377	0.9070	0.0307	3.3%	0.0034	0.4%	34%	False	False	341
100	0.9377	0.8999	0.0378	4.1%	0.0032	0.3%	47%	False	False	282
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	63%	False	False	244

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

Fibonacci Retracements and Extensions
4.250	0.9451
2.618	0.9365
1.618	0.9312
1.000	0.9279
0.618	0.9259
HIGH	0.9226
0.618	0.9206
0.500	0.9200
0.382	0.9193
LOW	0.9173
0.618	0.9140
1.000	0.9120
1.618	0.9087
2.618	0.9034
4.250	0.8948

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	0.9200	0.9172
PP	0.9191	0.9169
S1	0.9183	0.9166

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

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