CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	0.9186	0.9175	-0.0011	-0.1%	0.9099
High	0.9226	0.9185	-0.0041	-0.4%	0.9226
Low	0.9173	0.9122	-0.0051	-0.6%	0.9070
Close	0.9175	0.9131	-0.0044	-0.5%	0.9175
Range	0.0053	0.0063	0.0010	18.9%	0.0156
ATR	0.0043	0.0044	0.0001	3.4%	0.0000
Volume	1,134	2,598	1,464	129.1%	9,361

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9335	0.9296	0.9166
R3	0.9272	0.9233	0.9148
R2	0.9209	0.9209	0.9143
R1	0.9170	0.9170	0.9137	0.9158
PP	0.9146	0.9146	0.9146	0.9140
S1	0.9107	0.9107	0.9125	0.9095
S2	0.9083	0.9083	0.9119
S3	0.9020	0.9044	0.9114
S4	0.8957	0.8981	0.9096

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%	0.0058	0.6%	39%	False	False	2,255
10	0.9226	0.9070	0.0156	1.7%	0.0049	0.5%	39%	False	False	1,323
20	0.9226	0.9070	0.0156	1.7%	0.0044	0.5%	39%	False	False	818
40	0.9370	0.9070	0.0300	3.3%	0.0041	0.4%	20%	False	False	562
60	0.9377	0.9070	0.0307	3.4%	0.0038	0.4%	20%	False	False	463
80	0.9377	0.9070	0.0307	3.4%	0.0034	0.4%	20%	False	False	373
100	0.9377	0.8999	0.0378	4.1%	0.0032	0.3%	35%	False	False	307
120	0.9377	0.8831	0.0546	6.0%	0.0033	0.4%	55%	False	False	266

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9453
2.618	0.9350
1.618	0.9287
1.000	0.9248
0.618	0.9224
HIGH	0.9185
0.618	0.9161
0.500	0.9154
0.382	0.9146
LOW	0.9122
0.618	0.9083
1.000	0.9059
1.618	0.9020
2.618	0.8957
4.250	0.8854

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	0.9154	0.9174
PP	0.9146	0.9160
S1	0.9139	0.9145

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

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