CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	0.9175	0.9129	-0.0046	-0.5%	0.9099
High	0.9185	0.9176	-0.0009	-0.1%	0.9226
Low	0.9122	0.9116	-0.0006	-0.1%	0.9070
Close	0.9131	0.9164	0.0033	0.4%	0.9175
Range	0.0063	0.0060	-0.0003	-4.8%	0.0156
ATR	0.0044	0.0045	0.0001	2.5%	0.0000
Volume	2,598	4,737	2,139	82.3%	9,361

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9332	0.9308	0.9197
R3	0.9272	0.9248	0.9181
R2	0.9212	0.9212	0.9175
R1	0.9188	0.9188	0.9170	0.9200
PP	0.9152	0.9152	0.9152	0.9158
S1	0.9128	0.9128	0.9159	0.9140
S2	0.9092	0.9092	0.9153
S3	0.9032	0.9068	0.9148
S4	0.8972	0.9008	0.9131

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	0.9106	0.0120	1.3%	0.0061	0.7%	48%	False	False	3,017
10	0.9226	0.9070	0.0156	1.7%	0.0050	0.5%	60%	False	False	1,773
20	0.9226	0.9070	0.0156	1.7%	0.0045	0.5%	60%	False	False	1,048
40	0.9370	0.9070	0.0300	3.3%	0.0041	0.5%	31%	False	False	676
60	0.9377	0.9070	0.0307	3.4%	0.0038	0.4%	31%	False	False	542
80	0.9377	0.9070	0.0307	3.4%	0.0034	0.4%	31%	False	False	432
100	0.9377	0.8999	0.0378	4.1%	0.0032	0.3%	44%	False	False	354
120	0.9377	0.8831	0.0546	6.0%	0.0033	0.4%	61%	False	False	305

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9431
2.618	0.9333
1.618	0.9273
1.000	0.9236
0.618	0.9213
HIGH	0.9176
0.618	0.9153
0.500	0.9146
0.382	0.9139
LOW	0.9116
0.618	0.9079
1.000	0.9056
1.618	0.9019
2.618	0.8959
4.250	0.8861

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	0.9158	0.9171
PP	0.9152	0.9169
S1	0.9146	0.9166

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

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