CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	0.9129	0.9162	0.0033	0.4%	0.9099
High	0.9176	0.9218	0.0042	0.5%	0.9226
Low	0.9116	0.9145	0.0029	0.3%	0.9070
Close	0.9164	0.9169	0.0005	0.1%	0.9175
Range	0.0060	0.0073	0.0013	21.7%	0.0156
ATR	0.0045	0.0047	0.0002	4.3%	0.0000
Volume	4,737	6,245	1,508	31.8%	9,361

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9396	0.9356	0.9209
R3	0.9323	0.9283	0.9189
R2	0.9250	0.9250	0.9182
R1	0.9210	0.9210	0.9176	0.9230
PP	0.9177	0.9177	0.9177	0.9188
S1	0.9137	0.9137	0.9162	0.9157
S2	0.9104	0.9104	0.9156
S3	0.9031	0.9064	0.9149
S4	0.8958	0.8991	0.9129

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	0.9116	0.0110	1.2%	0.0055	0.6%	48%	False	False	3,149
10	0.9226	0.9070	0.0156	1.7%	0.0054	0.6%	63%	False	False	2,373
20	0.9226	0.9070	0.0156	1.7%	0.0045	0.5%	63%	False	False	1,340
40	0.9370	0.9070	0.0300	3.3%	0.0043	0.5%	33%	False	False	828
60	0.9377	0.9070	0.0307	3.3%	0.0039	0.4%	32%	False	False	639
80	0.9377	0.9070	0.0307	3.3%	0.0035	0.4%	32%	False	False	508
100	0.9377	0.8999	0.0378	4.1%	0.0032	0.4%	45%	False	False	417
120	0.9377	0.8831	0.0546	6.0%	0.0033	0.4%	62%	False	False	356

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9528
2.618	0.9409
1.618	0.9336
1.000	0.9291
0.618	0.9263
HIGH	0.9218
0.618	0.9190
0.500	0.9182
0.382	0.9173
LOW	0.9145
0.618	0.9100
1.000	0.9072
1.618	0.9027
2.618	0.8954
4.250	0.8835

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	0.9182	0.9168
PP	0.9177	0.9168
S1	0.9173	0.9167

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

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