CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	0.9162	0.9173	0.0011	0.1%	0.9175
High	0.9218	0.9203	-0.0015	-0.2%	0.9218
Low	0.9145	0.9150	0.0005	0.1%	0.9116
Close	0.9169	0.9166	-0.0003	0.0%	0.9166
Range	0.0073	0.0053	-0.0020	-27.4%	0.0102
ATR	0.0047	0.0048	0.0000	0.9%	0.0000
Volume	6,245	3,163	-3,082	-49.4%	16,743

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9332	0.9302	0.9195
R3	0.9279	0.9249	0.9181
R2	0.9226	0.9226	0.9176
R1	0.9196	0.9196	0.9171	0.9185
PP	0.9173	0.9173	0.9173	0.9167
S1	0.9143	0.9143	0.9161	0.9132
S2	0.9120	0.9120	0.9156
S3	0.9067	0.9090	0.9151
S4	0.9014	0.9037	0.9137

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9473	0.9421	0.9222
R3	0.9371	0.9319	0.9194
R2	0.9269	0.9269	0.9185
R1	0.9217	0.9217	0.9175	0.9192
PP	0.9167	0.9167	0.9167	0.9154
S1	0.9115	0.9115	0.9157	0.9090
S2	0.9065	0.9065	0.9147
S3	0.8963	0.9013	0.9138
S4	0.8861	0.8911	0.9110

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%	0.0060	0.7%	45%	False	False	3,575
10	0.9226	0.9070	0.0156	1.7%	0.0056	0.6%	62%	False	False	2,648
20	0.9226	0.9070	0.0156	1.7%	0.0047	0.5%	62%	False	False	1,478
40	0.9370	0.9070	0.0300	3.3%	0.0043	0.5%	32%	False	False	904
60	0.9377	0.9070	0.0307	3.3%	0.0039	0.4%	31%	False	False	688
80	0.9377	0.9070	0.0307	3.3%	0.0035	0.4%	31%	False	False	546
100	0.9377	0.8999	0.0378	4.1%	0.0033	0.4%	44%	False	False	448
120	0.9377	0.8831	0.0546	6.0%	0.0034	0.4%	61%	False	False	382

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9428
2.618	0.9342
1.618	0.9289
1.000	0.9256
0.618	0.9236
HIGH	0.9203
0.618	0.9183
0.500	0.9177
0.382	0.9170
LOW	0.9150
0.618	0.9117
1.000	0.9097
1.618	0.9064
2.618	0.9011
4.250	0.8925

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	0.9177	0.9167
PP	0.9173	0.9167
S1	0.9170	0.9166

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

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