CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	0.9060	0.9122	0.0062	0.7%	0.9000
High	0.9131	0.9167	0.0036	0.4%	0.9167
Low	0.9051	0.9088	0.0037	0.4%	0.8990
Close	0.9109	0.9106	-0.0003	0.0%	0.9106
Range	0.0080	0.0079	-0.0001	-1.3%	0.0177
ATR	0.0060	0.0061	0.0001	2.2%	0.0000
Volume	54,197	71,731	17,534	32.4%	346,544

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9357	0.9311	0.9149
R3	0.9278	0.9232	0.9128
R2	0.9199	0.9199	0.9120
R1	0.9153	0.9153	0.9113	0.9137
PP	0.9120	0.9120	0.9120	0.9112
S1	0.9074	0.9074	0.9099	0.9058
S2	0.9041	0.9041	0.9092
S3	0.8962	0.8995	0.9084
S4	0.8883	0.8916	0.9063

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9619	0.9539	0.9203
R3	0.9442	0.9362	0.9155
R2	0.9265	0.9265	0.9138
R1	0.9185	0.9185	0.9122	0.9225
PP	0.9088	0.9088	0.9088	0.9108
S1	0.9008	0.9008	0.9090	0.9048
S2	0.8911	0.8911	0.9074
S3	0.8734	0.8831	0.9057
S4	0.8557	0.8654	0.9009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9167	0.8990	0.0177	1.9%	0.0075	0.8%	66%	True	False	69,308
10	0.9167	0.8990	0.0177	1.9%	0.0073	0.8%	66%	True	False	52,591
20	0.9226	0.8990	0.0236	2.6%	0.0064	0.7%	49%	False	False	27,620
40	0.9283	0.8990	0.0293	3.2%	0.0053	0.6%	40%	False	False	13,968
60	0.9377	0.8990	0.0387	4.2%	0.0047	0.5%	30%	False	False	9,403
80	0.9377	0.8990	0.0387	4.2%	0.0042	0.5%	30%	False	False	7,108
100	0.9377	0.8990	0.0387	4.2%	0.0038	0.4%	30%	False	False	5,702
120	0.9377	0.8990	0.0387	4.2%	0.0036	0.4%	30%	False	False	4,760

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9503
2.618	0.9374
1.618	0.9295
1.000	0.9246
0.618	0.9216
HIGH	0.9167
0.618	0.9137
0.500	0.9128
0.382	0.9118
LOW	0.9088
0.618	0.9039
1.000	0.9009
1.618	0.8960
2.618	0.8881
4.250	0.8752

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	0.9128	0.9109
PP	0.9120	0.9108
S1	0.9113	0.9107

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

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