CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	0.9122	0.9103	-0.0019	-0.2%	0.9000
High	0.9167	0.9133	-0.0034	-0.4%	0.9167
Low	0.9088	0.9037	-0.0051	-0.6%	0.8990
Close	0.9106	0.9046	-0.0060	-0.7%	0.9106
Range	0.0079	0.0096	0.0017	21.5%	0.0177
ATR	0.0061	0.0064	0.0002	4.0%	0.0000
Volume	71,731	52,806	-18,925	-26.4%	346,544

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9360	0.9299	0.9099
R3	0.9264	0.9203	0.9072
R2	0.9168	0.9168	0.9064
R1	0.9107	0.9107	0.9055	0.9090
PP	0.9072	0.9072	0.9072	0.9063
S1	0.9011	0.9011	0.9037	0.8994
S2	0.8976	0.8976	0.9028
S3	0.8880	0.8915	0.9020
S4	0.8784	0.8819	0.8993

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	0.9012	0.0155	1.7%	0.0084	0.9%	22%	False	False	67,637
10	0.9167	0.8990	0.0177	2.0%	0.0075	0.8%	32%	False	False	56,521
20	0.9226	0.8990	0.0236	2.6%	0.0067	0.7%	24%	False	False	30,241
40	0.9250	0.8990	0.0260	2.9%	0.0054	0.6%	22%	False	False	15,286
60	0.9377	0.8990	0.0387	4.3%	0.0048	0.5%	14%	False	False	10,281
80	0.9377	0.8990	0.0387	4.3%	0.0043	0.5%	14%	False	False	7,767
100	0.9377	0.8990	0.0387	4.3%	0.0039	0.4%	14%	False	False	6,230
120	0.9377	0.8990	0.0387	4.3%	0.0036	0.4%	14%	False	False	5,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9541
2.618	0.9384
1.618	0.9288
1.000	0.9229
0.618	0.9192
HIGH	0.9133
0.618	0.9096
0.500	0.9085
0.382	0.9074
LOW	0.9037
0.618	0.8978
1.000	0.8941
1.618	0.8882
2.618	0.8786
4.250	0.8629

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	0.9085	0.9102
PP	0.9072	0.9083
S1	0.9059	0.9065

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

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