CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	0.9254	0.9263	0.0009	0.1%	0.9272
High	0.9255	0.9264	0.0009	0.1%	0.9278
Low	0.9251	0.9260	0.0009	0.1%	0.9237
Close	0.9251	0.9264	0.0013	0.1%	0.9264
Range	0.0004	0.0004	0.0000	0.0%	0.0041
ATR	0.0024	0.0024	-0.0001	-3.3%	0.0000
Volume	4	190	186	4,650.0%	264

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9275	0.9273	0.9266
R3	0.9271	0.9269	0.9265
R2	0.9267	0.9267	0.9265
R1	0.9265	0.9265	0.9264	0.9266
PP	0.9263	0.9263	0.9263	0.9263
S1	0.9261	0.9261	0.9264	0.9262
S2	0.9259	0.9259	0.9263
S3	0.9255	0.9257	0.9263
S4	0.9251	0.9253	0.9262

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9383	0.9364	0.9287
R3	0.9342	0.9323	0.9275
R2	0.9301	0.9301	0.9272
R1	0.9282	0.9282	0.9268	0.9271
PP	0.9260	0.9260	0.9260	0.9254
S1	0.9241	0.9241	0.9260	0.9230
S2	0.9219	0.9219	0.9256
S3	0.9178	0.9200	0.9253
S4	0.9137	0.9159	0.9241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9278	0.9237	0.0041	0.4%	0.0007	0.1%	66%	False	False	52
10	0.9337	0.9237	0.0100	1.1%	0.0009	0.1%	27%	False	False	51
20	0.9356	0.9182	0.0174	1.9%	0.0012	0.1%	47%	False	False	30
40	0.9356	0.9081	0.0275	3.0%	0.0009	0.1%	67%	False	False	35

Crabel Price Patterns
NR	False
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	0.0001

Fibonacci Retracements and Extensions
4.250	0.9281
2.618	0.9274
1.618	0.9270
1.000	0.9268
0.618	0.9266
HIGH	0.9264
0.618	0.9262
0.500	0.9262
0.382	0.9262
LOW	0.9260
0.618	0.9258
1.000	0.9256
1.618	0.9254
2.618	0.9250
4.250	0.9243

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	0.9263	0.9261
PP	0.9263	0.9257
S1	0.9262	0.9254

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

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