CME Canadian Dollar Future June 2015

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Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary Previous Current 02-Sep-2014 03-Sep-2014 Change Change % Previous Week Open 0.9097 0.9125 0.0028 0.3% 0.9043 High 0.9097 0.9125 0.0028 0.3% 0.9161 Low 0.9092 0.9125 0.0033 0.4% 0.9034 Close 0.9092 0.9125 0.0033 0.4% 0.9136 Range 0.0005 0.0000 -0.0005 -100.0% 0.0127 ATR 0.0027 0.0028 0.0000 1.5% 0.0000 Volume 6 9 3 50.0% 29
Daily Pivots for day following 03-Sep-2014 Classic Woodie Camarilla DeMark R4 0.9125 0.9125 0.9125 R3 0.9125 0.9125 0.9125 R2 0.9125 0.9125 0.9125 R1 0.9125 0.9125 0.9125 0.9125 PP 0.9125 0.9125 0.9125 0.9125 S1 0.9125 0.9125 0.9125 0.9125 S2 0.9125 0.9125 0.9125 S3 0.9125 0.9125 0.9125 S4 0.9125 0.9125 0.9125	Weekly Pivots for week ending 29-Aug-2014 Classic Woodie Camarilla DeMark R4 0.9491 0.9441 0.9206 R3 0.9364 0.9314 0.9171 R2 0.9237 0.9237 0.9159 R1 0.9187 0.9187 0.9148 0.9212 PP 0.9110 0.9110 0.9110 0.9123 S1 0.9060 0.9060 0.9124 0.9085 S2 0.8983 0.8983 0.9113 S3 0.8856 0.8933 0.9101 S4 0.8729 0.8806 0.9066
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9161 0.9092 0.0069 0.8% 0.0003 0.0% 48% False False 4 10 0.9161 0.9034 0.0127 1.4% 0.0005 0.1% 72% False False 7 20 0.9161 0.9034 0.0127 1.4% 0.0005 0.1% 72% False False 6
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 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9125 2.618 0.9125 1.618 0.9125 1.000 0.9125 0.618 0.9125 HIGH 0.9125 0.618 0.9125 0.500 0.9125 0.382 0.9125 LOW 0.9125 0.618 0.9125 1.000 0.9125 1.618 0.9125 2.618 0.9125 4.250 0.9125
Fisher Pivots for day following 03-Sep-2014 Pivot 1 day 3 day R1 0.9125 0.9123 PP 0.9125 0.9122 S1 0.9125 0.9120

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