CME Canadian Dollar Future March 2015

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Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary Previous Current 27-Jun-2014 30-Jun-2014 Change Change % Previous Week Open 0.9307 0.9317 0.0010 0.1% 0.9266 High 0.9322 0.9317 -0.0005 -0.1% 0.9322 Low 0.9307 0.9317 0.0010 0.1% 0.9250 Close 0.9322 0.9317 -0.0005 -0.1% 0.9322 Range 0.0015 0.0000 -0.0015 -100.0% 0.0072 ATR 0.0023 0.0021 -0.0001 -5.6% 0.0000 Volume 23 13 -10 -43.5% 48
Daily Pivots for day following 30-Jun-2014 Classic Woodie Camarilla DeMark R4 0.9317 0.9317 0.9317 R3 0.9317 0.9317 0.9317 R2 0.9317 0.9317 0.9317 R1 0.9317 0.9317 0.9317 0.9317 PP 0.9317 0.9317 0.9317 0.9317 S1 0.9317 0.9317 0.9317 0.9317 S2 0.9317 0.9317 0.9317 S3 0.9317 0.9317 0.9317 S4 0.9317 0.9317 0.9317	Weekly Pivots for week ending 27-Jun-2014 Classic Woodie Camarilla DeMark R4 0.9514 0.9490 0.9362 R3 0.9442 0.9418 0.9342 R2 0.9370 0.9370 0.9335 R1 0.9346 0.9346 0.9329 0.9358 PP 0.9298 0.9298 0.9298 0.9304 S1 0.9274 0.9274 0.9315 0.9286 S2 0.9226 0.9226 0.9309 S3 0.9154 0.9202 0.9302 S4 0.9082 0.9130 0.9282
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9322 0.9250 0.0072 0.8% 0.0007 0.1% 93% False False 10 10 0.9322 0.9140 0.0182 2.0% 0.0011 0.1% 97% False False 28 20 0.9322 0.9081 0.0241 2.6% 0.0009 0.1% 98% False False 34 40 0.9322 0.9062 0.0260 2.8% 0.0008 0.1% 98% False False 24
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True 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 0.9317 2.618 0.9317 1.618 0.9317 1.000 0.9317 0.618 0.9317 HIGH 0.9317 0.618 0.9317 0.500 0.9317 0.382 0.9317 LOW 0.9317 0.618 0.9317 1.000 0.9317 1.618 0.9317 2.618 0.9317 4.250 0.9317
Fisher Pivots for day following 30-Jun-2014 Pivot 1 day 3 day R1 0.9317 0.9312 PP 0.9317 0.9307 S1 0.9317 0.9302

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