CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	0.9312	0.9355	0.0043	0.5%	0.9419
High	0.9364	0.9389	0.0025	0.3%	0.9437
Low	0.9300	0.9293	-0.0007	-0.1%	0.9293
Close	0.9358	0.9360	0.0002	0.0%	0.9360
Range	0.0064	0.0096	0.0032	50.0%	0.0144
ATR	0.0053	0.0056	0.0003	5.9%	0.0000
Volume	52,535	61,563	9,028	17.2%	281,196

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9635	0.9594	0.9413
R3	0.9539	0.9498	0.9386
R2	0.9443	0.9443	0.9378
R1	0.9402	0.9402	0.9369	0.9423
PP	0.9347	0.9347	0.9347	0.9358
S1	0.9306	0.9306	0.9351	0.9327
S2	0.9251	0.9251	0.9342
S3	0.9155	0.9210	0.9334
S4	0.9059	0.9114	0.9307

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9795	0.9722	0.9439
R3	0.9651	0.9578	0.9400
R2	0.9507	0.9507	0.9386
R1	0.9434	0.9434	0.9373	0.9399
PP	0.9363	0.9363	0.9363	0.9346
S1	0.9290	0.9290	0.9347	0.9255
S2	0.9219	0.9219	0.9334
S3	0.9075	0.9146	0.9320
S4	0.8931	0.9002	0.9281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9437	0.9293	0.0144	1.5%	0.0062	0.7%	47%	False	True	56,239
10	0.9446	0.9293	0.0153	1.6%	0.0058	0.6%	44%	False	True	51,563
20	0.9481	0.9293	0.0188	2.0%	0.0055	0.6%	36%	False	True	27,923
40	0.9583	0.9293	0.0290	3.1%	0.0048	0.5%	23%	False	True	14,128
60	0.9700	0.9293	0.0407	4.3%	0.0046	0.5%	16%	False	True	9,493
80	0.9775	0.9293	0.0482	5.1%	0.0045	0.5%	14%	False	True	7,152
100	0.9775	0.9293	0.0482	5.1%	0.0042	0.4%	14%	False	True	5,736
120	0.9775	0.9293	0.0482	5.1%	0.0040	0.4%	14%	False	True	4,787

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	0.9797
2.618	0.9640
1.618	0.9544
1.000	0.9485
0.618	0.9448
HIGH	0.9389
0.618	0.9352
0.500	0.9341
0.382	0.9330
LOW	0.9293
0.618	0.9234
1.000	0.9197
1.618	0.9138
2.618	0.9042
4.250	0.8885

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	0.9354	0.9358
PP	0.9347	0.9355
S1	0.9341	0.9353

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

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