CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 24-Dec-2013

Day Change Summary
	Previous	Current
	23-Dec-2013	24-Dec-2013	Change	Change %	Previous Week
Open	0.9376	0.9402	0.0026	0.3%	0.9419
High	0.9431	0.9410	-0.0021	-0.2%	0.9437
Low	0.9360	0.9385	0.0025	0.3%	0.9293
Close	0.9409	0.9403	-0.0006	-0.1%	0.9360
Range	0.0071	0.0025	-0.0046	-64.8%	0.0144
ATR	0.0057	0.0055	-0.0002	-4.0%	0.0000
Volume	42,614	18,241	-24,373	-57.2%	281,196

Daily Pivots for day following 24-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9474	0.9464	0.9417
R3	0.9449	0.9439	0.9410
R2	0.9424	0.9424	0.9408
R1	0.9414	0.9414	0.9405	0.9419
PP	0.9399	0.9399	0.9399	0.9402
S1	0.9389	0.9389	0.9401	0.9394
S2	0.9374	0.9374	0.9398
S3	0.9349	0.9364	0.9396
S4	0.9324	0.9339	0.9389

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	0.9431	0.9293	0.0138	1.5%	0.0069	0.7%	80%	False	False	50,786
10	0.9446	0.9293	0.0153	1.6%	0.0060	0.6%	72%	False	False	54,205
20	0.9478	0.9293	0.0185	2.0%	0.0055	0.6%	59%	False	False	30,843
40	0.9583	0.9293	0.0290	3.1%	0.0049	0.5%	38%	False	False	15,624
60	0.9700	0.9293	0.0407	4.3%	0.0046	0.5%	27%	False	False	10,506
80	0.9775	0.9293	0.0482	5.1%	0.0045	0.5%	23%	False	False	7,911
100	0.9775	0.9293	0.0482	5.1%	0.0042	0.4%	23%	False	False	6,344
120	0.9775	0.9293	0.0482	5.1%	0.0040	0.4%	23%	False	False	5,293

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9516
2.618	0.9475
1.618	0.9450
1.000	0.9435
0.618	0.9425
HIGH	0.9410
0.618	0.9400
0.500	0.9398
0.382	0.9395
LOW	0.9385
0.618	0.9370
1.000	0.9360
1.618	0.9345
2.618	0.9320
4.250	0.9279

Fisher Pivots for day following 24-Dec-2013
Pivot	1 day	3 day
R1	0.9401	0.9389
PP	0.9399	0.9376
S1	0.9398	0.9362

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

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