CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 31-Dec-2013

Day Change Summary
	Previous	Current
	30-Dec-2013	31-Dec-2013	Change	Change %	Previous Week
Open	0.9324	0.9371	0.0047	0.5%	0.9376
High	0.9384	0.9407	0.0023	0.2%	0.9431
Low	0.9304	0.9366	0.0062	0.7%	0.9311
Close	0.9381	0.9392	0.0011	0.1%	0.9318
Range	0.0080	0.0041	-0.0039	-48.8%	0.0120
ATR	0.0057	0.0056	-0.0001	-2.0%	0.0000
Volume	41,469	28,362	-13,107	-31.6%	112,584

Daily Pivots for day following 31-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9511	0.9493	0.9415
R3	0.9470	0.9452	0.9403
R2	0.9429	0.9429	0.9400
R1	0.9411	0.9411	0.9396	0.9420
PP	0.9388	0.9388	0.9388	0.9393
S1	0.9370	0.9370	0.9388	0.9379
S2	0.9347	0.9347	0.9384
S3	0.9306	0.9329	0.9381
S4	0.9265	0.9288	0.9369

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9713	0.9636	0.9384
R3	0.9593	0.9516	0.9351
R2	0.9473	0.9473	0.9340
R1	0.9396	0.9396	0.9329	0.9375
PP	0.9353	0.9353	0.9353	0.9343
S1	0.9276	0.9276	0.9307	0.9255
S2	0.9233	0.9233	0.9296
S3	0.9113	0.9156	0.9285
S4	0.8993	0.9036	0.9252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9410	0.9304	0.0106	1.1%	0.0054	0.6%	83%	False	False	27,960
10	0.9434	0.9293	0.0141	1.5%	0.0063	0.7%	70%	False	False	42,110
20	0.9446	0.9293	0.0153	1.6%	0.0058	0.6%	65%	False	False	36,633
40	0.9583	0.9293	0.0290	3.1%	0.0051	0.5%	34%	False	False	18,632
60	0.9700	0.9293	0.0407	4.3%	0.0048	0.5%	24%	False	False	12,522
80	0.9775	0.9293	0.0482	5.1%	0.0045	0.5%	21%	False	False	9,429
100	0.9775	0.9293	0.0482	5.1%	0.0044	0.5%	21%	False	False	7,558
120	0.9775	0.9293	0.0482	5.1%	0.0041	0.4%	21%	False	False	6,303

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9581
2.618	0.9514
1.618	0.9473
1.000	0.9448
0.618	0.9432
HIGH	0.9407
0.618	0.9391
0.500	0.9387
0.382	0.9382
LOW	0.9366
0.618	0.9341
1.000	0.9325
1.618	0.9300
2.618	0.9259
4.250	0.9192

Fisher Pivots for day following 31-Dec-2013
Pivot	1 day	3 day
R1	0.9390	0.9380
PP	0.9388	0.9368
S1	0.9387	0.9356

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

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