CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 03-Jan-2014

Day Change Summary
	Previous	Current
	02-Jan-2014	03-Jan-2014	Change	Change %	Previous Week
Open	0.9385	0.9357	-0.0028	-0.3%	0.9324
High	0.9428	0.9416	-0.0012	-0.1%	0.9428
Low	0.9348	0.9354	0.0006	0.1%	0.9304
Close	0.9362	0.9402	0.0040	0.4%	0.9402
Range	0.0080	0.0062	-0.0018	-22.5%	0.0124
ATR	0.0058	0.0058	0.0000	0.5%	0.0000
Volume	57,194	56,119	-1,075	-1.9%	183,144

Daily Pivots for day following 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9577	0.9551	0.9436
R3	0.9515	0.9489	0.9419
R2	0.9453	0.9453	0.9413
R1	0.9427	0.9427	0.9408	0.9440
PP	0.9391	0.9391	0.9391	0.9397
S1	0.9365	0.9365	0.9396	0.9378
S2	0.9329	0.9329	0.9391
S3	0.9267	0.9303	0.9385
S4	0.9205	0.9241	0.9368

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9750	0.9700	0.9470
R3	0.9626	0.9576	0.9436
R2	0.9502	0.9502	0.9425
R1	0.9452	0.9452	0.9413	0.9477
PP	0.9378	0.9378	0.9378	0.9391
S1	0.9328	0.9328	0.9391	0.9353
S2	0.9254	0.9254	0.9379
S3	0.9130	0.9204	0.9368
S4	0.9006	0.9080	0.9334

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9428	0.9304	0.0124	1.3%	0.0070	0.7%	79%	False	False	45,048
10	0.9431	0.9293	0.0138	1.5%	0.0064	0.7%	79%	False	False	40,982
20	0.9446	0.9293	0.0153	1.6%	0.0060	0.6%	71%	False	False	41,775
40	0.9576	0.9293	0.0283	3.0%	0.0053	0.6%	39%	False	False	21,454
60	0.9700	0.9293	0.0407	4.3%	0.0049	0.5%	27%	False	False	14,403
80	0.9775	0.9293	0.0482	5.1%	0.0046	0.5%	23%	False	False	10,842
100	0.9775	0.9293	0.0482	5.1%	0.0045	0.5%	23%	False	False	8,683
120	0.9775	0.9293	0.0482	5.1%	0.0042	0.4%	23%	False	False	7,247

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9680
2.618	0.9578
1.618	0.9516
1.000	0.9478
0.618	0.9454
HIGH	0.9416
0.618	0.9392
0.500	0.9385
0.382	0.9378
LOW	0.9354
0.618	0.9316
1.000	0.9292
1.618	0.9254
2.618	0.9192
4.250	0.9091

Fisher Pivots for day following 03-Jan-2014
Pivot	1 day	3 day
R1	0.9396	0.9397
PP	0.9391	0.9393
S1	0.9385	0.9388

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

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