CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 07-Jan-2014

Day Change Summary
	Previous	Current
	06-Jan-2014	07-Jan-2014	Change	Change %	Previous Week
Open	0.9386	0.9366	-0.0020	-0.2%	0.9324
High	0.9410	0.9369	-0.0041	-0.4%	0.9428
Low	0.9346	0.9259	-0.0087	-0.9%	0.9304
Close	0.9369	0.9273	-0.0096	-1.0%	0.9402
Range	0.0064	0.0110	0.0046	71.9%	0.0124
ATR	0.0059	0.0062	0.0004	6.3%	0.0000
Volume	60,211	92,592	32,381	53.8%	183,144

Daily Pivots for day following 07-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9630	0.9562	0.9334
R3	0.9520	0.9452	0.9303
R2	0.9410	0.9410	0.9293
R1	0.9342	0.9342	0.9283	0.9321
PP	0.9300	0.9300	0.9300	0.9290
S1	0.9232	0.9232	0.9263	0.9211
S2	0.9190	0.9190	0.9253
S3	0.9080	0.9122	0.9243
S4	0.8970	0.9012	0.9213

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	0.9259	0.0169	1.8%	0.0071	0.8%	8%	False	True	58,895
10	0.9431	0.9259	0.0172	1.9%	0.0066	0.7%	8%	False	True	44,853
20	0.9446	0.9259	0.0187	2.0%	0.0062	0.7%	7%	False	True	48,208
40	0.9573	0.9259	0.0314	3.4%	0.0055	0.6%	4%	False	True	25,267
60	0.9700	0.9259	0.0441	4.8%	0.0051	0.5%	3%	False	True	16,940
80	0.9775	0.9259	0.0516	5.6%	0.0048	0.5%	3%	False	True	12,741
100	0.9775	0.9259	0.0516	5.6%	0.0046	0.5%	3%	False	True	10,211
120	0.9775	0.9259	0.0516	5.6%	0.0043	0.5%	3%	False	True	8,520

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 148 trading days

Fibonacci Retracements and Extensions
4.250	0.9837
2.618	0.9657
1.618	0.9547
1.000	0.9479
0.618	0.9437
HIGH	0.9369
0.618	0.9327
0.500	0.9314
0.382	0.9301
LOW	0.9259
0.618	0.9191
1.000	0.9149
1.618	0.9081
2.618	0.8971
4.250	0.8792

Fisher Pivots for day following 07-Jan-2014
Pivot	1 day	3 day
R1	0.9314	0.9338
PP	0.9300	0.9316
S1	0.9287	0.9295

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

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