CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 09-Jan-2014

Day Change Summary
	Previous	Current
	08-Jan-2014	09-Jan-2014	Change	Change %	Previous Week
Open	0.9270	0.9220	-0.0050	-0.5%	0.9324
High	0.9273	0.9229	-0.0044	-0.5%	0.9428
Low	0.9218	0.9180	-0.0038	-0.4%	0.9304
Close	0.9238	0.9188	-0.0050	-0.5%	0.9402
Range	0.0055	0.0049	-0.0006	-10.9%	0.0124
ATR	0.0062	0.0061	0.0000	-0.4%	0.0000
Volume	86,135	63,794	-22,341	-25.9%	183,144

Daily Pivots for day following 09-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9346	0.9316	0.9215
R3	0.9297	0.9267	0.9201
R2	0.9248	0.9248	0.9197
R1	0.9218	0.9218	0.9192	0.9209
PP	0.9199	0.9199	0.9199	0.9194
S1	0.9169	0.9169	0.9184	0.9160
S2	0.9150	0.9150	0.9179
S3	0.9101	0.9120	0.9175
S4	0.9052	0.9071	0.9161

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	0.9416	0.9180	0.0236	2.6%	0.0068	0.7%	3%	False	True	71,770
10	0.9428	0.9180	0.0248	2.7%	0.0066	0.7%	3%	False	True	53,760
20	0.9446	0.9180	0.0266	2.9%	0.0063	0.7%	3%	False	True	53,983
40	0.9573	0.9180	0.0393	4.3%	0.0056	0.6%	2%	False	True	28,993
60	0.9700	0.9180	0.0520	5.7%	0.0051	0.6%	2%	False	True	19,430
80	0.9775	0.9180	0.0595	6.5%	0.0048	0.5%	1%	False	True	14,614
100	0.9775	0.9180	0.0595	6.5%	0.0046	0.5%	1%	False	True	11,710
120	0.9775	0.9180	0.0595	6.5%	0.0043	0.5%	1%	False	True	9,769

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9437
2.618	0.9357
1.618	0.9308
1.000	0.9278
0.618	0.9259
HIGH	0.9229
0.618	0.9210
0.500	0.9205
0.382	0.9199
LOW	0.9180
0.618	0.9150
1.000	0.9131
1.618	0.9101
2.618	0.9052
4.250	0.8972

Fisher Pivots for day following 09-Jan-2014
Pivot	1 day	3 day
R1	0.9205	0.9275
PP	0.9199	0.9246
S1	0.9194	0.9217

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

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