CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 15-Jan-2014

Day Change Summary
	Previous	Current
	14-Jan-2014	15-Jan-2014	Change	Change %	Previous Week
Open	0.9185	0.9117	-0.0068	-0.7%	0.9386
High	0.9187	0.9144	-0.0043	-0.5%	0.9410
Low	0.9111	0.9084	-0.0027	-0.3%	0.9120
Close	0.9122	0.9115	-0.0007	-0.1%	0.9166
Range	0.0076	0.0060	-0.0016	-21.1%	0.0290
ATR	0.0066	0.0065	0.0000	-0.6%	0.0000
Volume	72,555	68,930	-3,625	-5.0%	404,155

Daily Pivots for day following 15-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9294	0.9265	0.9148
R3	0.9234	0.9205	0.9132
R2	0.9174	0.9174	0.9126
R1	0.9145	0.9145	0.9121	0.9130
PP	0.9114	0.9114	0.9114	0.9107
S1	0.9085	0.9085	0.9110	0.9070
S2	0.9054	0.9054	0.9104
S3	0.8994	0.9025	0.9099
S4	0.8934	0.8965	0.9082

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0102	0.9924	0.9326
R3	0.9812	0.9634	0.9246
R2	0.9522	0.9522	0.9219
R1	0.9344	0.9344	0.9193	0.9288
PP	0.9232	0.9232	0.9232	0.9204
S1	0.9054	0.9054	0.9139	0.8998
S2	0.8942	0.8942	0.9113
S3	0.8652	0.8764	0.9086
S4	0.8362	0.8474	0.9007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9229	0.9084	0.0145	1.6%	0.0070	0.8%	21%	False	True	73,513
10	0.9428	0.9084	0.0344	3.8%	0.0072	0.8%	9%	False	True	71,981
20	0.9434	0.9084	0.0350	3.8%	0.0067	0.7%	9%	False	True	57,046
40	0.9573	0.9084	0.0489	5.4%	0.0059	0.6%	6%	False	True	36,555
60	0.9700	0.9084	0.0616	6.8%	0.0053	0.6%	5%	False	True	24,473
80	0.9700	0.9084	0.0616	6.8%	0.0049	0.5%	5%	False	True	18,402
100	0.9775	0.9084	0.0691	7.6%	0.0048	0.5%	4%	False	True	14,747
120	0.9775	0.9084	0.0691	7.6%	0.0045	0.5%	4%	False	True	12,299

Crabel Price Patterns
NR	True
NR4	True
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9399
2.618	0.9301
1.618	0.9241
1.000	0.9204
0.618	0.9181
HIGH	0.9144
0.618	0.9121
0.500	0.9114
0.382	0.9107
LOW	0.9084
0.618	0.9047
1.000	0.9024
1.618	0.8987
2.618	0.8927
4.250	0.8829

Fisher Pivots for day following 15-Jan-2014
Pivot	1 day	3 day
R1	0.9115	0.9146
PP	0.9114	0.9136
S1	0.9114	0.9125

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

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