CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	0.9117	0.9125	0.0008	0.1%	0.9386
High	0.9144	0.9157	0.0013	0.1%	0.9410
Low	0.9084	0.9108	0.0024	0.3%	0.9120
Close	0.9115	0.9145	0.0030	0.3%	0.9166
Range	0.0060	0.0049	-0.0011	-18.3%	0.0290
ATR	0.0065	0.0064	-0.0001	-1.8%	0.0000
Volume	68,930	51,027	-17,903	-26.0%	404,155

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9284	0.9263	0.9172
R3	0.9235	0.9214	0.9158
R2	0.9186	0.9186	0.9154
R1	0.9165	0.9165	0.9149	0.9176
PP	0.9137	0.9137	0.9137	0.9142
S1	0.9116	0.9116	0.9141	0.9127
S2	0.9088	0.9088	0.9136
S3	0.9039	0.9067	0.9132
S4	0.8990	0.9018	0.9118

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	0.9212	0.9084	0.0128	1.4%	0.0070	0.8%	48%	False	False	70,959
10	0.9416	0.9084	0.0332	3.6%	0.0069	0.8%	18%	False	False	71,365
20	0.9431	0.9084	0.0347	3.8%	0.0068	0.7%	18%	False	False	57,316
40	0.9571	0.9084	0.0487	5.3%	0.0060	0.7%	13%	False	False	37,821
60	0.9700	0.9084	0.0616	6.7%	0.0054	0.6%	10%	False	False	25,320
80	0.9700	0.9084	0.0616	6.7%	0.0049	0.5%	10%	False	False	19,039
100	0.9775	0.9084	0.0691	7.6%	0.0048	0.5%	9%	False	False	15,256
120	0.9775	0.9084	0.0691	7.6%	0.0045	0.5%	9%	False	False	12,724

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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9365
2.618	0.9285
1.618	0.9236
1.000	0.9206
0.618	0.9187
HIGH	0.9157
0.618	0.9138
0.500	0.9133
0.382	0.9127
LOW	0.9108
0.618	0.9078
1.000	0.9059
1.618	0.9029
2.618	0.8980
4.250	0.8900

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	0.9141	0.9142
PP	0.9137	0.9139
S1	0.9133	0.9136

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

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