CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 17-Jan-2014

Day Change Summary
	Previous	Current
	16-Jan-2014	17-Jan-2014	Change	Change %	Previous Week
Open	0.9125	0.9135	0.0010	0.1%	0.9156
High	0.9157	0.9139	-0.0018	-0.2%	0.9208
Low	0.9108	0.9091	-0.0017	-0.2%	0.9084
Close	0.9145	0.9102	-0.0043	-0.5%	0.9102
Range	0.0049	0.0048	-0.0001	-2.0%	0.0124
ATR	0.0064	0.0063	-0.0001	-1.1%	0.0000
Volume	51,027	50,516	-511	-1.0%	303,892

Daily Pivots for day following 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9255	0.9226	0.9128
R3	0.9207	0.9178	0.9115
R2	0.9159	0.9159	0.9111
R1	0.9130	0.9130	0.9106	0.9121
PP	0.9111	0.9111	0.9111	0.9106
S1	0.9082	0.9082	0.9098	0.9073
S2	0.9063	0.9063	0.9093
S3	0.9015	0.9034	0.9089
S4	0.8967	0.8986	0.9076

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9503	0.9427	0.9170
R3	0.9379	0.9303	0.9136
R2	0.9255	0.9255	0.9125
R1	0.9179	0.9179	0.9113	0.9155
PP	0.9131	0.9131	0.9131	0.9120
S1	0.9055	0.9055	0.9091	0.9031
S2	0.9007	0.9007	0.9079
S3	0.8883	0.8931	0.9068
S4	0.8759	0.8807	0.9034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9208	0.9084	0.0124	1.4%	0.0061	0.7%	15%	False	False	60,778
10	0.9410	0.9084	0.0326	3.6%	0.0068	0.7%	6%	False	False	70,804
20	0.9431	0.9084	0.0347	3.8%	0.0066	0.7%	5%	False	False	55,893
40	0.9560	0.9084	0.0476	5.2%	0.0059	0.7%	4%	False	False	39,073
60	0.9689	0.9084	0.0605	6.6%	0.0054	0.6%	3%	False	False	26,161
80	0.9700	0.9084	0.0616	6.8%	0.0049	0.5%	3%	False	False	19,671
100	0.9775	0.9084	0.0691	7.6%	0.0048	0.5%	3%	False	False	15,760
120	0.9775	0.9084	0.0691	7.6%	0.0045	0.5%	3%	False	False	13,145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9343
2.618	0.9265
1.618	0.9217
1.000	0.9187
0.618	0.9169
HIGH	0.9139
0.618	0.9121
0.500	0.9115
0.382	0.9109
LOW	0.9091
0.618	0.9061
1.000	0.9043
1.618	0.9013
2.618	0.8965
4.250	0.8887

Fisher Pivots for day following 17-Jan-2014
Pivot	1 day	3 day
R1	0.9115	0.9121
PP	0.9111	0.9114
S1	0.9106	0.9108

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

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