CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 22-Jan-2014

Day Change Summary
	Previous	Current
	21-Jan-2014	22-Jan-2014	Change	Change %	Previous Week
Open	0.9103	0.9106	0.0003	0.0%	0.9156
High	0.9137	0.9118	-0.0019	-0.2%	0.9208
Low	0.9063	0.9003	-0.0060	-0.7%	0.9084
Close	0.9094	0.9011	-0.0083	-0.9%	0.9102
Range	0.0074	0.0115	0.0041	55.4%	0.0124
ATR	0.0064	0.0068	0.0004	5.7%	0.0000
Volume	67,347	90,706	23,359	34.7%	303,892

Daily Pivots for day following 22-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9389	0.9315	0.9074
R3	0.9274	0.9200	0.9043
R2	0.9159	0.9159	0.9032
R1	0.9085	0.9085	0.9022	0.9065
PP	0.9044	0.9044	0.9044	0.9034
S1	0.8970	0.8970	0.9000	0.8950
S2	0.8929	0.8929	0.8990
S3	0.8814	0.8855	0.8979
S4	0.8699	0.8740	0.8948

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	0.9157	0.9003	0.0154	1.7%	0.0069	0.8%	5%	False	True	65,705
10	0.9273	0.9003	0.0270	3.0%	0.0069	0.8%	3%	False	True	71,329
20	0.9431	0.9003	0.0428	4.7%	0.0067	0.7%	2%	False	True	58,091
40	0.9481	0.9003	0.0478	5.3%	0.0061	0.7%	2%	False	True	43,007
60	0.9583	0.9003	0.0580	6.4%	0.0054	0.6%	1%	False	True	28,782
80	0.9700	0.9003	0.0697	7.7%	0.0051	0.6%	1%	False	True	21,643
100	0.9775	0.9003	0.0772	8.6%	0.0049	0.5%	1%	False	True	17,340
120	0.9775	0.9003	0.0772	8.6%	0.0046	0.5%	1%	False	True	14,462

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	0.0013
Widest range in 158 trading days

Fibonacci Retracements and Extensions
4.250	0.9607
2.618	0.9419
1.618	0.9304
1.000	0.9233
0.618	0.9189
HIGH	0.9118
0.618	0.9074
0.500	0.9061
0.382	0.9047
LOW	0.9003
0.618	0.8932
1.000	0.8888
1.618	0.8817
2.618	0.8702
4.250	0.8514

Fisher Pivots for day following 22-Jan-2014
Pivot	1 day	3 day
R1	0.9061	0.9071
PP	0.9044	0.9051
S1	0.9028	0.9031

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

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