CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	0.8943	0.8947	0.0004	0.0%	0.9024
High	0.8958	0.9010	0.0052	0.6%	0.9054
Low	0.8917	0.8899	-0.0018	-0.2%	0.8899
Close	0.8938	0.8978	0.0040	0.4%	0.8978
Range	0.0041	0.0111	0.0070	170.7%	0.0155
ATR	0.0067	0.0070	0.0003	4.7%	0.0000
Volume	47,951	82,648	34,697	72.4%	300,242

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9295	0.9248	0.9039
R3	0.9184	0.9137	0.9009
R2	0.9073	0.9073	0.8998
R1	0.9026	0.9026	0.8988	0.9050
PP	0.8962	0.8962	0.8962	0.8974
S1	0.8915	0.8915	0.8968	0.8939
S2	0.8851	0.8851	0.8958
S3	0.8740	0.8804	0.8947
S4	0.8629	0.8693	0.8917

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9442	0.9365	0.9063
R3	0.9287	0.9210	0.9021
R2	0.9132	0.9132	0.9006
R1	0.9055	0.9055	0.8992	0.9016
PP	0.8977	0.8977	0.8977	0.8958
S1	0.8900	0.8900	0.8964	0.8861
S2	0.8822	0.8822	0.8950
S3	0.8667	0.8745	0.8935
S4	0.8512	0.8590	0.8893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9054	0.8899	0.0155	1.7%	0.0074	0.8%	51%	False	True	60,048
10	0.9139	0.8899	0.0240	2.7%	0.0074	0.8%	33%	False	True	71,538
20	0.9416	0.8899	0.0517	5.8%	0.0072	0.8%	15%	False	True	71,451
40	0.9446	0.8899	0.0547	6.1%	0.0066	0.7%	14%	False	True	55,383
60	0.9576	0.8899	0.0677	7.5%	0.0059	0.7%	12%	False	True	37,187
80	0.9700	0.8899	0.0801	8.9%	0.0055	0.6%	10%	False	True	27,966
100	0.9775	0.8899	0.0876	9.8%	0.0051	0.6%	9%	False	True	22,404
120	0.9775	0.8899	0.0876	9.8%	0.0049	0.5%	9%	False	True	18,679

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9482
2.618	0.9301
1.618	0.9190
1.000	0.9121
0.618	0.9079
HIGH	0.9010
0.618	0.8968
0.500	0.8955
0.382	0.8941
LOW	0.8899
0.618	0.8830
1.000	0.8788
1.618	0.8719
2.618	0.8608
4.250	0.8427

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	0.8970	0.8970
PP	0.8962	0.8962
S1	0.8955	0.8955

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

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