CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 03-Feb-2014

Day Change Summary
	Previous	Current
	31-Jan-2014	03-Feb-2014	Change	Change %	Previous Week
Open	0.8947	0.8983	0.0036	0.4%	0.9024
High	0.9010	0.9048	0.0038	0.4%	0.9054
Low	0.8899	0.8973	0.0074	0.8%	0.8899
Close	0.8978	0.9002	0.0024	0.3%	0.8978
Range	0.0111	0.0075	-0.0036	-32.4%	0.0155
ATR	0.0070	0.0071	0.0000	0.5%	0.0000
Volume	82,648	70,199	-12,449	-15.1%	300,242

Daily Pivots for day following 03-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9233	0.9192	0.9043
R3	0.9158	0.9117	0.9023
R2	0.9083	0.9083	0.9016
R1	0.9042	0.9042	0.9009	0.9063
PP	0.9008	0.9008	0.9008	0.9018
S1	0.8967	0.8967	0.8995	0.8988
S2	0.8933	0.8933	0.8988
S3	0.8858	0.8892	0.8981
S4	0.8783	0.8817	0.8961

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	0.9048	0.8899	0.0149	1.7%	0.0075	0.8%	69%	True	False	63,441
10	0.9137	0.8899	0.0238	2.6%	0.0077	0.9%	43%	False	False	73,507
20	0.9410	0.8899	0.0511	5.7%	0.0072	0.8%	20%	False	False	72,155
40	0.9446	0.8899	0.0547	6.1%	0.0066	0.7%	19%	False	False	56,965
60	0.9576	0.8899	0.0677	7.5%	0.0059	0.7%	15%	False	False	38,355
80	0.9700	0.8899	0.0801	8.9%	0.0055	0.6%	13%	False	False	28,841
100	0.9775	0.8899	0.0876	9.7%	0.0051	0.6%	12%	False	False	23,105
120	0.9775	0.8899	0.0876	9.7%	0.0049	0.5%	12%	False	False	19,262

Crabel Price Patterns
NR	True
NR4	False
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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9367
2.618	0.9244
1.618	0.9169
1.000	0.9123
0.618	0.9094
HIGH	0.9048
0.618	0.9019
0.500	0.9011
0.382	0.9002
LOW	0.8973
0.618	0.8927
1.000	0.8898
1.618	0.8852
2.618	0.8777
4.250	0.8654

Fisher Pivots for day following 03-Feb-2014
Pivot	1 day	3 day
R1	0.9011	0.8993
PP	0.9008	0.8983
S1	0.9005	0.8974

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

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