CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 05-Feb-2014

Day Change Summary
	Previous	Current
	04-Feb-2014	05-Feb-2014	Change	Change %	Previous Week
Open	0.8991	0.9019	0.0028	0.3%	0.9024
High	0.9042	0.9051	0.0009	0.1%	0.9054
Low	0.8981	0.8983	0.0002	0.0%	0.8899
Close	0.9021	0.9019	-0.0002	0.0%	0.8978
Range	0.0061	0.0068	0.0007	11.5%	0.0155
ATR	0.0070	0.0070	0.0000	-0.2%	0.0000
Volume	52,745	64,649	11,904	22.6%	300,242

Daily Pivots for day following 05-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9222	0.9188	0.9056
R3	0.9154	0.9120	0.9038
R2	0.9086	0.9086	0.9031
R1	0.9052	0.9052	0.9025	0.9053
PP	0.9018	0.9018	0.9018	0.9018
S1	0.8984	0.8984	0.9013	0.8985
S2	0.8950	0.8950	0.9007
S3	0.8882	0.8916	0.9000
S4	0.8814	0.8848	0.8982

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	0.9051	0.8899	0.0152	1.7%	0.0071	0.8%	79%	True	False	63,638
10	0.9054	0.8899	0.0155	1.7%	0.0071	0.8%	77%	False	False	69,441
20	0.9273	0.8899	0.0374	4.1%	0.0070	0.8%	32%	False	False	70,385
40	0.9446	0.8899	0.0547	6.1%	0.0066	0.7%	22%	False	False	59,296
60	0.9573	0.8899	0.0674	7.5%	0.0060	0.7%	18%	False	False	40,306
80	0.9700	0.8899	0.0801	8.9%	0.0056	0.6%	15%	False	False	30,302
100	0.9775	0.8899	0.0876	9.7%	0.0052	0.6%	14%	False	False	24,269
120	0.9775	0.8899	0.0876	9.7%	0.0050	0.6%	14%	False	False	20,240

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9340
2.618	0.9229
1.618	0.9161
1.000	0.9119
0.618	0.9093
HIGH	0.9051
0.618	0.9025
0.500	0.9017
0.382	0.9009
LOW	0.8983
0.618	0.8941
1.000	0.8915
1.618	0.8873
2.618	0.8805
4.250	0.8694

Fisher Pivots for day following 05-Feb-2014
Pivot	1 day	3 day
R1	0.9018	0.9017
PP	0.9018	0.9014
S1	0.9017	0.9012

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

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