CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 06-Feb-2014

Day Change Summary
	Previous	Current
	05-Feb-2014	06-Feb-2014	Change	Change %	Previous Week
Open	0.9019	0.9015	-0.0004	0.0%	0.9024
High	0.9051	0.9042	-0.0009	-0.1%	0.9054
Low	0.8983	0.8982	-0.0001	0.0%	0.8899
Close	0.9019	0.9028	0.0009	0.1%	0.8978
Range	0.0068	0.0060	-0.0008	-11.8%	0.0155
ATR	0.0070	0.0069	-0.0001	-1.0%	0.0000
Volume	64,649	52,633	-12,016	-18.6%	300,242

Daily Pivots for day following 06-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9197	0.9173	0.9061
R3	0.9137	0.9113	0.9045
R2	0.9077	0.9077	0.9039
R1	0.9053	0.9053	0.9034	0.9065
PP	0.9017	0.9017	0.9017	0.9024
S1	0.8993	0.8993	0.9023	0.9005
S2	0.8957	0.8957	0.9017
S3	0.8897	0.8933	0.9012
S4	0.8837	0.8873	0.8995

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%	0.0075	0.8%	85%	False	False	64,574
10	0.9054	0.8899	0.0155	1.7%	0.0070	0.8%	83%	False	False	62,618
20	0.9229	0.8899	0.0330	3.7%	0.0070	0.8%	39%	False	False	68,710
40	0.9446	0.8899	0.0547	6.1%	0.0067	0.7%	24%	False	False	60,145
60	0.9573	0.8899	0.0674	7.5%	0.0060	0.7%	19%	False	False	41,175
80	0.9700	0.8899	0.0801	8.9%	0.0056	0.6%	16%	False	False	30,956
100	0.9775	0.8899	0.0876	9.7%	0.0053	0.6%	15%	False	False	24,795
120	0.9775	0.8899	0.0876	9.7%	0.0050	0.6%	15%	False	False	20,679

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9297
2.618	0.9199
1.618	0.9139
1.000	0.9102
0.618	0.9079
HIGH	0.9042
0.618	0.9019
0.500	0.9012
0.382	0.9005
LOW	0.8982
0.618	0.8945
1.000	0.8922
1.618	0.8885
2.618	0.8825
4.250	0.8727

Fisher Pivots for day following 06-Feb-2014
Pivot	1 day	3 day
R1	0.9023	0.9024
PP	0.9017	0.9020
S1	0.9012	0.9016

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

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