CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 07-Feb-2014

Day Change Summary
	Previous	Current
	06-Feb-2014	07-Feb-2014	Change	Change %	Previous Week
Open	0.9015	0.9026	0.0011	0.1%	0.8983
High	0.9042	0.9110	0.0068	0.8%	0.9110
Low	0.8982	0.9017	0.0035	0.4%	0.8973
Close	0.9028	0.9056	0.0028	0.3%	0.9056
Range	0.0060	0.0093	0.0033	55.0%	0.0137
ATR	0.0069	0.0071	0.0002	2.5%	0.0000
Volume	52,633	71,486	18,853	35.8%	311,712

Daily Pivots for day following 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9340	0.9291	0.9107
R3	0.9247	0.9198	0.9082
R2	0.9154	0.9154	0.9073
R1	0.9105	0.9105	0.9065	0.9130
PP	0.9061	0.9061	0.9061	0.9073
S1	0.9012	0.9012	0.9047	0.9037
S2	0.8968	0.8968	0.9039
S3	0.8875	0.8919	0.9030
S4	0.8782	0.8826	0.9005

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9457	0.9394	0.9131
R3	0.9320	0.9257	0.9094
R2	0.9183	0.9183	0.9081
R1	0.9120	0.9120	0.9069	0.9152
PP	0.9046	0.9046	0.9046	0.9062
S1	0.8983	0.8983	0.9043	0.9015
S2	0.8909	0.8909	0.9031
S3	0.8772	0.8846	0.9018
S4	0.8635	0.8709	0.8981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9110	0.8973	0.0137	1.5%	0.0071	0.8%	61%	True	False	62,342
10	0.9110	0.8899	0.0211	2.3%	0.0073	0.8%	74%	True	False	61,195
20	0.9212	0.8899	0.0313	3.5%	0.0073	0.8%	50%	False	False	69,094
40	0.9446	0.8899	0.0547	6.0%	0.0068	0.7%	29%	False	False	61,538
60	0.9573	0.8899	0.0674	7.4%	0.0062	0.7%	23%	False	False	42,360
80	0.9700	0.8899	0.0801	8.8%	0.0056	0.6%	20%	False	False	31,846
100	0.9775	0.8899	0.0876	9.7%	0.0053	0.6%	18%	False	False	25,510
120	0.9775	0.8899	0.0876	9.7%	0.0050	0.6%	18%	False	False	21,274

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9505
2.618	0.9353
1.618	0.9260
1.000	0.9203
0.618	0.9167
HIGH	0.9110
0.618	0.9074
0.500	0.9064
0.382	0.9053
LOW	0.9017
0.618	0.8960
1.000	0.8924
1.618	0.8867
2.618	0.8774
4.250	0.8622

Fisher Pivots for day following 07-Feb-2014
Pivot	1 day	3 day
R1	0.9064	0.9053
PP	0.9061	0.9049
S1	0.9059	0.9046

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

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