CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 10-Feb-2014

Day Change Summary
	Previous	Current
	07-Feb-2014	10-Feb-2014	Change	Change %	Previous Week
Open	0.9026	0.9049	0.0023	0.3%	0.8983
High	0.9110	0.9068	-0.0042	-0.5%	0.9110
Low	0.9017	0.9032	0.0015	0.2%	0.8973
Close	0.9056	0.9045	-0.0011	-0.1%	0.9056
Range	0.0093	0.0036	-0.0057	-61.3%	0.0137
ATR	0.0071	0.0068	-0.0002	-3.5%	0.0000
Volume	71,486	35,114	-36,372	-50.9%	311,712

Daily Pivots for day following 10-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9156	0.9137	0.9065
R3	0.9120	0.9101	0.9055
R2	0.9084	0.9084	0.9052
R1	0.9065	0.9065	0.9048	0.9057
PP	0.9048	0.9048	0.9048	0.9044
S1	0.9029	0.9029	0.9042	0.9021
S2	0.9012	0.9012	0.9038
S3	0.8976	0.8993	0.9035
S4	0.8940	0.8957	0.9025

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	0.8981	0.0129	1.4%	0.0064	0.7%	50%	False	False	55,325
10	0.9110	0.8899	0.0211	2.3%	0.0069	0.8%	69%	False	False	59,383
20	0.9208	0.8899	0.0309	3.4%	0.0070	0.8%	47%	False	False	65,779
40	0.9446	0.8899	0.0547	6.0%	0.0068	0.8%	27%	False	False	61,172
60	0.9573	0.8899	0.0674	7.5%	0.0062	0.7%	22%	False	False	42,944
80	0.9700	0.8899	0.0801	8.9%	0.0056	0.6%	18%	False	False	32,283
100	0.9775	0.8899	0.0876	9.7%	0.0053	0.6%	17%	False	False	25,860
120	0.9775	0.8899	0.0876	9.7%	0.0050	0.6%	17%	False	False	21,567

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.9221
2.618	0.9162
1.618	0.9126
1.000	0.9104
0.618	0.9090
HIGH	0.9068
0.618	0.9054
0.500	0.9050
0.382	0.9046
LOW	0.9032
0.618	0.9010
1.000	0.8996
1.618	0.8974
2.618	0.8938
4.250	0.8879

Fisher Pivots for day following 10-Feb-2014
Pivot	1 day	3 day
R1	0.9050	0.9046
PP	0.9048	0.9046
S1	0.9047	0.9045

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

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