CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	0.9038	0.9075	0.0037	0.4%	0.8983
High	0.9081	0.9104	0.0023	0.3%	0.9110
Low	0.9010	0.9064	0.0054	0.6%	0.8973
Close	0.9073	0.9087	0.0014	0.2%	0.9056
Range	0.0071	0.0040	-0.0031	-43.7%	0.0137
ATR	0.0068	0.0066	-0.0002	-3.0%	0.0000
Volume	52,477	45,433	-7,044	-13.4%	311,712

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9186	0.9109
R3	0.9165	0.9146	0.9098
R2	0.9125	0.9125	0.9094
R1	0.9106	0.9106	0.9091	0.9116
PP	0.9085	0.9085	0.9085	0.9090
S1	0.9066	0.9066	0.9083	0.9076
S2	0.9045	0.9045	0.9080
S3	0.9005	0.9026	0.9076
S4	0.8965	0.8986	0.9065

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	0.8982	0.0128	1.4%	0.0060	0.7%	82%	False	False	51,428
10	0.9110	0.8899	0.0211	2.3%	0.0066	0.7%	89%	False	False	57,533
20	0.9157	0.8899	0.0258	2.8%	0.0068	0.7%	73%	False	False	64,004
40	0.9437	0.8899	0.0538	5.9%	0.0067	0.7%	35%	False	False	59,864
60	0.9573	0.8899	0.0674	7.4%	0.0062	0.7%	28%	False	False	44,566
80	0.9700	0.8899	0.0801	8.8%	0.0056	0.6%	23%	False	False	33,498
100	0.9700	0.8899	0.0801	8.8%	0.0053	0.6%	23%	False	False	26,836
120	0.9775	0.8899	0.0876	9.6%	0.0051	0.6%	21%	False	False	22,382

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9274
2.618	0.9209
1.618	0.9169
1.000	0.9144
0.618	0.9129
HIGH	0.9104
0.618	0.9089
0.500	0.9084
0.382	0.9079
LOW	0.9064
0.618	0.9039
1.000	0.9024
1.618	0.8999
2.618	0.8959
4.250	0.8894

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	0.9086	0.9077
PP	0.9085	0.9067
S1	0.9084	0.9057

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

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