CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	0.9005	0.9000	-0.0005	-0.1%	0.9103
High	0.9007	0.9043	0.0036	0.4%	0.9160
Low	0.8927	0.8970	0.0043	0.5%	0.8927
Close	0.8982	0.9037	0.0055	0.6%	0.8982
Range	0.0080	0.0073	-0.0007	-8.8%	0.0233
ATR	0.0067	0.0068	0.0000	0.6%	0.0000
Volume	71,577	41,227	-30,350	-42.4%	261,573

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9236	0.9209	0.9077
R3	0.9163	0.9136	0.9057
R2	0.9090	0.9090	0.9050
R1	0.9063	0.9063	0.9044	0.9077
PP	0.9017	0.9017	0.9017	0.9023
S1	0.8990	0.8990	0.9030	0.9004
S2	0.8944	0.8944	0.9024
S3	0.8871	0.8917	0.9017
S4	0.8798	0.8844	0.8997

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9722	0.9585	0.9110
R3	0.9489	0.9352	0.9046
R2	0.9256	0.9256	0.9025
R1	0.9119	0.9119	0.9003	0.9071
PP	0.9023	0.9023	0.9023	0.8999
S1	0.8886	0.8886	0.8961	0.8838
S2	0.8790	0.8790	0.8939
S3	0.8557	0.8653	0.8918
S4	0.8324	0.8420	0.8854

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9160	0.8927	0.0233	2.6%	0.0076	0.8%	47%	False	False	60,560
10	0.9160	0.8927	0.0233	2.6%	0.0063	0.7%	47%	False	False	53,950
20	0.9160	0.8899	0.0261	2.9%	0.0068	0.7%	53%	False	False	57,572
40	0.9428	0.8899	0.0529	5.9%	0.0068	0.8%	26%	False	False	61,475
60	0.9478	0.8899	0.0579	6.4%	0.0064	0.7%	24%	False	False	51,264
80	0.9583	0.8899	0.0684	7.6%	0.0059	0.6%	20%	False	False	38,549
100	0.9700	0.8899	0.0801	8.9%	0.0055	0.6%	17%	False	False	30,893
120	0.9775	0.8899	0.0876	9.7%	0.0053	0.6%	16%	False	False	25,766

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9353
2.618	0.9234
1.618	0.9161
1.000	0.9116
0.618	0.9088
HIGH	0.9043
0.618	0.9015
0.500	0.9007
0.382	0.8998
LOW	0.8970
0.618	0.8925
1.000	0.8897
1.618	0.8852
2.618	0.8779
4.250	0.8660

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	0.9027	0.9020
PP	0.9017	0.9002
S1	0.9007	0.8985

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

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