CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 25-Feb-2014

Day Change Summary
	Previous	Current
	24-Feb-2014	25-Feb-2014	Change	Change %	Previous Week
Open	0.9000	0.9035	0.0035	0.4%	0.9103
High	0.9043	0.9042	-0.0001	0.0%	0.9160
Low	0.8970	0.9007	0.0037	0.4%	0.8927
Close	0.9037	0.9020	-0.0017	-0.2%	0.8982
Range	0.0073	0.0035	-0.0038	-52.1%	0.0233
ATR	0.0068	0.0065	-0.0002	-3.5%	0.0000
Volume	41,227	35,565	-5,662	-13.7%	261,573

Daily Pivots for day following 25-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9128	0.9109	0.9039
R3	0.9093	0.9074	0.9030
R2	0.9058	0.9058	0.9026
R1	0.9039	0.9039	0.9023	0.9031
PP	0.9023	0.9023	0.9023	0.9019
S1	0.9004	0.9004	0.9017	0.8996
S2	0.8988	0.8988	0.9014
S3	0.8953	0.8969	0.9010
S4	0.8918	0.8934	0.9001

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%	0.0075	0.8%	40%	False	False	57,395
10	0.9160	0.8927	0.0233	2.6%	0.0062	0.7%	40%	False	False	53,995
20	0.9160	0.8899	0.0261	2.9%	0.0066	0.7%	46%	False	False	56,689
40	0.9428	0.8899	0.0529	5.9%	0.0069	0.8%	23%	False	False	62,123
60	0.9466	0.8899	0.0567	6.3%	0.0064	0.7%	21%	False	False	51,833
80	0.9583	0.8899	0.0684	7.6%	0.0059	0.7%	18%	False	False	38,990
100	0.9700	0.8899	0.0801	8.9%	0.0055	0.6%	15%	False	False	31,248
120	0.9775	0.8899	0.0876	9.7%	0.0053	0.6%	14%	False	False	26,062

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	0.0016
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.9191
2.618	0.9134
1.618	0.9099
1.000	0.9077
0.618	0.9064
HIGH	0.9042
0.618	0.9029
0.500	0.9025
0.382	0.9020
LOW	0.9007
0.618	0.8985
1.000	0.8972
1.618	0.8950
2.618	0.8915
4.250	0.8858

Fisher Pivots for day following 25-Feb-2014
Pivot	1 day	3 day
R1	0.9025	0.9008
PP	0.9023	0.8997
S1	0.9022	0.8985

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

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