CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	0.9018	0.8981	-0.0037	-0.4%	0.9103
High	0.9026	0.8991	-0.0035	-0.4%	0.9160
Low	0.8968	0.8956	-0.0012	-0.1%	0.8927
Close	0.8979	0.8969	-0.0010	-0.1%	0.8982
Range	0.0058	0.0035	-0.0023	-39.7%	0.0233
ATR	0.0065	0.0063	-0.0002	-3.3%	0.0000
Volume	43,804	44,642	838	1.9%	261,573

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9077	0.9058	0.8988
R3	0.9042	0.9023	0.8979
R2	0.9007	0.9007	0.8975
R1	0.8988	0.8988	0.8972	0.8980
PP	0.8972	0.8972	0.8972	0.8968
S1	0.8953	0.8953	0.8966	0.8945
S2	0.8937	0.8937	0.8963
S3	0.8902	0.8918	0.8959
S4	0.8867	0.8883	0.8950

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	0.9043	0.8927	0.0116	1.3%	0.0056	0.6%	36%	False	False	47,363
10	0.9160	0.8927	0.0233	2.6%	0.0061	0.7%	18%	False	False	53,049
20	0.9160	0.8899	0.0261	2.9%	0.0063	0.7%	27%	False	False	55,291
40	0.9428	0.8899	0.0529	5.9%	0.0067	0.7%	13%	False	False	62,245
60	0.9446	0.8899	0.0547	6.1%	0.0064	0.7%	13%	False	False	53,251
80	0.9583	0.8899	0.0684	7.6%	0.0059	0.7%	10%	False	False	40,089
100	0.9700	0.8899	0.0801	8.9%	0.0056	0.6%	9%	False	False	32,129
120	0.9775	0.8899	0.0876	9.8%	0.0053	0.6%	8%	False	False	26,798

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9140
2.618	0.9083
1.618	0.9048
1.000	0.9026
0.618	0.9013
HIGH	0.8991
0.618	0.8978
0.500	0.8974
0.382	0.8969
LOW	0.8956
0.618	0.8934
1.000	0.8921
1.618	0.8899
2.618	0.8864
4.250	0.8807

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	0.8974	0.8999
PP	0.8972	0.8989
S1	0.8971	0.8979

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

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