CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 28-Feb-2014

Day Change Summary
	Previous	Current
	27-Feb-2014	28-Feb-2014	Change	Change %	Previous Week
Open	0.8981	0.8985	0.0004	0.0%	0.9000
High	0.8991	0.9054	0.0063	0.7%	0.9054
Low	0.8956	0.8966	0.0010	0.1%	0.8956
Close	0.8969	0.9034	0.0065	0.7%	0.9034
Range	0.0035	0.0088	0.0053	151.4%	0.0098
ATR	0.0063	0.0065	0.0002	2.9%	0.0000
Volume	44,642	69,526	24,884	55.7%	234,764

Daily Pivots for day following 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9282	0.9246	0.9082
R3	0.9194	0.9158	0.9058
R2	0.9106	0.9106	0.9050
R1	0.9070	0.9070	0.9042	0.9088
PP	0.9018	0.9018	0.9018	0.9027
S1	0.8982	0.8982	0.9026	0.9000
S2	0.8930	0.8930	0.9018
S3	0.8842	0.8894	0.9010
S4	0.8754	0.8806	0.8986

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9309	0.9269	0.9088
R3	0.9211	0.9171	0.9061
R2	0.9113	0.9113	0.9052
R1	0.9073	0.9073	0.9043	0.9093
PP	0.9015	0.9015	0.9015	0.9025
S1	0.8975	0.8975	0.9025	0.8995
S2	0.8917	0.8917	0.9016
S3	0.8819	0.8877	0.9007
S4	0.8721	0.8779	0.8980

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9054	0.8956	0.0098	1.1%	0.0058	0.6%	80%	True	False	46,952
10	0.9160	0.8927	0.0233	2.6%	0.0063	0.7%	46%	False	False	55,168
20	0.9160	0.8899	0.0261	2.9%	0.0065	0.7%	52%	False	False	56,370
40	0.9428	0.8899	0.0529	5.9%	0.0068	0.8%	26%	False	False	63,274
60	0.9446	0.8899	0.0547	6.1%	0.0064	0.7%	25%	False	False	54,394
80	0.9583	0.8899	0.0684	7.6%	0.0059	0.7%	20%	False	False	40,953
100	0.9700	0.8899	0.0801	8.9%	0.0056	0.6%	17%	False	False	32,823
120	0.9775	0.8899	0.0876	9.7%	0.0053	0.6%	15%	False	False	27,377

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9428
2.618	0.9284
1.618	0.9196
1.000	0.9142
0.618	0.9108
HIGH	0.9054
0.618	0.9020
0.500	0.9010
0.382	0.9000
LOW	0.8966
0.618	0.8912
1.000	0.8878
1.618	0.8824
2.618	0.8736
4.250	0.8592

Fisher Pivots for day following 28-Feb-2014
Pivot	1 day	3 day
R1	0.9026	0.9024
PP	0.9018	0.9015
S1	0.9010	0.9005

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

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