CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	0.8985	0.9023	0.0038	0.4%	0.9000
High	0.9054	0.9056	0.0002	0.0%	0.9054
Low	0.8966	0.8998	0.0032	0.4%	0.8956
Close	0.9034	0.9019	-0.0015	-0.2%	0.9034
Range	0.0088	0.0058	-0.0030	-34.1%	0.0098
ATR	0.0065	0.0064	0.0000	-0.7%	0.0000
Volume	69,526	56,551	-12,975	-18.7%	234,764

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9198	0.9167	0.9051
R3	0.9140	0.9109	0.9035
R2	0.9082	0.9082	0.9030
R1	0.9051	0.9051	0.9024	0.9038
PP	0.9024	0.9024	0.9024	0.9018
S1	0.8993	0.8993	0.9014	0.8980
S2	0.8966	0.8966	0.9008
S3	0.8908	0.8935	0.9003
S4	0.8850	0.8877	0.8987

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	0.9056	0.8956	0.0100	1.1%	0.0055	0.6%	63%	True	False	50,017
10	0.9160	0.8927	0.0233	2.6%	0.0065	0.7%	39%	False	False	55,288
20	0.9160	0.8927	0.0233	2.6%	0.0063	0.7%	39%	False	False	55,065
40	0.9416	0.8899	0.0517	5.7%	0.0067	0.7%	23%	False	False	63,258
60	0.9446	0.8899	0.0547	6.1%	0.0065	0.7%	22%	False	False	55,277
80	0.9576	0.8899	0.0677	7.5%	0.0060	0.7%	18%	False	False	41,657
100	0.9700	0.8899	0.0801	8.9%	0.0056	0.6%	15%	False	False	33,385
120	0.9775	0.8899	0.0876	9.7%	0.0053	0.6%	14%	False	False	27,847

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9303
2.618	0.9208
1.618	0.9150
1.000	0.9114
0.618	0.9092
HIGH	0.9056
0.618	0.9034
0.500	0.9027
0.382	0.9020
LOW	0.8998
0.618	0.8962
1.000	0.8940
1.618	0.8904
2.618	0.8846
4.250	0.8752

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	0.9027	0.9015
PP	0.9024	0.9010
S1	0.9022	0.9006

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

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