CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 07-Mar-2014

Day Change Summary
	Previous	Current
	06-Mar-2014	07-Mar-2014	Change	Change %	Previous Week
Open	0.9061	0.9099	0.0038	0.4%	0.9023
High	0.9126	0.9105	-0.0021	-0.2%	0.9126
Low	0.9050	0.9006	-0.0044	-0.5%	0.8991
Close	0.9102	0.9008	-0.0094	-1.0%	0.9008
Range	0.0076	0.0099	0.0023	30.3%	0.0135
ATR	0.0064	0.0067	0.0002	3.9%	0.0000
Volume	74,960	76,843	1,883	2.5%	313,870

Daily Pivots for day following 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9337	0.9271	0.9062
R3	0.9238	0.9172	0.9035
R2	0.9139	0.9139	0.9026
R1	0.9073	0.9073	0.9017	0.9057
PP	0.9040	0.9040	0.9040	0.9031
S1	0.8974	0.8974	0.8999	0.8958
S2	0.8941	0.8941	0.8990
S3	0.8842	0.8875	0.8981
S4	0.8743	0.8776	0.8954

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9447	0.9362	0.9082
R3	0.9312	0.9227	0.9045
R2	0.9177	0.9177	0.9033
R1	0.9092	0.9092	0.9020	0.9067
PP	0.9042	0.9042	0.9042	0.9029
S1	0.8957	0.8957	0.8996	0.8932
S2	0.8907	0.8907	0.8983
S3	0.8772	0.8822	0.8971
S4	0.8637	0.8687	0.8934

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9126	0.8991	0.0135	1.5%	0.0070	0.8%	13%	False	False	62,774
10	0.9126	0.8956	0.0170	1.9%	0.0064	0.7%	31%	False	False	54,863
20	0.9160	0.8927	0.0233	2.6%	0.0064	0.7%	35%	False	False	55,919
40	0.9229	0.8899	0.0330	3.7%	0.0067	0.7%	33%	False	False	62,315
60	0.9446	0.8899	0.0547	6.1%	0.0066	0.7%	20%	False	False	58,737
80	0.9573	0.8899	0.0674	7.5%	0.0061	0.7%	16%	False	False	44,861
100	0.9700	0.8899	0.0801	8.9%	0.0057	0.6%	14%	False	False	35,948
120	0.9775	0.8899	0.0876	9.7%	0.0054	0.6%	12%	False	False	29,983

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 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9526
2.618	0.9364
1.618	0.9265
1.000	0.9204
0.618	0.9166
HIGH	0.9105
0.618	0.9067
0.500	0.9056
0.382	0.9044
LOW	0.9006
0.618	0.8945
1.000	0.8907
1.618	0.8846
2.618	0.8747
4.250	0.8585

Fisher Pivots for day following 07-Mar-2014
Pivot	1 day	3 day
R1	0.9056	0.9062
PP	0.9040	0.9044
S1	0.9024	0.9026

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

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