CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	0.9003	0.8993	-0.0010	-0.1%	0.9023
High	0.9016	0.9055	0.0039	0.4%	0.9126
Low	0.8964	0.8990	0.0026	0.3%	0.8991
Close	0.8992	0.9037	0.0045	0.5%	0.9008
Range	0.0052	0.0065	0.0013	25.0%	0.0135
ATR	0.0063	0.0063	0.0000	0.3%	0.0000
Volume	75,579	81,104	5,525	7.3%	313,870

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9222	0.9195	0.9073
R3	0.9157	0.9130	0.9055
R2	0.9092	0.9092	0.9049
R1	0.9065	0.9065	0.9043	0.9079
PP	0.9027	0.9027	0.9027	0.9034
S1	0.9000	0.9000	0.9031	0.9014
S2	0.8962	0.8962	0.9025
S3	0.8897	0.8935	0.9019
S4	0.8832	0.8870	0.9001

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	0.9105	0.8964	0.0141	1.6%	0.0060	0.7%	52%	False	False	67,169
10	0.9126	0.8964	0.0162	1.8%	0.0064	0.7%	45%	False	False	64,240
20	0.9160	0.8927	0.0233	2.6%	0.0062	0.7%	47%	False	False	58,644
40	0.9160	0.8899	0.0261	2.9%	0.0065	0.7%	53%	False	False	61,324
60	0.9437	0.8899	0.0538	6.0%	0.0065	0.7%	26%	False	False	59,457
80	0.9573	0.8899	0.0674	7.5%	0.0062	0.7%	20%	False	False	48,085
100	0.9700	0.8899	0.0801	8.9%	0.0058	0.6%	17%	False	False	38,527
120	0.9700	0.8899	0.0801	8.9%	0.0054	0.6%	17%	False	False	32,137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9331
2.618	0.9225
1.618	0.9160
1.000	0.9120
0.618	0.9095
HIGH	0.9055
0.618	0.9030
0.500	0.9023
0.382	0.9015
LOW	0.8990
0.618	0.8950
1.000	0.8925
1.618	0.8885
2.618	0.8820
4.250	0.8714

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	0.9032	0.9028
PP	0.9027	0.9019
S1	0.9023	0.9010

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

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