CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 14-Mar-2014

Day Change Summary
	Previous	Current
	13-Mar-2014	14-Mar-2014	Change	Change %	Previous Week
Open	0.8993	0.9033	0.0040	0.4%	0.9013
High	0.9055	0.9037	-0.0018	-0.2%	0.9055
Low	0.8990	0.9000	0.0010	0.1%	0.8964
Close	0.9037	0.9010	-0.0027	-0.3%	0.9010
Range	0.0065	0.0037	-0.0028	-43.1%	0.0091
ATR	0.0063	0.0061	-0.0002	-2.9%	0.0000
Volume	81,104	42,298	-38,806	-47.8%	301,302

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9127	0.9105	0.9030
R3	0.9090	0.9068	0.9020
R2	0.9053	0.9053	0.9017
R1	0.9031	0.9031	0.9013	0.9024
PP	0.9016	0.9016	0.9016	0.9012
S1	0.8994	0.8994	0.9007	0.8987
S2	0.8979	0.8979	0.9003
S3	0.8942	0.8957	0.9000
S4	0.8905	0.8920	0.8990

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9283	0.9237	0.9060
R3	0.9192	0.9146	0.9035
R2	0.9101	0.9101	0.9027
R1	0.9055	0.9055	0.9018	0.9033
PP	0.9010	0.9010	0.9010	0.8998
S1	0.8964	0.8964	0.9002	0.8942
S2	0.8919	0.8919	0.8993
S3	0.8828	0.8873	0.8985
S4	0.8737	0.8782	0.8960

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9055	0.8964	0.0091	1.0%	0.0048	0.5%	51%	False	False	60,260
10	0.9126	0.8964	0.0162	1.8%	0.0059	0.7%	28%	False	False	61,517
20	0.9160	0.8927	0.0233	2.6%	0.0061	0.7%	36%	False	False	58,343
40	0.9160	0.8899	0.0261	2.9%	0.0065	0.7%	43%	False	False	60,658
60	0.9434	0.8899	0.0535	5.9%	0.0065	0.7%	21%	False	False	59,454
80	0.9573	0.8899	0.0674	7.5%	0.0062	0.7%	16%	False	False	48,606
100	0.9700	0.8899	0.0801	8.9%	0.0058	0.6%	14%	False	False	38,947
120	0.9700	0.8899	0.0801	8.9%	0.0054	0.6%	14%	False	False	32,488

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9194
2.618	0.9134
1.618	0.9097
1.000	0.9074
0.618	0.9060
HIGH	0.9037
0.618	0.9023
0.500	0.9019
0.382	0.9014
LOW	0.9000
0.618	0.8977
1.000	0.8963
1.618	0.8940
2.618	0.8903
4.250	0.8843

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	0.9019	0.9010
PP	0.9016	0.9010
S1	0.9013	0.9010

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

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