CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 17-Mar-2014

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	0.9033	0.9003	-0.0030	-0.3%	0.9013
High	0.9037	0.9054	0.0017	0.2%	0.9055
Low	0.9000	0.9003	0.0003	0.0%	0.8964
Close	0.9010	0.9049	0.0039	0.4%	0.9010
Range	0.0037	0.0051	0.0014	37.8%	0.0091
ATR	0.0061	0.0060	-0.0001	-1.2%	0.0000
Volume	42,298	11,159	-31,139	-73.6%	301,302

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9188	0.9170	0.9077
R3	0.9137	0.9119	0.9063
R2	0.9086	0.9086	0.9058
R1	0.9068	0.9068	0.9054	0.9077
PP	0.9035	0.9035	0.9035	0.9040
S1	0.9017	0.9017	0.9044	0.9026
S2	0.8984	0.8984	0.9040
S3	0.8933	0.8966	0.9035
S4	0.8882	0.8915	0.9021

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%	0.0051	0.6%	93%	False	False	53,149
10	0.9126	0.8964	0.0162	1.8%	0.0058	0.6%	52%	False	False	56,978
20	0.9160	0.8927	0.0233	2.6%	0.0062	0.7%	52%	False	False	56,133
40	0.9160	0.8899	0.0261	2.9%	0.0065	0.7%	57%	False	False	59,661
60	0.9431	0.8899	0.0532	5.9%	0.0066	0.7%	28%	False	False	58,880
80	0.9571	0.8899	0.0672	7.4%	0.0062	0.7%	22%	False	False	48,741
100	0.9700	0.8899	0.0801	8.9%	0.0058	0.6%	19%	False	False	39,057
120	0.9700	0.8899	0.0801	8.9%	0.0054	0.6%	19%	False	False	32,580

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9271
2.618	0.9188
1.618	0.9137
1.000	0.9105
0.618	0.9086
HIGH	0.9054
0.618	0.9035
0.500	0.9029
0.382	0.9022
LOW	0.9003
0.618	0.8971
1.000	0.8952
1.618	0.8920
2.618	0.8869
4.250	0.8786

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	0.9042	0.9040
PP	0.9035	0.9031
S1	0.9029	0.9023

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

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