CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	0.9003	0.9039	0.0036	0.4%	0.9013
High	0.9054	0.9058	0.0004	0.0%	0.9055
Low	0.9003	0.9039	0.0036	0.4%	0.8964
Close	0.9049	0.9047	-0.0002	0.0%	0.9010
Range	0.0051	0.0019	-0.0032	-62.7%	0.0091
ATR	0.0060	0.0057	-0.0003	-4.9%	0.0000
Volume	11,159	1,498	-9,661	-86.6%	301,302

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9105	0.9095	0.9057
R3	0.9086	0.9076	0.9052
R2	0.9067	0.9067	0.9050
R1	0.9057	0.9057	0.9049	0.9062
PP	0.9048	0.9048	0.9048	0.9051
S1	0.9038	0.9038	0.9045	0.9043
S2	0.9029	0.9029	0.9044
S3	0.9010	0.9019	0.9042
S4	0.8991	0.9000	0.9037

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	0.9058	0.8964	0.0094	1.0%	0.0045	0.5%	88%	True	False	42,327
10	0.9126	0.8964	0.0162	1.8%	0.0056	0.6%	51%	False	False	52,410
20	0.9160	0.8927	0.0233	2.6%	0.0061	0.7%	52%	False	False	53,638
40	0.9160	0.8899	0.0261	2.9%	0.0064	0.7%	57%	False	False	58,436
60	0.9431	0.8899	0.0532	5.9%	0.0064	0.7%	28%	False	False	57,588
80	0.9560	0.8899	0.0661	7.3%	0.0062	0.7%	22%	False	False	48,755
100	0.9689	0.8899	0.0790	8.7%	0.0058	0.6%	19%	False	False	39,071
120	0.9700	0.8899	0.0801	8.9%	0.0054	0.6%	18%	False	False	32,592

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	0.9139
2.618	0.9108
1.618	0.9089
1.000	0.9077
0.618	0.9070
HIGH	0.9058
0.618	0.9051
0.500	0.9049
0.382	0.9046
LOW	0.9039
0.618	0.9027
1.000	0.9020
1.618	0.9008
2.618	0.8989
4.250	0.8958

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	0.9049	0.9041
PP	0.9048	0.9035
S1	0.9048	0.9029

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

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