CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 19-Dec-2013

Day Change Summary
	Previous	Current
	18-Dec-2013	19-Dec-2013	Change	Change %	Previous Week
Open	0.9380	0.9298	-0.0082	-0.9%	0.9336
High	0.9380	0.9338	-0.0042	-0.4%	0.9423
Low	0.9305	0.9285	-0.0020	-0.2%	0.9330
Close	0.9343	0.9337	-0.0006	-0.1%	0.9398
Range	0.0075	0.0053	-0.0022	-29.3%	0.0093
ATR	0.0041	0.0042	0.0001	3.0%	0.0000
Volume	241	668	427	177.2%	866

Daily Pivots for day following 19-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9479	0.9461	0.9366
R3	0.9426	0.9408	0.9352
R2	0.9373	0.9373	0.9347
R1	0.9355	0.9355	0.9342	0.9364
PP	0.9320	0.9320	0.9320	0.9325
S1	0.9302	0.9302	0.9332	0.9311
S2	0.9267	0.9267	0.9327
S3	0.9214	0.9249	0.9322
S4	0.9161	0.9196	0.9308

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9663	0.9623	0.9449
R3	0.9570	0.9530	0.9424
R2	0.9477	0.9477	0.9415
R1	0.9437	0.9437	0.9407	0.9457
PP	0.9384	0.9384	0.9384	0.9394
S1	0.9344	0.9344	0.9389	0.9364
S2	0.9291	0.9291	0.9381
S3	0.9198	0.9251	0.9372
S4	0.9105	0.9158	0.9347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9415	0.9285	0.0130	1.4%	0.0049	0.5%	40%	False	True	289
10	0.9423	0.9285	0.0138	1.5%	0.0047	0.5%	38%	False	True	213
20	0.9473	0.9285	0.0188	2.0%	0.0038	0.4%	28%	False	True	149
40	0.9551	0.9285	0.0266	2.8%	0.0028	0.3%	20%	False	True	91
60	0.9678	0.9285	0.0393	4.2%	0.0023	0.2%	13%	False	True	65
80	0.9726	0.9285	0.0441	4.7%	0.0021	0.2%	12%	False	True	53
100	0.9726	0.9285	0.0441	4.7%	0.0020	0.2%	12%	False	True	49

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9563
2.618	0.9477
1.618	0.9424
1.000	0.9391
0.618	0.9371
HIGH	0.9338
0.618	0.9318
0.500	0.9312
0.382	0.9305
LOW	0.9285
0.618	0.9252
1.000	0.9232
1.618	0.9199
2.618	0.9146
4.250	0.9060

Fisher Pivots for day following 19-Dec-2013
Pivot	1 day	3 day
R1	0.9329	0.9346
PP	0.9320	0.9343
S1	0.9312	0.9340

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

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