CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	0.9298	0.9333	0.0035	0.4%	0.9410
High	0.9338	0.9365	0.0027	0.3%	0.9415
Low	0.9285	0.9274	-0.0011	-0.1%	0.9274
Close	0.9337	0.9340	0.0003	0.0%	0.9340
Range	0.0053	0.0091	0.0038	71.7%	0.0141
ATR	0.0042	0.0046	0.0003	8.3%	0.0000
Volume	668	193	-475	-71.1%	1,390

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9599	0.9561	0.9390
R3	0.9508	0.9470	0.9365
R2	0.9417	0.9417	0.9357
R1	0.9379	0.9379	0.9348	0.9398
PP	0.9326	0.9326	0.9326	0.9336
S1	0.9288	0.9288	0.9332	0.9307
S2	0.9235	0.9235	0.9323
S3	0.9144	0.9197	0.9315
S4	0.9053	0.9106	0.9290

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9766	0.9694	0.9418
R3	0.9625	0.9553	0.9379
R2	0.9484	0.9484	0.9366
R1	0.9412	0.9412	0.9353	0.9378
PP	0.9343	0.9343	0.9343	0.9326
S1	0.9271	0.9271	0.9327	0.9237
S2	0.9202	0.9202	0.9314
S3	0.9061	0.9130	0.9301
S4	0.8920	0.8989	0.9262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9415	0.9274	0.0141	1.5%	0.0053	0.6%	47%	False	True	278
10	0.9423	0.9274	0.0149	1.6%	0.0050	0.5%	44%	False	True	225
20	0.9450	0.9274	0.0176	1.9%	0.0041	0.4%	38%	False	True	158
40	0.9551	0.9274	0.0277	3.0%	0.0030	0.3%	24%	False	True	95
60	0.9678	0.9274	0.0404	4.3%	0.0024	0.3%	16%	False	True	68
80	0.9726	0.9274	0.0452	4.8%	0.0022	0.2%	15%	False	True	55
100	0.9726	0.9274	0.0452	4.8%	0.0021	0.2%	15%	False	True	51

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	0.9752
2.618	0.9603
1.618	0.9512
1.000	0.9456
0.618	0.9421
HIGH	0.9365
0.618	0.9330
0.500	0.9320
0.382	0.9309
LOW	0.9274
0.618	0.9218
1.000	0.9183
1.618	0.9127
2.618	0.9036
4.250	0.8887

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	0.9333	0.9336
PP	0.9326	0.9331
S1	0.9320	0.9327

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

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