CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 24-Dec-2013

Day Change Summary
	Previous	Current
	23-Dec-2013	24-Dec-2013	Change	Change %	Previous Week
Open	0.9358	0.9380	0.0022	0.2%	0.9410
High	0.9406	0.9382	-0.0024	-0.3%	0.9415
Low	0.9357	0.9367	0.0010	0.1%	0.9274
Close	0.9388	0.9382	-0.0006	-0.1%	0.9340
Range	0.0049	0.0015	-0.0034	-69.4%	0.0141
ATR	0.0047	0.0045	-0.0002	-4.0%	0.0000
Volume	452	411	-41	-9.1%	1,390

Daily Pivots for day following 24-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9422	0.9417	0.9390
R3	0.9407	0.9402	0.9386
R2	0.9392	0.9392	0.9385
R1	0.9387	0.9387	0.9383	0.9390
PP	0.9377	0.9377	0.9377	0.9378
S1	0.9372	0.9372	0.9381	0.9375
S2	0.9362	0.9362	0.9379
S3	0.9347	0.9357	0.9378
S4	0.9332	0.9342	0.9374

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	0.9406	0.9274	0.0132	1.4%	0.0057	0.6%	82%	False	False	393
10	0.9423	0.9274	0.0149	1.6%	0.0050	0.5%	72%	False	False	272
20	0.9450	0.9274	0.0176	1.9%	0.0042	0.4%	61%	False	False	196
40	0.9551	0.9274	0.0277	3.0%	0.0031	0.3%	39%	False	False	115
60	0.9678	0.9274	0.0404	4.3%	0.0025	0.3%	27%	False	False	82
80	0.9726	0.9274	0.0452	4.8%	0.0022	0.2%	24%	False	False	66
100	0.9726	0.9274	0.0452	4.8%	0.0021	0.2%	24%	False	False	59

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9446
2.618	0.9421
1.618	0.9406
1.000	0.9397
0.618	0.9391
HIGH	0.9382
0.618	0.9376
0.500	0.9375
0.382	0.9373
LOW	0.9367
0.618	0.9358
1.000	0.9352
1.618	0.9343
2.618	0.9328
4.250	0.9303

Fisher Pivots for day following 24-Dec-2013
Pivot	1 day	3 day
R1	0.9380	0.9368
PP	0.9377	0.9354
S1	0.9375	0.9340

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

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