CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	0.9380	0.9372	-0.0008	-0.1%	0.9410
High	0.9382	0.9372	-0.0010	-0.1%	0.9415
Low	0.9367	0.9350	-0.0017	-0.2%	0.9274
Close	0.9382	0.9357	-0.0025	-0.3%	0.9340
Range	0.0015	0.0022	0.0007	46.7%	0.0141
ATR	0.0045	0.0044	-0.0001	-2.1%	0.0000
Volume	411	86	-325	-79.1%	1,390

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9426	0.9413	0.9369
R3	0.9404	0.9391	0.9363
R2	0.9382	0.9382	0.9361
R1	0.9369	0.9369	0.9359	0.9365
PP	0.9360	0.9360	0.9360	0.9357
S1	0.9347	0.9347	0.9355	0.9343
S2	0.9338	0.9338	0.9353
S3	0.9316	0.9325	0.9351
S4	0.9294	0.9303	0.9345

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%	0.0046	0.5%	63%	False	False	362
10	0.9423	0.9274	0.0149	1.6%	0.0050	0.5%	56%	False	False	268
20	0.9435	0.9274	0.0161	1.7%	0.0042	0.4%	52%	False	False	198
40	0.9551	0.9274	0.0277	3.0%	0.0031	0.3%	30%	False	False	117
60	0.9678	0.9274	0.0404	4.3%	0.0025	0.3%	21%	False	False	84
80	0.9726	0.9274	0.0452	4.8%	0.0023	0.2%	18%	False	False	67
100	0.9726	0.9274	0.0452	4.8%	0.0021	0.2%	18%	False	False	60

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	False
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	0.9466
2.618	0.9430
1.618	0.9408
1.000	0.9394
0.618	0.9386
HIGH	0.9372
0.618	0.9364
0.500	0.9361
0.382	0.9358
LOW	0.9350
0.618	0.9336
1.000	0.9328
1.618	0.9314
2.618	0.9292
4.250	0.9257

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	0.9361	0.9378
PP	0.9360	0.9371
S1	0.9358	0.9364

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

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