CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 30-Dec-2013

Day Change Summary
	Previous	Current
	27-Dec-2013	30-Dec-2013	Change	Change %	Previous Week
Open	0.9350	0.9290	-0.0060	-0.6%	0.9358
High	0.9376	0.9362	-0.0014	-0.1%	0.9406
Low	0.9294	0.9285	-0.0009	-0.1%	0.9294
Close	0.9297	0.9361	0.0064	0.7%	0.9297
Range	0.0082	0.0077	-0.0005	-6.1%	0.0112
ATR	0.0047	0.0049	0.0002	4.6%	0.0000
Volume	15	124	109	726.7%	964

Daily Pivots for day following 30-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9567	0.9541	0.9403
R3	0.9490	0.9464	0.9382
R2	0.9413	0.9413	0.9375
R1	0.9387	0.9387	0.9368	0.9400
PP	0.9336	0.9336	0.9336	0.9343
S1	0.9310	0.9310	0.9354	0.9323
S2	0.9259	0.9259	0.9347
S3	0.9182	0.9233	0.9340
S4	0.9105	0.9156	0.9319

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9668	0.9595	0.9359
R3	0.9556	0.9483	0.9328
R2	0.9444	0.9444	0.9318
R1	0.9371	0.9371	0.9307	0.9352
PP	0.9332	0.9332	0.9332	0.9323
S1	0.9259	0.9259	0.9287	0.9240
S2	0.9220	0.9220	0.9276
S3	0.9108	0.9147	0.9266
S4	0.8996	0.9035	0.9235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9406	0.9285	0.0121	1.3%	0.0049	0.5%	63%	False	True	217
10	0.9415	0.9274	0.0141	1.5%	0.0051	0.5%	62%	False	False	247
20	0.9423	0.9274	0.0149	1.6%	0.0045	0.5%	58%	False	False	199
40	0.9551	0.9274	0.0277	3.0%	0.0033	0.4%	31%	False	False	119
60	0.9678	0.9274	0.0404	4.3%	0.0028	0.3%	22%	False	False	84
80	0.9726	0.9274	0.0452	4.8%	0.0025	0.3%	19%	False	False	69
100	0.9726	0.9274	0.0452	4.8%	0.0022	0.2%	19%	False	False	61

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	True
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9689
2.618	0.9564
1.618	0.9487
1.000	0.9439
0.618	0.9410
HIGH	0.9362
0.618	0.9333
0.500	0.9324
0.382	0.9314
LOW	0.9285
0.618	0.9237
1.000	0.9208
1.618	0.9160
2.618	0.9083
4.250	0.8958

Fisher Pivots for day following 30-Dec-2013
Pivot	1 day	3 day
R1	0.9349	0.9351
PP	0.9336	0.9341
S1	0.9324	0.9331

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

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