CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 31-Dec-2013

Day Change Summary
	Previous	Current
	30-Dec-2013	31-Dec-2013	Change	Change %	Previous Week
Open	0.9290	0.9356	0.0066	0.7%	0.9358
High	0.9362	0.9380	0.0018	0.2%	0.9406
Low	0.9285	0.9352	0.0067	0.7%	0.9294
Close	0.9361	0.9371	0.0010	0.1%	0.9297
Range	0.0077	0.0028	-0.0049	-63.6%	0.0112
ATR	0.0049	0.0048	-0.0002	-3.1%	0.0000
Volume	124	271	147	118.5%	964

Daily Pivots for day following 31-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9452	0.9439	0.9386
R3	0.9424	0.9411	0.9379
R2	0.9396	0.9396	0.9376
R1	0.9383	0.9383	0.9374	0.9390
PP	0.9368	0.9368	0.9368	0.9371
S1	0.9355	0.9355	0.9368	0.9362
S2	0.9340	0.9340	0.9366
S3	0.9312	0.9327	0.9363
S4	0.9284	0.9299	0.9356

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	0.9382	0.9285	0.0097	1.0%	0.0045	0.5%	89%	False	False	181
10	0.9407	0.9274	0.0133	1.4%	0.0052	0.6%	73%	False	False	256
20	0.9423	0.9274	0.0149	1.6%	0.0045	0.5%	65%	False	False	209
40	0.9551	0.9274	0.0277	3.0%	0.0034	0.4%	35%	False	False	125
60	0.9678	0.9274	0.0404	4.3%	0.0028	0.3%	24%	False	False	88
80	0.9726	0.9274	0.0452	4.8%	0.0024	0.3%	21%	False	False	72
100	0.9726	0.9274	0.0452	4.8%	0.0022	0.2%	21%	False	False	63

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9499
2.618	0.9453
1.618	0.9425
1.000	0.9408
0.618	0.9397
HIGH	0.9380
0.618	0.9369
0.500	0.9366
0.382	0.9363
LOW	0.9352
0.618	0.9335
1.000	0.9324
1.618	0.9307
2.618	0.9279
4.250	0.9233

Fisher Pivots for day following 31-Dec-2013
Pivot	1 day	3 day
R1	0.9369	0.9358
PP	0.9368	0.9345
S1	0.9366	0.9333

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

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