CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 03-Jan-2014

Day Change Summary
	Previous	Current
	02-Jan-2014	03-Jan-2014	Change	Change %	Previous Week
Open	0.9365	0.9334	-0.0031	-0.3%	0.9290
High	0.9405	0.9390	-0.0015	-0.2%	0.9405
Low	0.9327	0.9334	0.0007	0.1%	0.9285
Close	0.9341	0.9381	0.0040	0.4%	0.9381
Range	0.0078	0.0056	-0.0022	-28.2%	0.0120
ATR	0.0050	0.0050	0.0000	0.9%	0.0000
Volume	75	266	191	254.7%	736

Daily Pivots for day following 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9536	0.9515	0.9412
R3	0.9480	0.9459	0.9396
R2	0.9424	0.9424	0.9391
R1	0.9403	0.9403	0.9386	0.9414
PP	0.9368	0.9368	0.9368	0.9374
S1	0.9347	0.9347	0.9376	0.9358
S2	0.9312	0.9312	0.9371
S3	0.9256	0.9291	0.9366
S4	0.9200	0.9235	0.9350

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9717	0.9669	0.9447
R3	0.9597	0.9549	0.9414
R2	0.9477	0.9477	0.9403
R1	0.9429	0.9429	0.9392	0.9453
PP	0.9357	0.9357	0.9357	0.9369
S1	0.9309	0.9309	0.9370	0.9333
S2	0.9237	0.9237	0.9359
S3	0.9117	0.9189	0.9348
S4	0.8997	0.9069	0.9315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9405	0.9285	0.0120	1.3%	0.0064	0.7%	80%	False	False	150
10	0.9406	0.9274	0.0132	1.4%	0.0055	0.6%	81%	False	False	256
20	0.9423	0.9274	0.0149	1.6%	0.0050	0.5%	72%	False	False	219
40	0.9549	0.9274	0.0275	2.9%	0.0036	0.4%	39%	False	False	132
60	0.9678	0.9274	0.0404	4.3%	0.0029	0.3%	26%	False	False	93
80	0.9726	0.9274	0.0452	4.8%	0.0026	0.3%	24%	False	False	76
100	0.9726	0.9274	0.0452	4.8%	0.0023	0.2%	24%	False	False	64

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9628
2.618	0.9537
1.618	0.9481
1.000	0.9446
0.618	0.9425
HIGH	0.9390
0.618	0.9369
0.500	0.9362
0.382	0.9355
LOW	0.9334
0.618	0.9299
1.000	0.9278
1.618	0.9243
2.618	0.9187
4.250	0.9096

Fisher Pivots for day following 03-Jan-2014
Pivot	1 day	3 day
R1	0.9375	0.9376
PP	0.9368	0.9371
S1	0.9362	0.9366

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

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