CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 06-Jan-2014

Day Change Summary
	Previous	Current
	03-Jan-2014	06-Jan-2014	Change	Change %	Previous Week
Open	0.9334	0.9385	0.0051	0.5%	0.9290
High	0.9390	0.9385	-0.0005	-0.1%	0.9405
Low	0.9334	0.9330	-0.0004	0.0%	0.9285
Close	0.9381	0.9348	-0.0033	-0.4%	0.9381
Range	0.0056	0.0055	-0.0001	-1.8%	0.0120
ATR	0.0050	0.0051	0.0000	0.7%	0.0000
Volume	266	62	-204	-76.7%	736

Daily Pivots for day following 06-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9519	0.9489	0.9378
R3	0.9464	0.9434	0.9363
R2	0.9409	0.9409	0.9358
R1	0.9379	0.9379	0.9353	0.9367
PP	0.9354	0.9354	0.9354	0.9348
S1	0.9324	0.9324	0.9343	0.9312
S2	0.9299	0.9299	0.9338
S3	0.9244	0.9269	0.9333
S4	0.9189	0.9214	0.9318

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%	0.0059	0.6%	53%	False	False	159
10	0.9406	0.9274	0.0132	1.4%	0.0055	0.6%	56%	False	False	195
20	0.9423	0.9274	0.0149	1.6%	0.0051	0.5%	50%	False	False	204
40	0.9545	0.9274	0.0271	2.9%	0.0037	0.4%	27%	False	False	130
60	0.9678	0.9274	0.0404	4.3%	0.0030	0.3%	18%	False	False	94
80	0.9726	0.9274	0.0452	4.8%	0.0026	0.3%	16%	False	False	77
100	0.9726	0.9274	0.0452	4.8%	0.0024	0.3%	16%	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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9619
2.618	0.9529
1.618	0.9474
1.000	0.9440
0.618	0.9419
HIGH	0.9385
0.618	0.9364
0.500	0.9358
0.382	0.9351
LOW	0.9330
0.618	0.9296
1.000	0.9275
1.618	0.9241
2.618	0.9186
4.250	0.9096

Fisher Pivots for day following 06-Jan-2014
Pivot	1 day	3 day
R1	0.9358	0.9366
PP	0.9354	0.9360
S1	0.9351	0.9354

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

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