CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 07-Jan-2014

Day Change Summary
	Previous	Current
	06-Jan-2014	07-Jan-2014	Change	Change %	Previous Week
Open	0.9385	0.9342	-0.0043	-0.5%	0.9290
High	0.9385	0.9342	-0.0043	-0.5%	0.9405
Low	0.9330	0.9240	-0.0090	-1.0%	0.9285
Close	0.9348	0.9253	-0.0095	-1.0%	0.9381
Range	0.0055	0.0102	0.0047	85.5%	0.0120
ATR	0.0051	0.0055	0.0004	8.1%	0.0000
Volume	62	96	34	54.8%	736

Daily Pivots for day following 07-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9584	0.9521	0.9309
R3	0.9482	0.9419	0.9281
R2	0.9380	0.9380	0.9272
R1	0.9317	0.9317	0.9262	0.9298
PP	0.9278	0.9278	0.9278	0.9269
S1	0.9215	0.9215	0.9244	0.9196
S2	0.9176	0.9176	0.9234
S3	0.9074	0.9113	0.9225
S4	0.8972	0.9011	0.9197

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	0.9240	0.0165	1.8%	0.0064	0.7%	8%	False	True	154
10	0.9406	0.9240	0.0166	1.8%	0.0056	0.6%	8%	False	True	185
20	0.9423	0.9240	0.0183	2.0%	0.0053	0.6%	7%	False	True	205
40	0.9545	0.9240	0.0305	3.3%	0.0040	0.4%	4%	False	True	131
60	0.9678	0.9240	0.0438	4.7%	0.0031	0.3%	3%	False	True	95
80	0.9726	0.9240	0.0486	5.3%	0.0027	0.3%	3%	False	True	77
100	0.9726	0.9240	0.0486	5.3%	0.0025	0.3%	3%	False	True	64

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 114 trading days

Fibonacci Retracements and Extensions
4.250	0.9776
2.618	0.9609
1.618	0.9507
1.000	0.9444
0.618	0.9405
HIGH	0.9342
0.618	0.9303
0.500	0.9291
0.382	0.9279
LOW	0.9240
0.618	0.9177
1.000	0.9138
1.618	0.9075
2.618	0.8973
4.250	0.8807

Fisher Pivots for day following 07-Jan-2014
Pivot	1 day	3 day
R1	0.9291	0.9315
PP	0.9278	0.9294
S1	0.9266	0.9274

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

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