CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 10-Jan-2014

Day Change Summary
	Previous	Current
	09-Jan-2014	10-Jan-2014	Change	Change %	Previous Week
Open	0.9201	0.9188	-0.0013	-0.1%	0.9385
High	0.9207	0.9190	-0.0017	-0.2%	0.9385
Low	0.9163	0.9105	-0.0058	-0.6%	0.9105
Close	0.9168	0.9147	-0.0021	-0.2%	0.9147
Range	0.0044	0.0085	0.0041	93.2%	0.0280
ATR	0.0055	0.0057	0.0002	4.0%	0.0000
Volume	509	194	-315	-61.9%	1,348

Daily Pivots for day following 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9402	0.9360	0.9194
R3	0.9317	0.9275	0.9170
R2	0.9232	0.9232	0.9163
R1	0.9190	0.9190	0.9155	0.9169
PP	0.9147	0.9147	0.9147	0.9137
S1	0.9105	0.9105	0.9139	0.9084
S2	0.9062	0.9062	0.9131
S3	0.8977	0.9020	0.9124
S4	0.8892	0.8935	0.9100

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0052	0.9880	0.9301
R3	0.9772	0.9600	0.9224
R2	0.9492	0.9492	0.9198
R1	0.9320	0.9320	0.9173	0.9266
PP	0.9212	0.9212	0.9212	0.9186
S1	0.9040	0.9040	0.9121	0.8986
S2	0.8932	0.8932	0.9096
S3	0.8652	0.8760	0.9070
S4	0.8372	0.8480	0.8993

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9385	0.9105	0.0280	3.1%	0.0068	0.7%	15%	False	True	269
10	0.9405	0.9105	0.0300	3.3%	0.0066	0.7%	14%	False	True	209
20	0.9423	0.9105	0.0318	3.5%	0.0058	0.6%	13%	False	True	239
40	0.9545	0.9105	0.0440	4.8%	0.0043	0.5%	10%	False	True	159
60	0.9678	0.9105	0.0573	6.3%	0.0034	0.4%	7%	False	True	115
80	0.9726	0.9105	0.0621	6.8%	0.0029	0.3%	7%	False	True	90
100	0.9726	0.9105	0.0621	6.8%	0.0026	0.3%	7%	False	True	76

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9551
2.618	0.9413
1.618	0.9328
1.000	0.9275
0.618	0.9243
HIGH	0.9190
0.618	0.9158
0.500	0.9148
0.382	0.9137
LOW	0.9105
0.618	0.9052
1.000	0.9020
1.618	0.8967
2.618	0.8882
4.250	0.8744

Fisher Pivots for day following 10-Jan-2014
Pivot	1 day	3 day
R1	0.9148	0.9179
PP	0.9147	0.9168
S1	0.9147	0.9158

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

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