CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	0.9098	0.9100	0.0002	0.0%	0.9385
High	0.9122	0.9136	0.0014	0.2%	0.9385
Low	0.9072	0.9100	0.0028	0.3%	0.9105
Close	0.9095	0.9126	0.0031	0.3%	0.9147
Range	0.0050	0.0036	-0.0014	-28.0%	0.0280
ATR	0.0059	0.0057	-0.0001	-2.1%	0.0000
Volume	264	203	-61	-23.1%	1,348

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9229	0.9213	0.9146
R3	0.9193	0.9177	0.9136
R2	0.9157	0.9157	0.9133
R1	0.9141	0.9141	0.9129	0.9149
PP	0.9121	0.9121	0.9121	0.9125
S1	0.9105	0.9105	0.9123	0.9113
S2	0.9085	0.9085	0.9119
S3	0.9049	0.9069	0.9116
S4	0.9013	0.9033	0.9106

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	0.9190	0.9072	0.0118	1.3%	0.0060	0.7%	46%	False	False	277
10	0.9390	0.9072	0.0318	3.5%	0.0061	0.7%	17%	False	False	280
20	0.9406	0.9072	0.0334	3.7%	0.0059	0.6%	16%	False	False	267
40	0.9530	0.9072	0.0458	5.0%	0.0046	0.5%	12%	False	False	186
60	0.9678	0.9072	0.0606	6.6%	0.0037	0.4%	9%	False	False	134
80	0.9678	0.9072	0.0606	6.6%	0.0030	0.3%	9%	False	False	104
100	0.9726	0.9072	0.0654	7.2%	0.0027	0.3%	8%	False	False	87
120	0.9726	0.9072	0.0654	7.2%	0.0026	0.3%	8%	False	False	78

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0005
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9289
2.618	0.9230
1.618	0.9194
1.000	0.9172
0.618	0.9158
HIGH	0.9136
0.618	0.9122
0.500	0.9118
0.382	0.9114
LOW	0.9100
0.618	0.9078
1.000	0.9064
1.618	0.9042
2.618	0.9006
4.250	0.8947

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	0.9123	0.9122
PP	0.9121	0.9118
S1	0.9118	0.9115

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

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