CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 17-Jan-2014

Day Change Summary
	Previous	Current
	16-Jan-2014	17-Jan-2014	Change	Change %	Previous Week
Open	0.9100	0.9107	0.0007	0.1%	0.9133
High	0.9136	0.9107	-0.0029	-0.3%	0.9188
Low	0.9100	0.9079	-0.0021	-0.2%	0.9072
Close	0.9126	0.9083	-0.0043	-0.5%	0.9083
Range	0.0036	0.0028	-0.0008	-22.2%	0.0116
ATR	0.0057	0.0057	-0.0001	-1.3%	0.0000
Volume	203	134	-69	-34.0%	1,326

Daily Pivots for day following 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9174	0.9156	0.9098
R3	0.9146	0.9128	0.9091
R2	0.9118	0.9118	0.9088
R1	0.9100	0.9100	0.9086	0.9095
PP	0.9090	0.9090	0.9090	0.9087
S1	0.9072	0.9072	0.9080	0.9067
S2	0.9062	0.9062	0.9078
S3	0.9034	0.9044	0.9075
S4	0.9006	0.9016	0.9068

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9462	0.9389	0.9147
R3	0.9346	0.9273	0.9115
R2	0.9230	0.9230	0.9104
R1	0.9157	0.9157	0.9094	0.9136
PP	0.9114	0.9114	0.9114	0.9104
S1	0.9041	0.9041	0.9072	0.9020
S2	0.8998	0.8998	0.9062
S3	0.8882	0.8925	0.9051
S4	0.8766	0.8809	0.9019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9188	0.9072	0.0116	1.3%	0.0049	0.5%	9%	False	False	265
10	0.9385	0.9072	0.0313	3.4%	0.0058	0.6%	4%	False	False	267
20	0.9406	0.9072	0.0334	3.7%	0.0057	0.6%	3%	False	False	261
40	0.9522	0.9072	0.0450	5.0%	0.0046	0.5%	2%	False	False	189
60	0.9579	0.9072	0.0507	5.6%	0.0037	0.4%	2%	False	False	136
80	0.9678	0.9072	0.0606	6.7%	0.0031	0.3%	2%	False	False	106
100	0.9726	0.9072	0.0654	7.2%	0.0027	0.3%	2%	False	False	88
120	0.9726	0.9072	0.0654	7.2%	0.0026	0.3%	2%	False	False	79

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 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9226
2.618	0.9180
1.618	0.9152
1.000	0.9135
0.618	0.9124
HIGH	0.9107
0.618	0.9096
0.500	0.9093
0.382	0.9090
LOW	0.9079
0.618	0.9062
1.000	0.9051
1.618	0.9034
2.618	0.9006
4.250	0.8960

Fisher Pivots for day following 17-Jan-2014
Pivot	1 day	3 day
R1	0.9093	0.9104
PP	0.9090	0.9097
S1	0.9086	0.9090

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

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