CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 22-Jan-2014

Day Change Summary
	Previous	Current
	21-Jan-2014	22-Jan-2014	Change	Change %	Previous Week
Open	0.9088	0.9085	-0.0003	0.0%	0.9133
High	0.9115	0.9095	-0.0020	-0.2%	0.9188
Low	0.9050	0.8986	-0.0064	-0.7%	0.9072
Close	0.9075	0.8992	-0.0083	-0.9%	0.9083
Range	0.0065	0.0109	0.0044	67.7%	0.0116
ATR	0.0057	0.0061	0.0004	6.5%	0.0000
Volume	244	219	-25	-10.2%	1,326

Daily Pivots for day following 22-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9351	0.9281	0.9052
R3	0.9242	0.9172	0.9022
R2	0.9133	0.9133	0.9012
R1	0.9063	0.9063	0.9002	0.9044
PP	0.9024	0.9024	0.9024	0.9015
S1	0.8954	0.8954	0.8982	0.8935
S2	0.8915	0.8915	0.8972
S3	0.8806	0.8845	0.8962
S4	0.8697	0.8736	0.8932

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	0.9136	0.8986	0.0150	1.7%	0.0058	0.6%	4%	False	True	212
10	0.9252	0.8986	0.0266	3.0%	0.0060	0.7%	2%	False	True	297
20	0.9406	0.8986	0.0420	4.7%	0.0058	0.6%	1%	False	True	241
40	0.9450	0.8986	0.0464	5.2%	0.0050	0.6%	1%	False	True	200
60	0.9551	0.8986	0.0565	6.3%	0.0039	0.4%	1%	False	True	144
80	0.9678	0.8986	0.0692	7.7%	0.0032	0.4%	1%	False	True	111
100	0.9726	0.8986	0.0740	8.2%	0.0029	0.3%	1%	False	True	93
120	0.9726	0.8986	0.0740	8.2%	0.0027	0.3%	1%	False	True	82

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	0.0009
Widest range in 124 trading days

Fibonacci Retracements and Extensions
4.250	0.9558
2.618	0.9380
1.618	0.9271
1.000	0.9204
0.618	0.9162
HIGH	0.9095
0.618	0.9053
0.500	0.9041
0.382	0.9028
LOW	0.8986
0.618	0.8919
1.000	0.8877
1.618	0.8810
2.618	0.8701
4.250	0.8523

Fisher Pivots for day following 22-Jan-2014
Pivot	1 day	3 day
R1	0.9041	0.9051
PP	0.9024	0.9031
S1	0.9008	0.9012

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

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