CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 23-Jan-2014

Day Change Summary
	Previous	Current
	22-Jan-2014	23-Jan-2014	Change	Change %	Previous Week
Open	0.9085	0.8986	-0.0099	-1.1%	0.9133
High	0.9095	0.8986	-0.0109	-1.2%	0.9188
Low	0.8986	0.8925	-0.0061	-0.7%	0.9072
Close	0.8992	0.8967	-0.0025	-0.3%	0.9083
Range	0.0109	0.0061	-0.0048	-44.0%	0.0116
ATR	0.0061	0.0061	0.0000	0.7%	0.0000
Volume	219	283	64	29.2%	1,326

Daily Pivots for day following 23-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9142	0.9116	0.9001
R3	0.9081	0.9055	0.8984
R2	0.9020	0.9020	0.8978
R1	0.8994	0.8994	0.8973	0.8977
PP	0.8959	0.8959	0.8959	0.8951
S1	0.8933	0.8933	0.8961	0.8916
S2	0.8898	0.8898	0.8956
S3	0.8837	0.8872	0.8950
S4	0.8776	0.8811	0.8933

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	0.8925	0.0211	2.4%	0.0060	0.7%	20%	False	True	216
10	0.9207	0.8925	0.0282	3.1%	0.0061	0.7%	15%	False	True	277
20	0.9405	0.8925	0.0480	5.4%	0.0059	0.7%	9%	False	True	233
40	0.9450	0.8925	0.0525	5.9%	0.0051	0.6%	8%	False	True	207
60	0.9551	0.8925	0.0626	7.0%	0.0040	0.4%	7%	False	True	148
80	0.9678	0.8925	0.0753	8.4%	0.0033	0.4%	6%	False	True	115
100	0.9726	0.8925	0.0801	8.9%	0.0030	0.3%	5%	False	True	95
120	0.9726	0.8925	0.0801	8.9%	0.0027	0.3%	5%	False	True	85

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9245
2.618	0.9146
1.618	0.9085
1.000	0.9047
0.618	0.9024
HIGH	0.8986
0.618	0.8963
0.500	0.8956
0.382	0.8948
LOW	0.8925
0.618	0.8887
1.000	0.8864
1.618	0.8826
2.618	0.8765
4.250	0.8666

Fisher Pivots for day following 23-Jan-2014
Pivot	1 day	3 day
R1	0.8963	0.9020
PP	0.8959	0.9002
S1	0.8956	0.8985

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

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