CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 28-Jan-2014

Day Change Summary
	Previous	Current
	27-Jan-2014	28-Jan-2014	Change	Change %	Previous Week
Open	0.9007	0.8968	-0.0039	-0.4%	0.9088
High	0.9033	0.8992	-0.0041	-0.5%	0.9115
Low	0.8966	0.8923	-0.0043	-0.5%	0.8925
Close	0.8981	0.8939	-0.0042	-0.5%	0.9006
Range	0.0067	0.0069	0.0002	3.0%	0.0190
ATR	0.0061	0.0062	0.0001	0.9%	0.0000
Volume	229	271	42	18.3%	1,228

Daily Pivots for day following 28-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9158	0.9118	0.8977
R3	0.9089	0.9049	0.8958
R2	0.9020	0.9020	0.8952
R1	0.8980	0.8980	0.8945	0.8966
PP	0.8951	0.8951	0.8951	0.8944
S1	0.8911	0.8911	0.8933	0.8897
S2	0.8882	0.8882	0.8926
S3	0.8813	0.8842	0.8920
S4	0.8744	0.8773	0.8901

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9585	0.9486	0.9111
R3	0.9395	0.9296	0.9058
R2	0.9205	0.9205	0.9041
R1	0.9106	0.9106	0.9023	0.9061
PP	0.9015	0.9015	0.9015	0.8993
S1	0.8916	0.8916	0.8989	0.8871
S2	0.8825	0.8825	0.8971
S3	0.8635	0.8726	0.8954
S4	0.8445	0.8536	0.8902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9095	0.8923	0.0172	1.9%	0.0072	0.8%	9%	False	True	296
10	0.9157	0.8923	0.0234	2.6%	0.0060	0.7%	7%	False	True	264
20	0.9405	0.8923	0.0482	5.4%	0.0062	0.7%	3%	False	True	256
40	0.9423	0.8923	0.0500	5.6%	0.0053	0.6%	3%	False	True	227
60	0.9551	0.8923	0.0628	7.0%	0.0042	0.5%	3%	False	True	163
80	0.9678	0.8923	0.0755	8.4%	0.0035	0.4%	2%	False	True	125
100	0.9726	0.8923	0.0803	9.0%	0.0031	0.4%	2%	False	True	105
120	0.9726	0.8923	0.0803	9.0%	0.0028	0.3%	2%	False	True	93

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9285
2.618	0.9173
1.618	0.9104
1.000	0.9061
0.618	0.9035
HIGH	0.8992
0.618	0.8966
0.500	0.8958
0.382	0.8949
LOW	0.8923
0.618	0.8880
1.000	0.8854
1.618	0.8811
2.618	0.8742
4.250	0.8630

Fisher Pivots for day following 28-Jan-2014
Pivot	1 day	3 day
R1	0.8958	0.8978
PP	0.8951	0.8965
S1	0.8945	0.8952

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

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