CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 29-Jan-2014

Day Change Summary
	Previous	Current
	28-Jan-2014	29-Jan-2014	Change	Change %	Previous Week
Open	0.8968	0.8938	-0.0030	-0.3%	0.9088
High	0.8992	0.8973	-0.0019	-0.2%	0.9115
Low	0.8923	0.8911	-0.0012	-0.1%	0.8925
Close	0.8939	0.8931	-0.0008	-0.1%	0.9006
Range	0.0069	0.0062	-0.0007	-10.1%	0.0190
ATR	0.0062	0.0062	0.0000	0.0%	0.0000
Volume	271	126	-145	-53.5%	1,228

Daily Pivots for day following 29-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9124	0.9090	0.8965
R3	0.9062	0.9028	0.8948
R2	0.9000	0.9000	0.8942
R1	0.8966	0.8966	0.8937	0.8952
PP	0.8938	0.8938	0.8938	0.8932
S1	0.8904	0.8904	0.8925	0.8890
S2	0.8876	0.8876	0.8920
S3	0.8814	0.8842	0.8914
S4	0.8752	0.8780	0.8897

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	0.9033	0.8911	0.0122	1.4%	0.0063	0.7%	16%	False	True	278
10	0.9136	0.8911	0.0225	2.5%	0.0060	0.7%	9%	False	True	245
20	0.9405	0.8911	0.0494	5.5%	0.0062	0.7%	4%	False	True	257
40	0.9423	0.8911	0.0512	5.7%	0.0053	0.6%	4%	False	True	228
60	0.9551	0.8911	0.0640	7.2%	0.0043	0.5%	3%	False	True	165
80	0.9678	0.8911	0.0767	8.6%	0.0036	0.4%	3%	False	True	127
100	0.9726	0.8911	0.0815	9.1%	0.0032	0.4%	2%	False	True	106
120	0.9726	0.8911	0.0815	9.1%	0.0029	0.3%	2%	False	True	94

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9237
2.618	0.9135
1.618	0.9073
1.000	0.9035
0.618	0.9011
HIGH	0.8973
0.618	0.8949
0.500	0.8942
0.382	0.8935
LOW	0.8911
0.618	0.8873
1.000	0.8849
1.618	0.8811
2.618	0.8749
4.250	0.8648

Fisher Pivots for day following 29-Jan-2014
Pivot	1 day	3 day
R1	0.8942	0.8972
PP	0.8938	0.8958
S1	0.8935	0.8945

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

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