CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	0.8938	0.8922	-0.0016	-0.2%	0.9088
High	0.8973	0.8938	-0.0035	-0.4%	0.9115
Low	0.8911	0.8900	-0.0011	-0.1%	0.8925
Close	0.8931	0.8919	-0.0012	-0.1%	0.9006
Range	0.0062	0.0038	-0.0024	-38.7%	0.0190
ATR	0.0062	0.0060	-0.0002	-2.8%	0.0000
Volume	126	210	84	66.7%	1,228

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9033	0.9014	0.8940
R3	0.8995	0.8976	0.8929
R2	0.8957	0.8957	0.8926
R1	0.8938	0.8938	0.8922	0.8929
PP	0.8919	0.8919	0.8919	0.8914
S1	0.8900	0.8900	0.8916	0.8891
S2	0.8881	0.8881	0.8912
S3	0.8843	0.8862	0.8909
S4	0.8805	0.8824	0.8898

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	0.8900	0.0133	1.5%	0.0058	0.7%	14%	False	True	263
10	0.9136	0.8900	0.0236	2.6%	0.0059	0.7%	8%	False	True	240
20	0.9405	0.8900	0.0505	5.7%	0.0062	0.7%	4%	False	True	253
40	0.9423	0.8900	0.0523	5.9%	0.0054	0.6%	4%	False	True	231
60	0.9551	0.8900	0.0651	7.3%	0.0043	0.5%	3%	False	True	168
80	0.9678	0.8900	0.0778	8.7%	0.0036	0.4%	2%	False	True	130
100	0.9726	0.8900	0.0826	9.3%	0.0032	0.4%	2%	False	True	109
120	0.9726	0.8900	0.0826	9.3%	0.0029	0.3%	2%	False	True	95

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	0.0013
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9100
2.618	0.9037
1.618	0.8999
1.000	0.8976
0.618	0.8961
HIGH	0.8938
0.618	0.8923
0.500	0.8919
0.382	0.8915
LOW	0.8900
0.618	0.8877
1.000	0.8862
1.618	0.8839
2.618	0.8801
4.250	0.8739

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	0.8919	0.8946
PP	0.8919	0.8937
S1	0.8919	0.8928

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

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