CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	0.8922	0.8927	0.0005	0.1%	0.9007
High	0.8938	0.8991	0.0053	0.6%	0.9033
Low	0.8900	0.8885	-0.0015	-0.2%	0.8885
Close	0.8919	0.8959	0.0040	0.4%	0.8959
Range	0.0038	0.0106	0.0068	178.9%	0.0148
ATR	0.0060	0.0063	0.0003	5.4%	0.0000
Volume	210	190	-20	-9.5%	1,026

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9263	0.9217	0.9017
R3	0.9157	0.9111	0.8988
R2	0.9051	0.9051	0.8978
R1	0.9005	0.9005	0.8969	0.9028
PP	0.8945	0.8945	0.8945	0.8957
S1	0.8899	0.8899	0.8949	0.8922
S2	0.8839	0.8839	0.8940
S3	0.8733	0.8793	0.8930
S4	0.8627	0.8687	0.8901

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9403	0.9329	0.9040
R3	0.9255	0.9181	0.9000
R2	0.9107	0.9107	0.8986
R1	0.9033	0.9033	0.8973	0.8996
PP	0.8959	0.8959	0.8959	0.8941
S1	0.8885	0.8885	0.8945	0.8848
S2	0.8811	0.8811	0.8932
S3	0.8663	0.8737	0.8918
S4	0.8515	0.8589	0.8878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9033	0.8885	0.0148	1.7%	0.0068	0.8%	50%	False	True	205
10	0.9115	0.8885	0.0230	2.6%	0.0066	0.7%	32%	False	True	238
20	0.9390	0.8885	0.0505	5.6%	0.0064	0.7%	15%	False	True	259
40	0.9423	0.8885	0.0538	6.0%	0.0056	0.6%	14%	False	True	235
60	0.9549	0.8885	0.0664	7.4%	0.0045	0.5%	11%	False	True	170
80	0.9678	0.8885	0.0793	8.9%	0.0038	0.4%	9%	False	True	132
100	0.9726	0.8885	0.0841	9.4%	0.0033	0.4%	9%	False	True	110
120	0.9726	0.8885	0.0841	9.4%	0.0029	0.3%	9%	False	True	96

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9442
2.618	0.9269
1.618	0.9163
1.000	0.9097
0.618	0.9057
HIGH	0.8991
0.618	0.8951
0.500	0.8938
0.382	0.8925
LOW	0.8885
0.618	0.8819
1.000	0.8779
1.618	0.8713
2.618	0.8607
4.250	0.8435

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	0.8952	0.8952
PP	0.8945	0.8945
S1	0.8938	0.8938

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

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