CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 04-Feb-2014

Day Change Summary
	Previous	Current
	03-Feb-2014	04-Feb-2014	Change	Change %	Previous Week
Open	0.8970	0.8972	0.0002	0.0%	0.9007
High	0.9026	0.9019	-0.0007	-0.1%	0.9033
Low	0.8963	0.8969	0.0006	0.1%	0.8885
Close	0.8983	0.9002	0.0019	0.2%	0.8959
Range	0.0063	0.0050	-0.0013	-20.6%	0.0148
ATR	0.0064	0.0063	-0.0001	-1.5%	0.0000
Volume	462	357	-105	-22.7%	1,026

Daily Pivots for day following 04-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9147	0.9124	0.9030
R3	0.9097	0.9074	0.9016
R2	0.9047	0.9047	0.9011
R1	0.9024	0.9024	0.9007	0.9036
PP	0.8997	0.8997	0.8997	0.9002
S1	0.8974	0.8974	0.8997	0.8986
S2	0.8947	0.8947	0.8993
S3	0.8897	0.8924	0.8988
S4	0.8847	0.8874	0.8975

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	0.9026	0.8885	0.0141	1.6%	0.0064	0.7%	83%	False	False	269
10	0.9095	0.8885	0.0210	2.3%	0.0068	0.8%	56%	False	False	282
20	0.9342	0.8885	0.0457	5.1%	0.0064	0.7%	26%	False	False	284
40	0.9423	0.8885	0.0538	6.0%	0.0058	0.6%	22%	False	False	244
60	0.9545	0.8885	0.0660	7.3%	0.0046	0.5%	18%	False	False	181
80	0.9678	0.8885	0.0793	8.8%	0.0038	0.4%	15%	False	False	141
100	0.9726	0.8885	0.0841	9.3%	0.0034	0.4%	14%	False	False	118
120	0.9726	0.8885	0.0841	9.3%	0.0030	0.3%	14%	False	False	100

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9232
2.618	0.9150
1.618	0.9100
1.000	0.9069
0.618	0.9050
HIGH	0.9019
0.618	0.9000
0.500	0.8994
0.382	0.8988
LOW	0.8969
0.618	0.8938
1.000	0.8919
1.618	0.8888
2.618	0.8838
4.250	0.8757

Fisher Pivots for day following 04-Feb-2014
Pivot	1 day	3 day
R1	0.8999	0.8987
PP	0.8997	0.8971
S1	0.8994	0.8956

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

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