CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 05-Feb-2014

Day Change Summary
	Previous	Current
	04-Feb-2014	05-Feb-2014	Change	Change %	Previous Week
Open	0.8972	0.8996	0.0024	0.3%	0.9007
High	0.9019	0.9024	0.0005	0.1%	0.9033
Low	0.8969	0.8965	-0.0004	0.0%	0.8885
Close	0.9002	0.9000	-0.0002	0.0%	0.8959
Range	0.0050	0.0059	0.0009	18.0%	0.0148
ATR	0.0063	0.0062	0.0000	-0.4%	0.0000
Volume	357	199	-158	-44.3%	1,026

Daily Pivots for day following 05-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9173	0.9146	0.9032
R3	0.9114	0.9087	0.9016
R2	0.9055	0.9055	0.9011
R1	0.9028	0.9028	0.9005	0.9042
PP	0.8996	0.8996	0.8996	0.9003
S1	0.8969	0.8969	0.8995	0.8983
S2	0.8937	0.8937	0.8989
S3	0.8878	0.8910	0.8984
S4	0.8819	0.8851	0.8968

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%	0.0063	0.7%	82%	False	False	283
10	0.9033	0.8885	0.0148	1.6%	0.0063	0.7%	78%	False	False	280
20	0.9252	0.8885	0.0367	4.1%	0.0062	0.7%	31%	False	False	289
40	0.9423	0.8885	0.0538	6.0%	0.0057	0.6%	21%	False	False	247
60	0.9545	0.8885	0.0660	7.3%	0.0047	0.5%	17%	False	False	184
80	0.9678	0.8885	0.0793	8.8%	0.0039	0.4%	15%	False	False	143
100	0.9726	0.8885	0.0841	9.3%	0.0034	0.4%	14%	False	False	120
120	0.9726	0.8885	0.0841	9.3%	0.0031	0.3%	14%	False	False	101

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

Fibonacci Retracements and Extensions
4.250	0.9275
2.618	0.9178
1.618	0.9119
1.000	0.9083
0.618	0.9060
HIGH	0.9024
0.618	0.9001
0.500	0.8995
0.382	0.8988
LOW	0.8965
0.618	0.8929
1.000	0.8906
1.618	0.8870
2.618	0.8811
4.250	0.8714

Fisher Pivots for day following 05-Feb-2014
Pivot	1 day	3 day
R1	0.8998	0.8998
PP	0.8996	0.8996
S1	0.8995	0.8995

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

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