CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 06-Feb-2014

Day Change Summary
	Previous	Current
	05-Feb-2014	06-Feb-2014	Change	Change %	Previous Week
Open	0.8996	0.9000	0.0004	0.0%	0.9007
High	0.9024	0.9022	-0.0002	0.0%	0.9033
Low	0.8965	0.8964	-0.0001	0.0%	0.8885
Close	0.9000	0.9009	0.0009	0.1%	0.8959
Range	0.0059	0.0058	-0.0001	-1.7%	0.0148
ATR	0.0062	0.0062	0.0000	-0.5%	0.0000
Volume	199	120	-79	-39.7%	1,026

Daily Pivots for day following 06-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9172	0.9149	0.9041
R3	0.9114	0.9091	0.9025
R2	0.9056	0.9056	0.9020
R1	0.9033	0.9033	0.9014	0.9045
PP	0.8998	0.8998	0.8998	0.9004
S1	0.8975	0.8975	0.9004	0.8987
S2	0.8940	0.8940	0.8998
S3	0.8882	0.8917	0.8993
S4	0.8824	0.8859	0.8977

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%	0.0067	0.7%	88%	False	False	265
10	0.9033	0.8885	0.0148	1.6%	0.0063	0.7%	84%	False	False	264
20	0.9207	0.8885	0.0322	3.6%	0.0062	0.7%	39%	False	False	271
40	0.9423	0.8885	0.0538	6.0%	0.0058	0.6%	23%	False	False	242
60	0.9545	0.8885	0.0660	7.3%	0.0047	0.5%	19%	False	False	185
80	0.9678	0.8885	0.0793	8.8%	0.0039	0.4%	16%	False	False	145
100	0.9726	0.8885	0.0841	9.3%	0.0035	0.4%	15%	False	False	120
120	0.9726	0.8885	0.0841	9.3%	0.0031	0.3%	15%	False	False	102

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9269
2.618	0.9174
1.618	0.9116
1.000	0.9080
0.618	0.9058
HIGH	0.9022
0.618	0.9000
0.500	0.8993
0.382	0.8986
LOW	0.8964
0.618	0.8928
1.000	0.8906
1.618	0.8870
2.618	0.8812
4.250	0.8718

Fisher Pivots for day following 06-Feb-2014
Pivot	1 day	3 day
R1	0.9004	0.9004
PP	0.8998	0.8999
S1	0.8993	0.8994

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

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