CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 07-Feb-2014

Day Change Summary
	Previous	Current
	06-Feb-2014	07-Feb-2014	Change	Change %	Previous Week
Open	0.9000	0.9007	0.0007	0.1%	0.8970
High	0.9022	0.9090	0.0068	0.8%	0.9090
Low	0.8964	0.8999	0.0035	0.4%	0.8963
Close	0.9009	0.9036	0.0027	0.3%	0.9036
Range	0.0058	0.0091	0.0033	56.9%	0.0127
ATR	0.0062	0.0064	0.0002	3.3%	0.0000
Volume	120	244	124	103.3%	1,382

Daily Pivots for day following 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9315	0.9266	0.9086
R3	0.9224	0.9175	0.9061
R2	0.9133	0.9133	0.9053
R1	0.9084	0.9084	0.9044	0.9109
PP	0.9042	0.9042	0.9042	0.9054
S1	0.8993	0.8993	0.9028	0.9018
S2	0.8951	0.8951	0.9019
S3	0.8860	0.8902	0.9011
S4	0.8769	0.8811	0.8986

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9411	0.9350	0.9106
R3	0.9284	0.9223	0.9071
R2	0.9157	0.9157	0.9059
R1	0.9096	0.9096	0.9048	0.9127
PP	0.9030	0.9030	0.9030	0.9045
S1	0.8969	0.8969	0.9024	0.9000
S2	0.8903	0.8903	0.9013
S3	0.8776	0.8842	0.9001
S4	0.8649	0.8715	0.8966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9090	0.8963	0.0127	1.4%	0.0064	0.7%	57%	True	False	276
10	0.9090	0.8885	0.0205	2.3%	0.0066	0.7%	74%	True	False	240
20	0.9190	0.8885	0.0305	3.4%	0.0064	0.7%	50%	False	False	257
40	0.9423	0.8885	0.0538	6.0%	0.0060	0.7%	28%	False	False	246
60	0.9545	0.8885	0.0660	7.3%	0.0049	0.5%	23%	False	False	189
80	0.9678	0.8885	0.0793	8.8%	0.0040	0.4%	19%	False	False	148
100	0.9726	0.8885	0.0841	9.3%	0.0036	0.4%	18%	False	False	122
120	0.9726	0.8885	0.0841	9.3%	0.0032	0.4%	18%	False	False	104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9477
2.618	0.9328
1.618	0.9237
1.000	0.9181
0.618	0.9146
HIGH	0.9090
0.618	0.9055
0.500	0.9045
0.382	0.9034
LOW	0.8999
0.618	0.8943
1.000	0.8908
1.618	0.8852
2.618	0.8761
4.250	0.8612

Fisher Pivots for day following 07-Feb-2014
Pivot	1 day	3 day
R1	0.9045	0.9033
PP	0.9042	0.9030
S1	0.9039	0.9027

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

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