CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 10-Feb-2014

Day Change Summary
	Previous	Current
	07-Feb-2014	10-Feb-2014	Change	Change %	Previous Week
Open	0.9007	0.9031	0.0024	0.3%	0.8970
High	0.9090	0.9048	-0.0042	-0.5%	0.9090
Low	0.8999	0.9013	0.0014	0.2%	0.8963
Close	0.9036	0.9026	-0.0010	-0.1%	0.9036
Range	0.0091	0.0035	-0.0056	-61.5%	0.0127
ATR	0.0064	0.0062	-0.0002	-3.2%	0.0000
Volume	244	754	510	209.0%	1,382

Daily Pivots for day following 10-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9134	0.9115	0.9045
R3	0.9099	0.9080	0.9036
R2	0.9064	0.9064	0.9032
R1	0.9045	0.9045	0.9029	0.9037
PP	0.9029	0.9029	0.9029	0.9025
S1	0.9010	0.9010	0.9023	0.9002
S2	0.8994	0.8994	0.9020
S3	0.8959	0.8975	0.9016
S4	0.8924	0.8940	0.9007

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	0.8964	0.0126	1.4%	0.0059	0.6%	49%	False	False	334
10	0.9090	0.8885	0.0205	2.3%	0.0063	0.7%	69%	False	False	293
20	0.9188	0.8885	0.0303	3.4%	0.0062	0.7%	47%	False	False	285
40	0.9423	0.8885	0.0538	6.0%	0.0060	0.7%	26%	False	False	262
60	0.9545	0.8885	0.0660	7.3%	0.0049	0.5%	21%	False	False	201
80	0.9678	0.8885	0.0793	8.8%	0.0041	0.4%	18%	False	False	157
100	0.9726	0.8885	0.0841	9.3%	0.0036	0.4%	17%	False	False	129
120	0.9726	0.8885	0.0841	9.3%	0.0032	0.4%	17%	False	False	111

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9197
2.618	0.9140
1.618	0.9105
1.000	0.9083
0.618	0.9070
HIGH	0.9048
0.618	0.9035
0.500	0.9031
0.382	0.9026
LOW	0.9013
0.618	0.8991
1.000	0.8978
1.618	0.8956
2.618	0.8921
4.250	0.8864

Fisher Pivots for day following 10-Feb-2014
Pivot	1 day	3 day
R1	0.9031	0.9027
PP	0.9029	0.9027
S1	0.9028	0.9026

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

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