CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 11-Feb-2014

Day Change Summary
	Previous	Current
	10-Feb-2014	11-Feb-2014	Change	Change %	Previous Week
Open	0.9031	0.9018	-0.0013	-0.1%	0.8970
High	0.9048	0.9060	0.0012	0.1%	0.9090
Low	0.9013	0.8992	-0.0021	-0.2%	0.8963
Close	0.9026	0.9054	0.0028	0.3%	0.9036
Range	0.0035	0.0068	0.0033	94.3%	0.0127
ATR	0.0062	0.0063	0.0000	0.7%	0.0000
Volume	754	188	-566	-75.1%	1,382

Daily Pivots for day following 11-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9239	0.9215	0.9091
R3	0.9171	0.9147	0.9073
R2	0.9103	0.9103	0.9066
R1	0.9079	0.9079	0.9060	0.9091
PP	0.9035	0.9035	0.9035	0.9042
S1	0.9011	0.9011	0.9048	0.9023
S2	0.8967	0.8967	0.9042
S3	0.8899	0.8943	0.9035
S4	0.8831	0.8875	0.9017

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%	0.0062	0.7%	71%	False	False	301
10	0.9090	0.8885	0.0205	2.3%	0.0063	0.7%	82%	False	False	285
20	0.9157	0.8885	0.0272	3.0%	0.0062	0.7%	62%	False	False	274
40	0.9415	0.8885	0.0530	5.9%	0.0060	0.7%	32%	False	False	264
60	0.9545	0.8885	0.0660	7.3%	0.0050	0.6%	26%	False	False	203
80	0.9678	0.8885	0.0793	8.8%	0.0041	0.5%	21%	False	False	160
100	0.9715	0.8885	0.0830	9.2%	0.0036	0.4%	20%	False	False	131
120	0.9726	0.8885	0.0841	9.3%	0.0033	0.4%	20%	False	False	112

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

Fibonacci Retracements and Extensions
4.250	0.9349
2.618	0.9238
1.618	0.9170
1.000	0.9128
0.618	0.9102
HIGH	0.9060
0.618	0.9034
0.500	0.9026
0.382	0.9018
LOW	0.8992
0.618	0.8950
1.000	0.8924
1.618	0.8882
2.618	0.8814
4.250	0.8703

Fisher Pivots for day following 11-Feb-2014
Pivot	1 day	3 day
R1	0.9045	0.9050
PP	0.9035	0.9045
S1	0.9026	0.9041

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

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