CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	0.9018	0.9056	0.0038	0.4%	0.8970
High	0.9060	0.9081	0.0021	0.2%	0.9090
Low	0.8992	0.9046	0.0054	0.6%	0.8963
Close	0.9054	0.9067	0.0013	0.1%	0.9036
Range	0.0068	0.0035	-0.0033	-48.5%	0.0127
ATR	0.0063	0.0061	-0.0002	-3.1%	0.0000
Volume	188	593	405	215.4%	1,382

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9170	0.9153	0.9086
R3	0.9135	0.9118	0.9077
R2	0.9100	0.9100	0.9073
R1	0.9083	0.9083	0.9070	0.9092
PP	0.9065	0.9065	0.9065	0.9069
S1	0.9048	0.9048	0.9064	0.9057
S2	0.9030	0.9030	0.9061
S3	0.8995	0.9013	0.9057
S4	0.8960	0.8978	0.9048

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%	0.0057	0.6%	82%	False	False	379
10	0.9090	0.8885	0.0205	2.3%	0.0060	0.7%	89%	False	False	331
20	0.9136	0.8885	0.0251	2.8%	0.0060	0.7%	73%	False	False	288
40	0.9415	0.8885	0.0530	5.8%	0.0059	0.6%	34%	False	False	273
60	0.9545	0.8885	0.0660	7.3%	0.0050	0.5%	28%	False	False	213
80	0.9678	0.8885	0.0793	8.7%	0.0042	0.5%	23%	False	False	167
100	0.9678	0.8885	0.0793	8.7%	0.0036	0.4%	23%	False	False	136
120	0.9726	0.8885	0.0841	9.3%	0.0033	0.4%	22%	False	False	117

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9230
2.618	0.9173
1.618	0.9138
1.000	0.9116
0.618	0.9103
HIGH	0.9081
0.618	0.9068
0.500	0.9064
0.382	0.9059
LOW	0.9046
0.618	0.9024
1.000	0.9011
1.618	0.8989
2.618	0.8954
4.250	0.8897

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	0.9066	0.9057
PP	0.9065	0.9047
S1	0.9064	0.9037

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

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