CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 13-Feb-2014

Day Change Summary
	Previous	Current
	12-Feb-2014	13-Feb-2014	Change	Change %	Previous Week
Open	0.9056	0.9063	0.0007	0.1%	0.8970
High	0.9081	0.9101	0.0020	0.2%	0.9090
Low	0.9046	0.9044	-0.0002	0.0%	0.8963
Close	0.9067	0.9085	0.0018	0.2%	0.9036
Range	0.0035	0.0057	0.0022	62.9%	0.0127
ATR	0.0061	0.0060	0.0000	-0.4%	0.0000
Volume	593	419	-174	-29.3%	1,382

Daily Pivots for day following 13-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9248	0.9223	0.9116
R3	0.9191	0.9166	0.9101
R2	0.9134	0.9134	0.9095
R1	0.9109	0.9109	0.9090	0.9122
PP	0.9077	0.9077	0.9077	0.9083
S1	0.9052	0.9052	0.9080	0.9065
S2	0.9020	0.9020	0.9075
S3	0.8963	0.8995	0.9069
S4	0.8906	0.8938	0.9054

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	0.9101	0.8992	0.0109	1.2%	0.0057	0.6%	85%	True	False	439
10	0.9101	0.8885	0.0216	2.4%	0.0062	0.7%	93%	True	False	352
20	0.9136	0.8885	0.0251	2.8%	0.0061	0.7%	80%	False	False	296
40	0.9407	0.8885	0.0522	5.7%	0.0060	0.7%	38%	False	False	279
60	0.9545	0.8885	0.0660	7.3%	0.0051	0.6%	30%	False	False	219
80	0.9678	0.8885	0.0793	8.7%	0.0042	0.5%	25%	False	False	172
100	0.9678	0.8885	0.0793	8.7%	0.0036	0.4%	25%	False	False	140
120	0.9726	0.8885	0.0841	9.3%	0.0033	0.4%	24%	False	False	120

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9343
2.618	0.9250
1.618	0.9193
1.000	0.9158
0.618	0.9136
HIGH	0.9101
0.618	0.9079
0.500	0.9073
0.382	0.9066
LOW	0.9044
0.618	0.9009
1.000	0.8987
1.618	0.8952
2.618	0.8895
4.250	0.8802

Fisher Pivots for day following 13-Feb-2014
Pivot	1 day	3 day
R1	0.9081	0.9072
PP	0.9077	0.9059
S1	0.9073	0.9047

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

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