CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 14-Feb-2014

Day Change Summary
	Previous	Current
	13-Feb-2014	14-Feb-2014	Change	Change %	Previous Week
Open	0.9063	0.9081	0.0018	0.2%	0.9031
High	0.9101	0.9113	0.0012	0.1%	0.9113
Low	0.9044	0.9074	0.0030	0.3%	0.8992
Close	0.9085	0.9080	-0.0005	-0.1%	0.9080
Range	0.0057	0.0039	-0.0018	-31.6%	0.0121
ATR	0.0060	0.0059	-0.0002	-2.5%	0.0000
Volume	419	247	-172	-41.1%	2,201

Daily Pivots for day following 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9206	0.9182	0.9101
R3	0.9167	0.9143	0.9091
R2	0.9128	0.9128	0.9087
R1	0.9104	0.9104	0.9084	0.9097
PP	0.9089	0.9089	0.9089	0.9085
S1	0.9065	0.9065	0.9076	0.9058
S2	0.9050	0.9050	0.9073
S3	0.9011	0.9026	0.9069
S4	0.8972	0.8987	0.9059

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9425	0.9373	0.9147
R3	0.9304	0.9252	0.9113
R2	0.9183	0.9183	0.9102
R1	0.9131	0.9131	0.9091	0.9157
PP	0.9062	0.9062	0.9062	0.9075
S1	0.9010	0.9010	0.9069	0.9036
S2	0.8941	0.8941	0.9058
S3	0.8820	0.8889	0.9047
S4	0.8699	0.8768	0.9013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9113	0.8992	0.0121	1.3%	0.0047	0.5%	73%	True	False	440
10	0.9113	0.8963	0.0150	1.7%	0.0056	0.6%	78%	True	False	358
20	0.9115	0.8885	0.0230	2.5%	0.0061	0.7%	85%	False	False	298
40	0.9406	0.8885	0.0521	5.7%	0.0060	0.7%	37%	False	False	282
60	0.9530	0.8885	0.0645	7.1%	0.0051	0.6%	30%	False	False	223
80	0.9678	0.8885	0.0793	8.7%	0.0043	0.5%	25%	False	False	175
100	0.9678	0.8885	0.0793	8.7%	0.0036	0.4%	25%	False	False	143
120	0.9726	0.8885	0.0841	9.3%	0.0033	0.4%	23%	False	False	122

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9279
2.618	0.9215
1.618	0.9176
1.000	0.9152
0.618	0.9137
HIGH	0.9113
0.618	0.9098
0.500	0.9094
0.382	0.9089
LOW	0.9074
0.618	0.9050
1.000	0.9035
1.618	0.9011
2.618	0.8972
4.250	0.8908

Fisher Pivots for day following 14-Feb-2014
Pivot	1 day	3 day
R1	0.9094	0.9080
PP	0.9089	0.9079
S1	0.9085	0.9079

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

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