CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	0.9102	0.9006	-0.0096	-1.1%	0.9031
High	0.9138	0.9013	-0.0125	-1.4%	0.9113
Low	0.8995	0.8974	-0.0021	-0.2%	0.8992
Close	0.9001	0.8978	-0.0023	-0.3%	0.9080
Range	0.0143	0.0039	-0.0104	-72.7%	0.0121
ATR	0.0063	0.0062	-0.0002	-2.7%	0.0000
Volume	658	1,294	636	96.7%	2,201

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9105	0.9081	0.8999
R3	0.9066	0.9042	0.8989
R2	0.9027	0.9027	0.8985
R1	0.9003	0.9003	0.8982	0.8996
PP	0.8988	0.8988	0.8988	0.8985
S1	0.8964	0.8964	0.8974	0.8957
S2	0.8949	0.8949	0.8971
S3	0.8910	0.8925	0.8967
S4	0.8871	0.8886	0.8957

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	0.9138	0.8974	0.0164	1.8%	0.0062	0.7%	2%	False	True	612
10	0.9138	0.8964	0.0174	1.9%	0.0060	0.7%	8%	False	False	496
20	0.9138	0.8885	0.0253	2.8%	0.0061	0.7%	37%	False	False	388
40	0.9406	0.8885	0.0521	5.8%	0.0060	0.7%	18%	False	False	315
60	0.9450	0.8885	0.0565	6.3%	0.0054	0.6%	16%	False	False	263
80	0.9551	0.8885	0.0666	7.4%	0.0045	0.5%	14%	False	False	205
100	0.9678	0.8885	0.0793	8.8%	0.0038	0.4%	12%	False	False	167
120	0.9726	0.8885	0.0841	9.4%	0.0034	0.4%	11%	False	False	142

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9179
2.618	0.9115
1.618	0.9076
1.000	0.9052
0.618	0.9037
HIGH	0.9013
0.618	0.8998
0.500	0.8994
0.382	0.8989
LOW	0.8974
0.618	0.8950
1.000	0.8935
1.618	0.8911
2.618	0.8872
4.250	0.8808

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	0.8994	0.9056
PP	0.8988	0.9030
S1	0.8983	0.9004

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

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