CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	0.8986	0.8980	-0.0006	-0.1%	0.9087
High	0.8987	0.9023	0.0036	0.4%	0.9138
Low	0.8910	0.8954	0.0044	0.5%	0.8910
Close	0.8963	0.9018	0.0055	0.6%	0.8963
Range	0.0077	0.0069	-0.0008	-10.4%	0.0228
ATR	0.0063	0.0063	0.0000	0.7%	0.0000
Volume	1,034	947	-87	-8.4%	3,431

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9181	0.9056
R3	0.9136	0.9112	0.9037
R2	0.9067	0.9067	0.9031
R1	0.9043	0.9043	0.9024	0.9055
PP	0.8998	0.8998	0.8998	0.9005
S1	0.8974	0.8974	0.9012	0.8986
S2	0.8929	0.8929	0.9005
S3	0.8860	0.8905	0.8999
S4	0.8791	0.8836	0.8980

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9688	0.9553	0.9088
R3	0.9460	0.9325	0.9026
R2	0.9232	0.9232	0.9005
R1	0.9097	0.9097	0.8984	0.9051
PP	0.9004	0.9004	0.9004	0.8980
S1	0.8869	0.8869	0.8942	0.8823
S2	0.8776	0.8776	0.8921
S3	0.8548	0.8641	0.8900
S4	0.8320	0.8413	0.8838

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9138	0.8910	0.0228	2.5%	0.0072	0.8%	47%	False	False	875
10	0.9138	0.8910	0.0228	2.5%	0.0059	0.7%	47%	False	False	657
20	0.9138	0.8885	0.0253	2.8%	0.0063	0.7%	53%	False	False	449
40	0.9405	0.8885	0.0520	5.8%	0.0062	0.7%	26%	False	False	343
60	0.9450	0.8885	0.0565	6.3%	0.0055	0.6%	24%	False	False	294
80	0.9551	0.8885	0.0666	7.4%	0.0046	0.5%	20%	False	False	229
100	0.9678	0.8885	0.0793	8.8%	0.0040	0.4%	17%	False	False	186
120	0.9726	0.8885	0.0841	9.3%	0.0036	0.4%	16%	False	False	158

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	0.9316
2.618	0.9204
1.618	0.9135
1.000	0.9092
0.618	0.9066
HIGH	0.9023
0.618	0.8997
0.500	0.8989
0.382	0.8980
LOW	0.8954
0.618	0.8911
1.000	0.8885
1.618	0.8842
2.618	0.8773
4.250	0.8661

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	0.9008	0.9001
PP	0.8998	0.8984
S1	0.8989	0.8967

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

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