CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 25-Feb-2014

Day Change Summary
	Previous	Current
	24-Feb-2014	25-Feb-2014	Change	Change %	Previous Week
Open	0.8980	0.9014	0.0034	0.4%	0.9087
High	0.9023	0.9021	-0.0002	0.0%	0.9138
Low	0.8954	0.8989	0.0035	0.4%	0.8910
Close	0.9018	0.9001	-0.0017	-0.2%	0.8963
Range	0.0069	0.0032	-0.0037	-53.6%	0.0228
ATR	0.0063	0.0061	-0.0002	-3.5%	0.0000
Volume	947	1,422	475	50.2%	3,431

Daily Pivots for day following 25-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9100	0.9082	0.9019
R3	0.9068	0.9050	0.9010
R2	0.9036	0.9036	0.9007
R1	0.9018	0.9018	0.9004	0.9011
PP	0.9004	0.9004	0.9004	0.9000
S1	0.8986	0.8986	0.8998	0.8979
S2	0.8972	0.8972	0.8995
S3	0.8940	0.8954	0.8992
S4	0.8908	0.8922	0.8983

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%	40%	False	False	1,071
10	0.9138	0.8910	0.0228	2.5%	0.0059	0.7%	40%	False	False	724
20	0.9138	0.8885	0.0253	2.8%	0.0061	0.7%	46%	False	False	509
40	0.9405	0.8885	0.0520	5.8%	0.0062	0.7%	22%	False	False	376
60	0.9435	0.8885	0.0550	6.1%	0.0055	0.6%	21%	False	False	317
80	0.9551	0.8885	0.0666	7.4%	0.0046	0.5%	17%	False	False	247
100	0.9678	0.8885	0.0793	8.8%	0.0040	0.4%	15%	False	False	201
120	0.9726	0.8885	0.0841	9.3%	0.0036	0.4%	14%	False	False	170

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9157
2.618	0.9105
1.618	0.9073
1.000	0.9053
0.618	0.9041
HIGH	0.9021
0.618	0.9009
0.500	0.9005
0.382	0.9001
LOW	0.8989
0.618	0.8969
1.000	0.8957
1.618	0.8937
2.618	0.8905
4.250	0.8853

Fisher Pivots for day following 25-Feb-2014
Pivot	1 day	3 day
R1	0.9005	0.8990
PP	0.9004	0.8978
S1	0.9002	0.8967

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

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