CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	0.9014	0.8998	-0.0016	-0.2%	0.9087
High	0.9021	0.9006	-0.0015	-0.2%	0.9138
Low	0.8989	0.8950	-0.0039	-0.4%	0.8910
Close	0.9001	0.8960	-0.0041	-0.5%	0.8963
Range	0.0032	0.0056	0.0024	75.0%	0.0228
ATR	0.0061	0.0061	0.0000	-0.6%	0.0000
Volume	1,422	1,564	142	10.0%	3,431

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9140	0.9106	0.8991
R3	0.9084	0.9050	0.8975
R2	0.9028	0.9028	0.8970
R1	0.8994	0.8994	0.8965	0.8983
PP	0.8972	0.8972	0.8972	0.8967
S1	0.8938	0.8938	0.8955	0.8927
S2	0.8916	0.8916	0.8950
S3	0.8860	0.8882	0.8945
S4	0.8804	0.8826	0.8929

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	0.9023	0.8910	0.0113	1.3%	0.0055	0.6%	44%	False	False	1,252
10	0.9138	0.8910	0.0228	2.5%	0.0058	0.6%	22%	False	False	862
20	0.9138	0.8885	0.0253	2.8%	0.0060	0.7%	30%	False	False	573
40	0.9405	0.8885	0.0520	5.8%	0.0061	0.7%	14%	False	False	415
60	0.9423	0.8885	0.0538	6.0%	0.0055	0.6%	14%	False	False	342
80	0.9551	0.8885	0.0666	7.4%	0.0047	0.5%	11%	False	False	266
100	0.9678	0.8885	0.0793	8.9%	0.0040	0.5%	9%	False	False	215
120	0.9726	0.8885	0.0841	9.4%	0.0036	0.4%	9%	False	False	183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9244
2.618	0.9153
1.618	0.9097
1.000	0.9062
0.618	0.9041
HIGH	0.9006
0.618	0.8985
0.500	0.8978
0.382	0.8971
LOW	0.8950
0.618	0.8915
1.000	0.8894
1.618	0.8859
2.618	0.8803
4.250	0.8712

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	0.8978	0.8987
PP	0.8972	0.8978
S1	0.8966	0.8969

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

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