CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	0.8998	0.8959	-0.0039	-0.4%	0.9087
High	0.9006	0.8970	-0.0036	-0.4%	0.9138
Low	0.8950	0.8938	-0.0012	-0.1%	0.8910
Close	0.8960	0.8950	-0.0010	-0.1%	0.8963
Range	0.0056	0.0032	-0.0024	-42.9%	0.0228
ATR	0.0061	0.0058	-0.0002	-3.4%	0.0000
Volume	1,564	3,102	1,538	98.3%	3,431

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9049	0.9031	0.8968
R3	0.9017	0.8999	0.8959
R2	0.8985	0.8985	0.8956
R1	0.8967	0.8967	0.8953	0.8960
PP	0.8953	0.8953	0.8953	0.8949
S1	0.8935	0.8935	0.8947	0.8928
S2	0.8921	0.8921	0.8944
S3	0.8889	0.8903	0.8941
S4	0.8857	0.8871	0.8932

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%	0.0053	0.6%	35%	False	False	1,613
10	0.9138	0.8910	0.0228	2.5%	0.0058	0.6%	18%	False	False	1,113
20	0.9138	0.8885	0.0253	2.8%	0.0059	0.7%	26%	False	False	722
40	0.9405	0.8885	0.0520	5.8%	0.0060	0.7%	13%	False	False	489
60	0.9423	0.8885	0.0538	6.0%	0.0055	0.6%	12%	False	False	392
80	0.9551	0.8885	0.0666	7.4%	0.0047	0.5%	10%	False	False	304
100	0.9678	0.8885	0.0793	8.9%	0.0041	0.5%	8%	False	False	246
120	0.9726	0.8885	0.0841	9.4%	0.0037	0.4%	8%	False	False	209

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9106
2.618	0.9054
1.618	0.9022
1.000	0.9002
0.618	0.8990
HIGH	0.8970
0.618	0.8958
0.500	0.8954
0.382	0.8950
LOW	0.8938
0.618	0.8918
1.000	0.8906
1.618	0.8886
2.618	0.8854
4.250	0.8802

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	0.8954	0.8980
PP	0.8953	0.8970
S1	0.8951	0.8960

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

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