CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	0.9000	0.9003	0.0003	0.0%	0.8980
High	0.9036	0.9016	-0.0020	-0.2%	0.9034
Low	0.8980	0.8973	-0.0007	-0.1%	0.8938
Close	0.9000	0.8979	-0.0021	-0.2%	0.9015
Range	0.0056	0.0043	-0.0013	-23.2%	0.0096
ATR	0.0060	0.0059	-0.0001	-2.0%	0.0000
Volume	1,129	3,031	1,902	168.5%	9,891

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9118	0.9092	0.9003
R3	0.9075	0.9049	0.8991
R2	0.9032	0.9032	0.8987
R1	0.9006	0.9006	0.8983	0.8998
PP	0.8989	0.8989	0.8989	0.8985
S1	0.8963	0.8963	0.8975	0.8955
S2	0.8946	0.8946	0.8971
S3	0.8903	0.8920	0.8967
S4	0.8860	0.8877	0.8955

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9284	0.9245	0.9068
R3	0.9188	0.9149	0.9041
R2	0.9092	0.9092	0.9033
R1	0.9053	0.9053	0.9024	0.9073
PP	0.8996	0.8996	0.8996	0.9005
S1	0.8957	0.8957	0.9006	0.8977
S2	0.8900	0.8900	0.8997
S3	0.8804	0.8861	0.8989
S4	0.8708	0.8765	0.8962

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9036	0.8938	0.0098	1.1%	0.0054	0.6%	42%	False	False	2,336
10	0.9138	0.8910	0.0228	2.5%	0.0063	0.7%	30%	False	False	1,703
20	0.9138	0.8910	0.0228	2.5%	0.0058	0.6%	30%	False	False	1,030
40	0.9385	0.8885	0.0500	5.6%	0.0061	0.7%	19%	False	False	649
60	0.9423	0.8885	0.0538	6.0%	0.0057	0.6%	17%	False	False	506
80	0.9549	0.8885	0.0664	7.4%	0.0048	0.5%	14%	False	False	391
100	0.9678	0.8885	0.0793	8.8%	0.0042	0.5%	12%	False	False	316
120	0.9726	0.8885	0.0841	9.4%	0.0037	0.4%	11%	False	False	267

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9199
2.618	0.9129
1.618	0.9086
1.000	0.9059
0.618	0.9043
HIGH	0.9016
0.618	0.9000
0.500	0.8995
0.382	0.8989
LOW	0.8973
0.618	0.8946
1.000	0.8930
1.618	0.8903
2.618	0.8860
4.250	0.8790

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	0.8995	0.8993
PP	0.8989	0.8988
S1	0.8984	0.8984

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

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