CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 07-Mar-2014

Day Change Summary
	Previous	Current
	06-Mar-2014	07-Mar-2014	Change	Change %	Previous Week
Open	0.9043	0.9079	0.0036	0.4%	0.9000
High	0.9106	0.9085	-0.0021	-0.2%	0.9106
Low	0.9032	0.8987	-0.0045	-0.5%	0.8973
Close	0.9083	0.8989	-0.0094	-1.0%	0.8989
Range	0.0074	0.0098	0.0024	32.4%	0.0133
ATR	0.0061	0.0063	0.0003	4.4%	0.0000
Volume	14,138	8,906	-5,232	-37.0%	30,317

Daily Pivots for day following 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9314	0.9250	0.9043
R3	0.9216	0.9152	0.9016
R2	0.9118	0.9118	0.9007
R1	0.9054	0.9054	0.8998	0.9037
PP	0.9020	0.9020	0.9020	0.9012
S1	0.8956	0.8956	0.8980	0.8939
S2	0.8922	0.8922	0.8971
S3	0.8824	0.8858	0.8962
S4	0.8726	0.8760	0.8935

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9422	0.9338	0.9062
R3	0.9289	0.9205	0.9026
R2	0.9156	0.9156	0.9013
R1	0.9072	0.9072	0.9001	0.9048
PP	0.9023	0.9023	0.9023	0.9010
S1	0.8939	0.8939	0.8977	0.8915
S2	0.8890	0.8890	0.8965
S3	0.8757	0.8806	0.8952
S4	0.8624	0.8673	0.8916

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9106	0.8973	0.0133	1.5%	0.0068	0.8%	12%	False	False	6,063
10	0.9106	0.8938	0.0168	1.9%	0.0061	0.7%	30%	False	False	4,020
20	0.9138	0.8910	0.0228	2.5%	0.0061	0.7%	35%	False	False	2,304
40	0.9207	0.8885	0.0322	3.6%	0.0062	0.7%	32%	False	False	1,287
60	0.9423	0.8885	0.0538	6.0%	0.0059	0.7%	19%	False	False	929
80	0.9545	0.8885	0.0660	7.3%	0.0051	0.6%	16%	False	False	715
100	0.9678	0.8885	0.0793	8.8%	0.0044	0.5%	13%	False	False	577
120	0.9726	0.8885	0.0841	9.4%	0.0039	0.4%	12%	False	False	484

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9502
2.618	0.9342
1.618	0.9244
1.000	0.9183
0.618	0.9146
HIGH	0.9085
0.618	0.9048
0.500	0.9036
0.382	0.9024
LOW	0.8987
0.618	0.8926
1.000	0.8889
1.618	0.8828
2.618	0.8730
4.250	0.8571

Fisher Pivots for day following 07-Mar-2014
Pivot	1 day	3 day
R1	0.9036	0.9043
PP	0.9020	0.9025
S1	0.9005	0.9007

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

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