CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 10-Mar-2014

Day Change Summary
	Previous	Current
	07-Mar-2014	10-Mar-2014	Change	Change %	Previous Week
Open	0.9079	0.8996	-0.0083	-0.9%	0.9000
High	0.9085	0.8998	-0.0087	-1.0%	0.9106
Low	0.8987	0.8963	-0.0024	-0.3%	0.8973
Close	0.8989	0.8983	-0.0006	-0.1%	0.8989
Range	0.0098	0.0035	-0.0063	-64.3%	0.0133
ATR	0.0063	0.0061	-0.0002	-3.2%	0.0000
Volume	8,906	8,919	13	0.1%	30,317

Daily Pivots for day following 10-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9086	0.9070	0.9002
R3	0.9051	0.9035	0.8993
R2	0.9016	0.9016	0.8989
R1	0.9000	0.9000	0.8986	0.8991
PP	0.8981	0.8981	0.8981	0.8977
S1	0.8965	0.8965	0.8980	0.8956
S2	0.8946	0.8946	0.8977
S3	0.8911	0.8930	0.8973
S4	0.8876	0.8895	0.8964

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	0.8963	0.0143	1.6%	0.0064	0.7%	14%	False	True	7,621
10	0.9106	0.8938	0.0168	1.9%	0.0058	0.6%	27%	False	False	4,818
20	0.9138	0.8910	0.0228	2.5%	0.0059	0.7%	32%	False	False	2,737
40	0.9190	0.8885	0.0305	3.4%	0.0061	0.7%	32%	False	False	1,497
60	0.9423	0.8885	0.0538	6.0%	0.0059	0.7%	18%	False	False	1,077
80	0.9545	0.8885	0.0660	7.3%	0.0051	0.6%	15%	False	False	826
100	0.9678	0.8885	0.0793	8.8%	0.0044	0.5%	12%	False	False	666
120	0.9726	0.8885	0.0841	9.4%	0.0040	0.4%	12%	False	False	558

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9147
2.618	0.9090
1.618	0.9055
1.000	0.9033
0.618	0.9020
HIGH	0.8998
0.618	0.8985
0.500	0.8981
0.382	0.8976
LOW	0.8963
0.618	0.8941
1.000	0.8928
1.618	0.8906
2.618	0.8871
4.250	0.8814

Fisher Pivots for day following 10-Mar-2014
Pivot	1 day	3 day
R1	0.8982	0.9035
PP	0.8981	0.9017
S1	0.8981	0.9000

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

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