CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	0.8983	0.8973	-0.0010	-0.1%	0.9000
High	0.8996	0.9035	0.0039	0.4%	0.9106
Low	0.8945	0.8971	0.0026	0.3%	0.8973
Close	0.8973	0.9017	0.0044	0.5%	0.8989
Range	0.0051	0.0064	0.0013	25.5%	0.0133
ATR	0.0060	0.0060	0.0000	0.5%	0.0000
Volume	43,435	57,041	13,606	31.3%	30,317

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9200	0.9172	0.9052
R3	0.9136	0.9108	0.9035
R2	0.9072	0.9072	0.9029
R1	0.9044	0.9044	0.9023	0.9058
PP	0.9008	0.9008	0.9008	0.9015
S1	0.8980	0.8980	0.9011	0.8994
S2	0.8944	0.8944	0.9005
S3	0.8880	0.8916	0.8999
S4	0.8816	0.8852	0.8982

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	0.9085	0.8945	0.0140	1.6%	0.0059	0.7%	51%	False	False	28,521
10	0.9106	0.8945	0.0161	1.8%	0.0062	0.7%	45%	False	False	16,687
20	0.9138	0.8910	0.0228	2.5%	0.0060	0.7%	47%	False	False	8,900
40	0.9138	0.8885	0.0253	2.8%	0.0060	0.7%	52%	False	False	4,594
60	0.9415	0.8885	0.0530	5.9%	0.0059	0.7%	25%	False	False	3,149
80	0.9545	0.8885	0.0660	7.3%	0.0052	0.6%	20%	False	False	2,385
100	0.9678	0.8885	0.0793	8.8%	0.0045	0.5%	17%	False	False	1,914
120	0.9678	0.8885	0.0793	8.8%	0.0040	0.4%	17%	False	False	1,597

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9307
2.618	0.9203
1.618	0.9139
1.000	0.9099
0.618	0.9075
HIGH	0.9035
0.618	0.9011
0.500	0.9003
0.382	0.8995
LOW	0.8971
0.618	0.8931
1.000	0.8907
1.618	0.8867
2.618	0.8803
4.250	0.8699

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	0.9012	0.9008
PP	0.9008	0.8999
S1	0.9003	0.8990

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

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