CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 14-Mar-2014

Day Change Summary
	Previous	Current
	13-Mar-2014	14-Mar-2014	Change	Change %	Previous Week
Open	0.8973	0.9015	0.0042	0.5%	0.8996
High	0.9035	0.9015	-0.0020	-0.2%	0.9035
Low	0.8971	0.8980	0.0009	0.1%	0.8945
Close	0.9017	0.8990	-0.0027	-0.3%	0.8990
Range	0.0064	0.0035	-0.0029	-45.3%	0.0090
ATR	0.0060	0.0058	-0.0002	-2.7%	0.0000
Volume	57,041	81,987	24,946	43.7%	215,688

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9100	0.9080	0.9009
R3	0.9065	0.9045	0.9000
R2	0.9030	0.9030	0.8996
R1	0.9010	0.9010	0.8993	0.9003
PP	0.8995	0.8995	0.8995	0.8991
S1	0.8975	0.8975	0.8987	0.8968
S2	0.8960	0.8960	0.8984
S3	0.8925	0.8940	0.8980
S4	0.8890	0.8905	0.8971

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9260	0.9215	0.9040
R3	0.9170	0.9125	0.9015
R2	0.9080	0.9080	0.9007
R1	0.9035	0.9035	0.8998	0.9013
PP	0.8990	0.8990	0.8990	0.8979
S1	0.8945	0.8945	0.8982	0.8923
S2	0.8900	0.8900	0.8974
S3	0.8810	0.8855	0.8965
S4	0.8720	0.8765	0.8941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9035	0.8945	0.0090	1.0%	0.0047	0.5%	50%	False	False	43,137
10	0.9106	0.8945	0.0161	1.8%	0.0057	0.6%	28%	False	False	24,600
20	0.9138	0.8910	0.0228	2.5%	0.0059	0.7%	35%	False	False	12,978
40	0.9138	0.8885	0.0253	2.8%	0.0060	0.7%	42%	False	False	6,637
60	0.9407	0.8885	0.0522	5.8%	0.0059	0.7%	20%	False	False	4,512
80	0.9545	0.8885	0.0660	7.3%	0.0053	0.6%	16%	False	False	3,409
100	0.9678	0.8885	0.0793	8.8%	0.0046	0.5%	13%	False	False	2,733
120	0.9678	0.8885	0.0793	8.8%	0.0040	0.4%	13%	False	False	2,280

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9164
2.618	0.9107
1.618	0.9072
1.000	0.9050
0.618	0.9037
HIGH	0.9015
0.618	0.9002
0.500	0.8998
0.382	0.8993
LOW	0.8980
0.618	0.8958
1.000	0.8945
1.618	0.8923
2.618	0.8888
4.250	0.8831

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	0.8998	0.8990
PP	0.8995	0.8990
S1	0.8993	0.8990

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

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