CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 17-Mar-2014

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	0.9015	0.8991	-0.0024	-0.3%	0.8996
High	0.9015	0.9035	0.0020	0.2%	0.9035
Low	0.8980	0.8982	0.0002	0.0%	0.8945
Close	0.8990	0.9029	0.0039	0.4%	0.8990
Range	0.0035	0.0053	0.0018	51.4%	0.0090
ATR	0.0058	0.0058	0.0000	-0.7%	0.0000
Volume	81,987	48,847	-33,140	-40.4%	215,688

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9174	0.9155	0.9058
R3	0.9121	0.9102	0.9044
R2	0.9068	0.9068	0.9039
R1	0.9049	0.9049	0.9034	0.9059
PP	0.9015	0.9015	0.9015	0.9020
S1	0.8996	0.8996	0.9024	0.9006
S2	0.8962	0.8962	0.9019
S3	0.8909	0.8943	0.9014
S4	0.8856	0.8890	0.9000

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%	0.0050	0.6%	93%	True	False	51,123
10	0.9106	0.8945	0.0161	1.8%	0.0057	0.6%	52%	False	False	29,372
20	0.9138	0.8910	0.0228	2.5%	0.0060	0.7%	52%	False	False	15,408
40	0.9138	0.8885	0.0253	2.8%	0.0060	0.7%	57%	False	False	7,853
60	0.9406	0.8885	0.0521	5.8%	0.0060	0.7%	28%	False	False	5,324
80	0.9530	0.8885	0.0645	7.1%	0.0053	0.6%	22%	False	False	4,020
100	0.9678	0.8885	0.0793	8.8%	0.0046	0.5%	18%	False	False	3,222
120	0.9678	0.8885	0.0793	8.8%	0.0040	0.4%	18%	False	False	2,687

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9260
2.618	0.9174
1.618	0.9121
1.000	0.9088
0.618	0.9068
HIGH	0.9035
0.618	0.9015
0.500	0.9009
0.382	0.9002
LOW	0.8982
0.618	0.8949
1.000	0.8929
1.618	0.8896
2.618	0.8843
4.250	0.8757

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	0.9022	0.9020
PP	0.9015	0.9012
S1	0.9009	0.9003

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

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