CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 19-Mar-2014

Day Change Summary
	Previous	Current
	18-Mar-2014	19-Mar-2014	Change	Change %	Previous Week
Open	0.9023	0.8958	-0.0065	-0.7%	0.8996
High	0.9069	0.8972	-0.0097	-1.1%	0.9035
Low	0.8952	0.8853	-0.0099	-1.1%	0.8945
Close	0.8955	0.8881	-0.0074	-0.8%	0.8990
Range	0.0117	0.0119	0.0002	1.7%	0.0090
ATR	0.0062	0.0066	0.0004	6.5%	0.0000
Volume	74,100	98,423	24,323	32.8%	215,688

Daily Pivots for day following 19-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9259	0.9189	0.8946
R3	0.9140	0.9070	0.8914
R2	0.9021	0.9021	0.8903
R1	0.8951	0.8951	0.8892	0.8927
PP	0.8902	0.8902	0.8902	0.8890
S1	0.8832	0.8832	0.8870	0.8808
S2	0.8783	0.8783	0.8859
S3	0.8664	0.8713	0.8848
S4	0.8545	0.8594	0.8816

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	0.9069	0.8853	0.0216	2.4%	0.0078	0.9%	13%	False	True	72,079
10	0.9106	0.8853	0.0253	2.8%	0.0070	0.8%	11%	False	True	46,010
20	0.9106	0.8853	0.0253	2.8%	0.0063	0.7%	11%	False	True	23,979
40	0.9138	0.8853	0.0285	3.2%	0.0064	0.7%	10%	False	True	12,157
60	0.9406	0.8853	0.0553	6.2%	0.0062	0.7%	5%	False	True	8,185
80	0.9473	0.8853	0.0620	7.0%	0.0056	0.6%	5%	False	True	6,176
100	0.9551	0.8853	0.0698	7.9%	0.0048	0.5%	4%	False	True	4,947
120	0.9678	0.8853	0.0825	9.3%	0.0042	0.5%	3%	False	True	4,125

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	0.0012
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.9478
2.618	0.9284
1.618	0.9165
1.000	0.9091
0.618	0.9046
HIGH	0.8972
0.618	0.8927
0.500	0.8913
0.382	0.8898
LOW	0.8853
0.618	0.8779
1.000	0.8734
1.618	0.8660
2.618	0.8541
4.250	0.8347

Fisher Pivots for day following 19-Mar-2014
Pivot	1 day	3 day
R1	0.8913	0.8961
PP	0.8902	0.8934
S1	0.8892	0.8908

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

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