CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 25-Mar-2014

Day Change Summary
	Previous	Current
	24-Mar-2014	25-Mar-2014	Change	Change %	Previous Week
Open	0.8892	0.8917	0.0025	0.3%	0.8991
High	0.8924	0.8947	0.0023	0.3%	0.9069
Low	0.8875	0.8903	0.0028	0.3%	0.8845
Close	0.8916	0.8938	0.0022	0.2%	0.8904
Range	0.0049	0.0044	-0.0005	-10.2%	0.0224
ATR	0.0064	0.0062	-0.0001	-2.2%	0.0000
Volume	43,960	43,157	-803	-1.8%	355,378

Daily Pivots for day following 25-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9061	0.9044	0.8962
R3	0.9017	0.9000	0.8950
R2	0.8973	0.8973	0.8946
R1	0.8956	0.8956	0.8942	0.8965
PP	0.8929	0.8929	0.8929	0.8934
S1	0.8912	0.8912	0.8934	0.8921
S2	0.8885	0.8885	0.8930
S3	0.8841	0.8868	0.8926
S4	0.8797	0.8824	0.8914

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9611	0.9482	0.9027
R3	0.9387	0.9258	0.8966
R2	0.9163	0.9163	0.8945
R1	0.9034	0.9034	0.8925	0.8987
PP	0.8939	0.8939	0.8939	0.8916
S1	0.8810	0.8810	0.8883	0.8763
S2	0.8715	0.8715	0.8863
S3	0.8491	0.8586	0.8842
S4	0.8267	0.8362	0.8781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8972	0.8845	0.0127	1.4%	0.0064	0.7%	73%	False	False	63,909
10	0.9069	0.8845	0.0224	2.5%	0.0064	0.7%	42%	False	False	62,495
20	0.9106	0.8845	0.0261	2.9%	0.0062	0.7%	36%	False	False	34,801
40	0.9138	0.8845	0.0293	3.3%	0.0061	0.7%	32%	False	False	17,655
60	0.9405	0.8845	0.0560	6.3%	0.0062	0.7%	17%	False	False	11,851
80	0.9435	0.8845	0.0590	6.6%	0.0057	0.6%	16%	False	False	8,938
100	0.9551	0.8845	0.0706	7.9%	0.0049	0.6%	13%	False	False	7,157
120	0.9678	0.8845	0.0833	9.3%	0.0044	0.5%	11%	False	False	5,967

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9134
2.618	0.9062
1.618	0.9018
1.000	0.8991
0.618	0.8974
HIGH	0.8947
0.618	0.8930
0.500	0.8925
0.382	0.8920
LOW	0.8903
0.618	0.8876
1.000	0.8859
1.618	0.8832
2.618	0.8788
4.250	0.8716

Fisher Pivots for day following 25-Mar-2014
Pivot	1 day	3 day
R1	0.8934	0.8927
PP	0.8929	0.8916
S1	0.8925	0.8905

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

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