CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 26-Mar-2014

Day Change Summary
	Previous	Current
	25-Mar-2014	26-Mar-2014	Change	Change %	Previous Week
Open	0.8917	0.8937	0.0020	0.2%	0.8991
High	0.8947	0.9008	0.0061	0.7%	0.9069
Low	0.8903	0.8936	0.0033	0.4%	0.8845
Close	0.8938	0.8982	0.0044	0.5%	0.8904
Range	0.0044	0.0072	0.0028	63.6%	0.0224
ATR	0.0062	0.0063	0.0001	1.1%	0.0000
Volume	43,157	59,442	16,285	37.7%	355,378

Daily Pivots for day following 26-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9191	0.9159	0.9022
R3	0.9119	0.9087	0.9002
R2	0.9047	0.9047	0.8995
R1	0.9015	0.9015	0.8989	0.9031
PP	0.8975	0.8975	0.8975	0.8984
S1	0.8943	0.8943	0.8975	0.8959
S2	0.8903	0.8903	0.8969
S3	0.8831	0.8871	0.8962
S4	0.8759	0.8799	0.8942

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	0.9008	0.8845	0.0163	1.8%	0.0055	0.6%	84%	True	False	56,113
10	0.9069	0.8845	0.0224	2.5%	0.0066	0.7%	61%	False	False	64,096
20	0.9106	0.8845	0.0261	2.9%	0.0063	0.7%	52%	False	False	37,695
40	0.9138	0.8845	0.0293	3.3%	0.0062	0.7%	47%	False	False	19,134
60	0.9405	0.8845	0.0560	6.2%	0.0062	0.7%	24%	False	False	12,841
80	0.9423	0.8845	0.0578	6.4%	0.0057	0.6%	24%	False	False	9,680
100	0.9551	0.8845	0.0706	7.9%	0.0050	0.6%	19%	False	False	7,751
120	0.9678	0.8845	0.0833	9.3%	0.0044	0.5%	16%	False	False	6,462

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9314
2.618	0.9196
1.618	0.9124
1.000	0.9080
0.618	0.9052
HIGH	0.9008
0.618	0.8980
0.500	0.8972
0.382	0.8964
LOW	0.8936
0.618	0.8892
1.000	0.8864
1.618	0.8820
2.618	0.8748
4.250	0.8630

Fisher Pivots for day following 26-Mar-2014
Pivot	1 day	3 day
R1	0.8979	0.8969
PP	0.8975	0.8955
S1	0.8972	0.8942

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

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