CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	0.9046	0.9026	-0.0020	-0.2%	0.8892
High	0.9074	0.9072	-0.0002	0.0%	0.9074
Low	0.9010	0.9019	0.0009	0.1%	0.8875
Close	0.9029	0.9037	0.0008	0.1%	0.9029
Range	0.0064	0.0053	-0.0011	-17.2%	0.0199
ATR	0.0064	0.0063	-0.0001	-1.2%	0.0000
Volume	56,095	60,257	4,162	7.4%	276,660

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9202	0.9172	0.9066
R3	0.9149	0.9119	0.9052
R2	0.9096	0.9096	0.9047
R1	0.9066	0.9066	0.9042	0.9081
PP	0.9043	0.9043	0.9043	0.9050
S1	0.9013	0.9013	0.9032	0.9028
S2	0.8990	0.8990	0.9027
S3	0.8937	0.8960	0.9022
S4	0.8884	0.8907	0.9008

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9590	0.9508	0.9138
R3	0.9391	0.9309	0.9084
R2	0.9192	0.9192	0.9065
R1	0.9110	0.9110	0.9047	0.9151
PP	0.8993	0.8993	0.8993	0.9013
S1	0.8911	0.8911	0.9011	0.8952
S2	0.8794	0.8794	0.8993
S3	0.8595	0.8712	0.8974
S4	0.8396	0.8513	0.8920

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9074	0.8903	0.0171	1.9%	0.0063	0.7%	78%	False	False	58,591
10	0.9074	0.8845	0.0229	2.5%	0.0071	0.8%	84%	False	False	64,344
20	0.9106	0.8845	0.0261	2.9%	0.0064	0.7%	74%	False	False	46,858
40	0.9138	0.8845	0.0293	3.2%	0.0061	0.7%	66%	False	False	23,880
60	0.9390	0.8845	0.0545	6.0%	0.0062	0.7%	35%	False	False	16,006
80	0.9423	0.8845	0.0578	6.4%	0.0059	0.6%	33%	False	False	12,057
100	0.9549	0.8845	0.0704	7.8%	0.0051	0.6%	27%	False	False	9,654
120	0.9678	0.8845	0.0833	9.2%	0.0045	0.5%	23%	False	False	8,048

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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9297
2.618	0.9211
1.618	0.9158
1.000	0.9125
0.618	0.9105
HIGH	0.9072
0.618	0.9052
0.500	0.9046
0.382	0.9039
LOW	0.9019
0.618	0.8986
1.000	0.8966
1.618	0.8933
2.618	0.8880
4.250	0.8794

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	0.9046	0.9034
PP	0.9043	0.9031
S1	0.9040	0.9028

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

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