CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	0.9026	0.9031	0.0005	0.1%	0.8892
High	0.9072	0.9064	-0.0008	-0.1%	0.9074
Low	0.9019	0.9017	-0.0002	0.0%	0.8875
Close	0.9037	0.9046	0.0009	0.1%	0.9029
Range	0.0053	0.0047	-0.0006	-11.3%	0.0199
ATR	0.0063	0.0062	-0.0001	-1.8%	0.0000
Volume	60,257	38,903	-21,354	-35.4%	276,660

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9183	0.9162	0.9072
R3	0.9136	0.9115	0.9059
R2	0.9089	0.9089	0.9055
R1	0.9068	0.9068	0.9050	0.9079
PP	0.9042	0.9042	0.9042	0.9048
S1	0.9021	0.9021	0.9042	0.9032
S2	0.8995	0.8995	0.9037
S3	0.8948	0.8974	0.9033
S4	0.8901	0.8927	0.9020

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	0.8936	0.0138	1.5%	0.0063	0.7%	80%	False	False	57,740
10	0.9074	0.8845	0.0229	2.5%	0.0064	0.7%	88%	False	False	60,825
20	0.9106	0.8845	0.0261	2.9%	0.0064	0.7%	77%	False	False	48,652
40	0.9138	0.8845	0.0293	3.2%	0.0061	0.7%	69%	False	False	24,841
60	0.9385	0.8845	0.0540	6.0%	0.0062	0.7%	37%	False	False	16,650
80	0.9423	0.8845	0.0578	6.4%	0.0059	0.7%	35%	False	False	12,542
100	0.9549	0.8845	0.0704	7.8%	0.0052	0.6%	29%	False	False	10,043
120	0.9678	0.8845	0.0833	9.2%	0.0045	0.5%	24%	False	False	8,372

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9264
2.618	0.9187
1.618	0.9140
1.000	0.9111
0.618	0.9093
HIGH	0.9064
0.618	0.9046
0.500	0.9041
0.382	0.9035
LOW	0.9017
0.618	0.8988
1.000	0.8970
1.618	0.8941
2.618	0.8894
4.250	0.8817

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	0.9044	0.9045
PP	0.9042	0.9043
S1	0.9041	0.9042

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

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