CME Canadian Dollar Future September 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	0.9001	0.8940	-0.0061	-0.7%	0.8965
High	0.9045	0.8940	-0.0105	-1.2%	0.9015
Low	0.8935	0.8815	-0.0120	-1.3%	0.8930
Close	0.8936	0.8863	-0.0073	-0.8%	0.8972
Range	0.0110	0.0125	0.0015	13.6%	0.0085
ATR	0.0051	0.0056	0.0005	10.5%	0.0000
Volume	29	194	165	569.0%	1,330

Daily Pivots for day following 19-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9248	0.9180	0.8932
R3	0.9123	0.9055	0.8897
R2	0.8998	0.8998	0.8886
R1	0.8930	0.8930	0.8874	0.8902
PP	0.8873	0.8873	0.8873	0.8858
S1	0.8805	0.8805	0.8852	0.8777
S2	0.8748	0.8748	0.8840
S3	0.8623	0.8680	0.8829
S4	0.8498	0.8555	0.8794

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9227	0.9185	0.9019
R3	0.9142	0.9100	0.8995
R2	0.9057	0.9057	0.8988
R1	0.9015	0.9015	0.8980	0.9036
PP	0.8972	0.8972	0.8972	0.8983
S1	0.8930	0.8930	0.8964	0.8951
S2	0.8887	0.8887	0.8956
S3	0.8802	0.8845	0.8949
S4	0.8717	0.8760	0.8925

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9045	0.8815	0.0230	2.6%	0.0065	0.7%	21%	False	True	207
10	0.9085	0.8815	0.0270	3.0%	0.0059	0.7%	18%	False	True	174
20	0.9085	0.8815	0.0270	3.0%	0.0043	0.5%	18%	False	True	113
40	0.9093	0.8815	0.0278	3.1%	0.0040	0.5%	17%	False	True	87
60	0.9387	0.8815	0.0572	6.5%	0.0038	0.4%	8%	False	True	82
80	0.9450	0.8815	0.0635	7.2%	0.0035	0.4%	8%	False	True	71

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	0.0010
Widest range in 100 trading days

Fibonacci Retracements and Extensions
4.250	0.9471
2.618	0.9267
1.618	0.9142
1.000	0.9065
0.618	0.9017
HIGH	0.8940
0.618	0.8892
0.500	0.8878
0.382	0.8863
LOW	0.8815
0.618	0.8738
1.000	0.8690
1.618	0.8613
2.618	0.8488
4.250	0.8284

Fisher Pivots for day following 19-Mar-2014
Pivot	1 day	3 day
R1	0.8878	0.8930
PP	0.8873	0.8908
S1	0.8868	0.8885

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

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