CME Canadian Dollar Future September 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	0.9045	0.9012	-0.0033	-0.4%	0.8870
High	0.9054	0.9052	-0.0002	0.0%	0.9054
Low	0.8991	0.9000	0.0009	0.1%	0.8865
Close	0.9010	0.9017	0.0007	0.1%	0.9010
Range	0.0063	0.0052	-0.0011	-17.5%	0.0189
ATR	0.0056	0.0055	0.0000	-0.5%	0.0000
Volume	802	395	-407	-50.7%	1,770

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9179	0.9150	0.9046
R3	0.9127	0.9098	0.9031
R2	0.9075	0.9075	0.9027
R1	0.9046	0.9046	0.9022	0.9061
PP	0.9023	0.9023	0.9023	0.9030
S1	0.8994	0.8994	0.9012	0.9009
S2	0.8971	0.8971	0.9007
S3	0.8919	0.8942	0.9003
S4	0.8867	0.8890	0.8988

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9543	0.9466	0.9114
R3	0.9354	0.9277	0.9062
R2	0.9165	0.9165	0.9045
R1	0.9088	0.9088	0.9027	0.9127
PP	0.8976	0.8976	0.8976	0.8996
S1	0.8899	0.8899	0.8993	0.8938
S2	0.8787	0.8787	0.8975
S3	0.8598	0.8710	0.8958
S4	0.8409	0.8521	0.8906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9054	0.8888	0.0166	1.8%	0.0059	0.7%	78%	False	False	396
10	0.9054	0.8815	0.0239	2.7%	0.0066	0.7%	85%	False	False	317
20	0.9085	0.8815	0.0270	3.0%	0.0053	0.6%	75%	False	False	239
40	0.9093	0.8815	0.0278	3.1%	0.0041	0.5%	73%	False	False	151
60	0.9371	0.8815	0.0556	6.2%	0.0040	0.4%	36%	False	False	128
80	0.9387	0.8815	0.0572	6.3%	0.0037	0.4%	35%	False	False	106
100	0.9527	0.8815	0.0712	7.9%	0.0033	0.4%	28%	False	False	87

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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9273
2.618	0.9188
1.618	0.9136
1.000	0.9104
0.618	0.9084
HIGH	0.9052
0.618	0.9032
0.500	0.9026
0.382	0.9020
LOW	0.9000
0.618	0.8968
1.000	0.8948
1.618	0.8916
2.618	0.8864
4.250	0.8779

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	0.9026	0.9015
PP	0.9023	0.9013
S1	0.9020	0.9011

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

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