CME Canadian Dollar Future September 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	0.9012	0.9014	0.0002	0.0%	0.8870
High	0.9052	0.9041	-0.0011	-0.1%	0.9054
Low	0.9000	0.8999	-0.0001	0.0%	0.8865
Close	0.9017	0.9027	0.0010	0.1%	0.9010
Range	0.0052	0.0042	-0.0010	-19.2%	0.0189
ATR	0.0055	0.0054	-0.0001	-1.7%	0.0000
Volume	395	333	-62	-15.7%	1,770

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9148	0.9130	0.9050
R3	0.9106	0.9088	0.9039
R2	0.9064	0.9064	0.9035
R1	0.9046	0.9046	0.9031	0.9055
PP	0.9022	0.9022	0.9022	0.9027
S1	0.9004	0.9004	0.9023	0.9013
S2	0.8980	0.8980	0.9019
S3	0.8938	0.8962	0.9015
S4	0.8896	0.8920	0.9004

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	0.8919	0.0135	1.5%	0.0059	0.7%	80%	False	False	454
10	0.9054	0.8815	0.0239	2.6%	0.0059	0.7%	89%	False	False	347
20	0.9085	0.8815	0.0270	3.0%	0.0054	0.6%	79%	False	False	253
40	0.9093	0.8815	0.0278	3.1%	0.0041	0.5%	76%	False	False	154
60	0.9335	0.8815	0.0520	5.8%	0.0041	0.5%	41%	False	False	133
80	0.9387	0.8815	0.0572	6.3%	0.0038	0.4%	37%	False	False	108
100	0.9527	0.8815	0.0712	7.9%	0.0034	0.4%	30%	False	False	91

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9220
2.618	0.9151
1.618	0.9109
1.000	0.9083
0.618	0.9067
HIGH	0.9041
0.618	0.9025
0.500	0.9020
0.382	0.9015
LOW	0.8999
0.618	0.8973
1.000	0.8957
1.618	0.8931
2.618	0.8889
4.250	0.8821

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	0.9025	0.9026
PP	0.9022	0.9024
S1	0.9020	0.9023

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

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