CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 20-Nov-2013

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	0.9580	0.9548	-0.0032	-0.3%	0.9530
High	0.9594	0.9577	-0.0017	-0.2%	0.9575
Low	0.9530	0.9539	0.0009	0.1%	0.9491
Close	0.9539	0.9558	0.0019	0.2%	0.9564
Range	0.0064	0.0038	-0.0026	-40.6%	0.0084
ATR	0.0048	0.0047	-0.0001	-1.4%	0.0000
Volume	44,679	52,553	7,874	17.6%	211,936

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9672	0.9653	0.9579
R3	0.9634	0.9615	0.9568
R2	0.9596	0.9596	0.9565
R1	0.9577	0.9577	0.9561	0.9587
PP	0.9558	0.9558	0.9558	0.9563
S1	0.9539	0.9539	0.9555	0.9549
S2	0.9520	0.9520	0.9551
S3	0.9482	0.9501	0.9548
S4	0.9444	0.9463	0.9537

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9795	0.9764	0.9610
R3	0.9711	0.9680	0.9587
R2	0.9627	0.9627	0.9579
R1	0.9596	0.9596	0.9572	0.9612
PP	0.9543	0.9543	0.9543	0.9551
S1	0.9512	0.9512	0.9556	0.9528
S2	0.9459	0.9459	0.9549
S3	0.9375	0.9428	0.9541
S4	0.9291	0.9344	0.9518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9596	0.9491	0.0105	1.1%	0.0052	0.5%	64%	False	False	48,225
10	0.9600	0.9491	0.0109	1.1%	0.0047	0.5%	61%	False	False	45,673
20	0.9634	0.9491	0.0143	1.5%	0.0046	0.5%	47%	False	False	45,933
40	0.9728	0.9491	0.0237	2.5%	0.0046	0.5%	28%	False	False	45,200
60	0.9799	0.9445	0.0354	3.7%	0.0048	0.5%	32%	False	False	40,250
80	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	33%	False	False	30,417
100	0.9799	0.9390	0.0409	4.3%	0.0050	0.5%	41%	False	False	24,397
120	0.9822	0.9390	0.0432	4.5%	0.0053	0.6%	39%	False	False	20,392

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9739
2.618	0.9676
1.618	0.9638
1.000	0.9615
0.618	0.9600
HIGH	0.9577
0.618	0.9562
0.500	0.9558
0.382	0.9554
LOW	0.9539
0.618	0.9516
1.000	0.9501
1.618	0.9478
2.618	0.9440
4.250	0.9378

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	0.9558	0.9563
PP	0.9558	0.9561
S1	0.9558	0.9560

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

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