CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 01-Oct-2013

Day Change Summary
	Previous	Current
	30-Sep-2013	01-Oct-2013	Change	Change %	Previous Week
Open	0.9676	0.9678	0.0002	0.0%	0.9685
High	0.9725	0.9702	-0.0023	-0.2%	0.9723
Low	0.9673	0.9656	-0.0017	-0.2%	0.9651
Close	0.9687	0.9665	-0.0022	-0.2%	0.9689
Range	0.0052	0.0046	-0.0006	-11.5%	0.0072
ATR	0.0051	0.0050	0.0000	-0.6%	0.0000
Volume	46,457	49,848	3,391	7.3%	194,724

Daily Pivots for day following 01-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9812	0.9785	0.9690
R3	0.9766	0.9739	0.9678
R2	0.9720	0.9720	0.9673
R1	0.9693	0.9693	0.9669	0.9684
PP	0.9674	0.9674	0.9674	0.9670
S1	0.9647	0.9647	0.9661	0.9638
S2	0.9628	0.9628	0.9657
S3	0.9582	0.9601	0.9652
S4	0.9536	0.9555	0.9640

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9904	0.9868	0.9729
R3	0.9832	0.9796	0.9709
R2	0.9760	0.9760	0.9702
R1	0.9724	0.9724	0.9696	0.9742
PP	0.9688	0.9688	0.9688	0.9697
S1	0.9652	0.9652	0.9682	0.9670
S2	0.9616	0.9616	0.9676
S3	0.9544	0.9580	0.9669
S4	0.9472	0.9508	0.9649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9725	0.9651	0.0074	0.8%	0.0040	0.4%	19%	False	False	41,702
10	0.9799	0.9651	0.0148	1.5%	0.0051	0.5%	9%	False	False	48,903
20	0.9799	0.9461	0.0338	3.5%	0.0052	0.5%	60%	False	False	38,325
40	0.9799	0.9437	0.0362	3.7%	0.0052	0.5%	63%	False	False	19,742
60	0.9799	0.9437	0.0362	3.7%	0.0052	0.5%	63%	False	False	13,269
80	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	64%	False	False	10,053
100	0.9880	0.9390	0.0490	5.1%	0.0058	0.6%	56%	False	False	8,083
120	0.9924	0.9390	0.0534	5.5%	0.0054	0.6%	51%	False	False	6,759

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9898
2.618	0.9822
1.618	0.9776
1.000	0.9748
0.618	0.9730
HIGH	0.9702
0.618	0.9684
0.500	0.9679
0.382	0.9674
LOW	0.9656
0.618	0.9628
1.000	0.9610
1.618	0.9582
2.618	0.9536
4.250	0.9461

Fisher Pivots for day following 01-Oct-2013
Pivot	1 day	3 day
R1	0.9679	0.9691
PP	0.9674	0.9682
S1	0.9670	0.9674

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

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