CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 03-Oct-2013

Day Change Summary
	Previous	Current
	02-Oct-2013	03-Oct-2013	Change	Change %	Previous Week
Open	0.9661	0.9661	0.0000	0.0%	0.9685
High	0.9668	0.9679	0.0011	0.1%	0.9723
Low	0.9637	0.9654	0.0017	0.2%	0.9651
Close	0.9661	0.9670	0.0009	0.1%	0.9689
Range	0.0031	0.0025	-0.0006	-19.4%	0.0072
ATR	0.0049	0.0047	-0.0002	-3.5%	0.0000
Volume	49,425	41,822	-7,603	-15.4%	194,724

Daily Pivots for day following 03-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9743	0.9731	0.9684
R3	0.9718	0.9706	0.9677
R2	0.9693	0.9693	0.9675
R1	0.9681	0.9681	0.9672	0.9687
PP	0.9668	0.9668	0.9668	0.9671
S1	0.9656	0.9656	0.9668	0.9662
S2	0.9643	0.9643	0.9665
S3	0.9618	0.9631	0.9663
S4	0.9593	0.9606	0.9656

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	0.9637	0.0088	0.9%	0.0037	0.4%	38%	False	False	43,799
10	0.9725	0.9637	0.0088	0.9%	0.0038	0.4%	38%	False	False	43,266
20	0.9799	0.9494	0.0305	3.2%	0.0050	0.5%	58%	False	False	42,474
40	0.9799	0.9437	0.0362	3.7%	0.0051	0.5%	64%	False	False	22,010
60	0.9799	0.9437	0.0362	3.7%	0.0051	0.5%	64%	False	False	14,786
80	0.9822	0.9390	0.0432	4.5%	0.0054	0.6%	65%	False	False	11,184
100	0.9844	0.9390	0.0454	4.7%	0.0057	0.6%	62%	False	False	8,992
120	0.9924	0.9390	0.0534	5.5%	0.0053	0.6%	52%	False	False	7,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	0.9785
2.618	0.9744
1.618	0.9719
1.000	0.9704
0.618	0.9694
HIGH	0.9679
0.618	0.9669
0.500	0.9667
0.382	0.9664
LOW	0.9654
0.618	0.9639
1.000	0.9629
1.618	0.9614
2.618	0.9589
4.250	0.9548

Fisher Pivots for day following 03-Oct-2013
Pivot	1 day	3 day
R1	0.9669	0.9670
PP	0.9668	0.9670
S1	0.9667	0.9670

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

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