CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 07-Oct-2013

Day Change Summary
	Previous	Current
	04-Oct-2013	07-Oct-2013	Change	Change %	Previous Week
Open	0.9661	0.9692	0.0031	0.3%	0.9676
High	0.9701	0.9695	-0.0006	-0.1%	0.9725
Low	0.9653	0.9659	0.0006	0.1%	0.9637
Close	0.9693	0.9683	-0.0010	-0.1%	0.9693
Range	0.0048	0.0036	-0.0012	-25.0%	0.0088
ATR	0.0047	0.0046	-0.0001	-1.7%	0.0000
Volume	39,391	37,625	-1,766	-4.5%	226,943

Daily Pivots for day following 07-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9787	0.9771	0.9703
R3	0.9751	0.9735	0.9693
R2	0.9715	0.9715	0.9690
R1	0.9699	0.9699	0.9686	0.9689
PP	0.9679	0.9679	0.9679	0.9674
S1	0.9663	0.9663	0.9680	0.9653
S2	0.9643	0.9643	0.9676
S3	0.9607	0.9627	0.9673
S4	0.9571	0.9591	0.9663

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9949	0.9909	0.9741
R3	0.9861	0.9821	0.9717
R2	0.9773	0.9773	0.9709
R1	0.9733	0.9733	0.9701	0.9753
PP	0.9685	0.9685	0.9685	0.9695
S1	0.9645	0.9645	0.9685	0.9665
S2	0.9597	0.9597	0.9677
S3	0.9509	0.9557	0.9669
S4	0.9421	0.9469	0.9645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9702	0.9637	0.0065	0.7%	0.0037	0.4%	71%	False	False	43,622
10	0.9725	0.9637	0.0088	0.9%	0.0038	0.4%	52%	False	False	41,399
20	0.9799	0.9609	0.0190	2.0%	0.0046	0.5%	39%	False	False	45,131
40	0.9799	0.9437	0.0362	3.7%	0.0048	0.5%	68%	False	False	23,844
60	0.9799	0.9437	0.0362	3.7%	0.0050	0.5%	68%	False	False	16,056
80	0.9822	0.9390	0.0432	4.5%	0.0053	0.6%	68%	False	False	12,142
100	0.9822	0.9390	0.0432	4.5%	0.0057	0.6%	68%	False	False	9,758
120	0.9924	0.9390	0.0534	5.5%	0.0053	0.6%	55%	False	False	8,160

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9848
2.618	0.9789
1.618	0.9753
1.000	0.9731
0.618	0.9717
HIGH	0.9695
0.618	0.9681
0.500	0.9677
0.382	0.9673
LOW	0.9659
0.618	0.9637
1.000	0.9623
1.618	0.9601
2.618	0.9565
4.250	0.9506

Fisher Pivots for day following 07-Oct-2013
Pivot	1 day	3 day
R1	0.9681	0.9681
PP	0.9679	0.9679
S1	0.9677	0.9677

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

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