CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 09-Oct-2013

Day Change Summary
	Previous	Current
	08-Oct-2013	09-Oct-2013	Change	Change %	Previous Week
Open	0.9679	0.9628	-0.0051	-0.5%	0.9676
High	0.9685	0.9642	-0.0043	-0.4%	0.9725
Low	0.9622	0.9592	-0.0030	-0.3%	0.9637
Close	0.9623	0.9605	-0.0018	-0.2%	0.9693
Range	0.0063	0.0050	-0.0013	-20.6%	0.0088
ATR	0.0048	0.0048	0.0000	0.4%	0.0000
Volume	48,283	56,676	8,393	17.4%	226,943

Daily Pivots for day following 09-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9763	0.9734	0.9633
R3	0.9713	0.9684	0.9619
R2	0.9663	0.9663	0.9614
R1	0.9634	0.9634	0.9610	0.9624
PP	0.9613	0.9613	0.9613	0.9608
S1	0.9584	0.9584	0.9600	0.9574
S2	0.9563	0.9563	0.9596
S3	0.9513	0.9534	0.9591
S4	0.9463	0.9484	0.9578

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	0.9701	0.9592	0.0109	1.1%	0.0044	0.5%	12%	False	True	44,759
10	0.9725	0.9592	0.0133	1.4%	0.0042	0.4%	10%	False	True	43,930
20	0.9799	0.9592	0.0207	2.2%	0.0047	0.5%	6%	False	True	47,044
40	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	46%	False	False	26,447
60	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	46%	False	False	17,801
80	0.9799	0.9390	0.0409	4.3%	0.0054	0.6%	53%	False	False	13,448
100	0.9822	0.9390	0.0432	4.5%	0.0057	0.6%	50%	False	False	10,806
120	0.9924	0.9390	0.0534	5.6%	0.0054	0.6%	40%	False	False	9,034

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9855
2.618	0.9773
1.618	0.9723
1.000	0.9692
0.618	0.9673
HIGH	0.9642
0.618	0.9623
0.500	0.9617
0.382	0.9611
LOW	0.9592
0.618	0.9561
1.000	0.9542
1.618	0.9511
2.618	0.9461
4.250	0.9380

Fisher Pivots for day following 09-Oct-2013
Pivot	1 day	3 day
R1	0.9617	0.9644
PP	0.9613	0.9631
S1	0.9609	0.9618

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

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