CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 14-Oct-2013

Day Change Summary
	Previous	Current
	11-Oct-2013	14-Oct-2013	Change	Change %	Previous Week
Open	0.9601	0.9635	0.0034	0.4%	0.9692
High	0.9657	0.9654	-0.0003	0.0%	0.9695
Low	0.9588	0.9628	0.0040	0.4%	0.9581
Close	0.9654	0.9645	-0.0009	-0.1%	0.9654
Range	0.0069	0.0026	-0.0043	-62.3%	0.0114
ATR	0.0049	0.0047	-0.0002	-3.4%	0.0000
Volume	51,166	25,884	-25,282	-49.4%	238,155

Daily Pivots for day following 14-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9720	0.9709	0.9659
R3	0.9694	0.9683	0.9652
R2	0.9668	0.9668	0.9650
R1	0.9657	0.9657	0.9647	0.9663
PP	0.9642	0.9642	0.9642	0.9645
S1	0.9631	0.9631	0.9643	0.9637
S2	0.9616	0.9616	0.9640
S3	0.9590	0.9605	0.9638
S4	0.9564	0.9579	0.9631

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9985	0.9934	0.9717
R3	0.9871	0.9820	0.9685
R2	0.9757	0.9757	0.9675
R1	0.9706	0.9706	0.9664	0.9675
PP	0.9643	0.9643	0.9643	0.9628
S1	0.9592	0.9592	0.9644	0.9561
S2	0.9529	0.9529	0.9633
S3	0.9415	0.9478	0.9623
S4	0.9301	0.9364	0.9591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9685	0.9581	0.0104	1.1%	0.0050	0.5%	62%	False	False	45,282
10	0.9702	0.9581	0.0121	1.3%	0.0044	0.5%	53%	False	False	44,452
20	0.9799	0.9581	0.0218	2.3%	0.0048	0.5%	29%	False	False	46,751
40	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	57%	False	False	29,445
60	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	57%	False	False	19,817
80	0.9799	0.9390	0.0409	4.2%	0.0053	0.5%	62%	False	False	14,958
100	0.9822	0.9390	0.0432	4.5%	0.0056	0.6%	59%	False	False	12,015
120	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	48%	False	False	10,043

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9765
2.618	0.9722
1.618	0.9696
1.000	0.9680
0.618	0.9670
HIGH	0.9654
0.618	0.9644
0.500	0.9641
0.382	0.9638
LOW	0.9628
0.618	0.9612
1.000	0.9602
1.618	0.9586
2.618	0.9560
4.250	0.9518

Fisher Pivots for day following 14-Oct-2013
Pivot	1 day	3 day
R1	0.9644	0.9636
PP	0.9642	0.9628
S1	0.9641	0.9619

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

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