CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 18-Oct-2013

Day Change Summary
	Previous	Current
	17-Oct-2013	18-Oct-2013	Change	Change %	Previous Week
Open	0.9669	0.9700	0.0031	0.3%	0.9635
High	0.9713	0.9718	0.0005	0.1%	0.9718
Low	0.9664	0.9690	0.0026	0.3%	0.9609
Close	0.9706	0.9700	-0.0006	-0.1%	0.9700
Range	0.0049	0.0028	-0.0021	-42.9%	0.0109
ATR	0.0049	0.0047	-0.0001	-3.0%	0.0000
Volume	56,820	31,970	-24,850	-43.7%	192,530

Daily Pivots for day following 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9787	0.9771	0.9715
R3	0.9759	0.9743	0.9708
R2	0.9731	0.9731	0.9705
R1	0.9715	0.9715	0.9703	0.9714
PP	0.9703	0.9703	0.9703	0.9702
S1	0.9687	0.9687	0.9697	0.9686
S2	0.9675	0.9675	0.9695
S3	0.9647	0.9659	0.9692
S4	0.9619	0.9631	0.9685

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0003	0.9960	0.9760
R3	0.9894	0.9851	0.9730
R2	0.9785	0.9785	0.9720
R1	0.9742	0.9742	0.9710	0.9764
PP	0.9676	0.9676	0.9676	0.9686
S1	0.9633	0.9633	0.9690	0.9655
S2	0.9567	0.9567	0.9680
S3	0.9458	0.9524	0.9670
S4	0.9349	0.9415	0.9640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9718	0.9609	0.0109	1.1%	0.0043	0.4%	83%	True	False	38,506
10	0.9718	0.9581	0.0137	1.4%	0.0048	0.5%	87%	True	False	43,068
20	0.9725	0.9581	0.0144	1.5%	0.0043	0.4%	83%	False	False	42,617
40	0.9799	0.9437	0.0362	3.7%	0.0049	0.5%	73%	False	False	33,506
60	0.9799	0.9437	0.0362	3.7%	0.0050	0.5%	73%	False	False	22,564
80	0.9799	0.9390	0.0409	4.2%	0.0051	0.5%	76%	False	False	17,002
100	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	72%	False	False	13,671
120	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	58%	False	False	11,420

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9837
2.618	0.9791
1.618	0.9763
1.000	0.9746
0.618	0.9735
HIGH	0.9718
0.618	0.9707
0.500	0.9704
0.382	0.9701
LOW	0.9690
0.618	0.9673
1.000	0.9662
1.618	0.9645
2.618	0.9617
4.250	0.9571

Fisher Pivots for day following 18-Oct-2013
Pivot	1 day	3 day
R1	0.9704	0.9689
PP	0.9703	0.9677
S1	0.9701	0.9666

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

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