CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 21-Oct-2013

Day Change Summary
	Previous	Current
	18-Oct-2013	21-Oct-2013	Change	Change %	Previous Week
Open	0.9700	0.9703	0.0003	0.0%	0.9635
High	0.9718	0.9705	-0.0013	-0.1%	0.9718
Low	0.9690	0.9690	0.0000	0.0%	0.9609
Close	0.9700	0.9697	-0.0003	0.0%	0.9700
Range	0.0028	0.0015	-0.0013	-46.4%	0.0109
ATR	0.0047	0.0045	-0.0002	-4.9%	0.0000
Volume	31,970	22,942	-9,028	-28.2%	192,530

Daily Pivots for day following 21-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9742	0.9735	0.9705
R3	0.9727	0.9720	0.9701
R2	0.9712	0.9712	0.9700
R1	0.9705	0.9705	0.9698	0.9701
PP	0.9697	0.9697	0.9697	0.9696
S1	0.9690	0.9690	0.9696	0.9686
S2	0.9682	0.9682	0.9694
S3	0.9667	0.9675	0.9693
S4	0.9652	0.9660	0.9689

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%	0.0041	0.4%	81%	False	False	37,917
10	0.9718	0.9581	0.0137	1.4%	0.0046	0.5%	85%	False	False	41,600
20	0.9725	0.9581	0.0144	1.5%	0.0042	0.4%	81%	False	False	41,499
40	0.9799	0.9445	0.0354	3.7%	0.0047	0.5%	71%	False	False	34,020
60	0.9799	0.9437	0.0362	3.7%	0.0049	0.5%	72%	False	False	22,939
80	0.9799	0.9390	0.0409	4.2%	0.0051	0.5%	75%	False	False	17,283
100	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	71%	False	False	13,896
120	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	57%	False	False	11,608

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 117 trading days

Fibonacci Retracements and Extensions
4.250	0.9769
2.618	0.9744
1.618	0.9729
1.000	0.9720
0.618	0.9714
HIGH	0.9705
0.618	0.9699
0.500	0.9698
0.382	0.9696
LOW	0.9690
0.618	0.9681
1.000	0.9675
1.618	0.9666
2.618	0.9651
4.250	0.9626

Fisher Pivots for day following 21-Oct-2013
Pivot	1 day	3 day
R1	0.9698	0.9695
PP	0.9697	0.9693
S1	0.9697	0.9691

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

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