CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 28-Oct-2013

Day Change Summary
	Previous	Current
	25-Oct-2013	28-Oct-2013	Change	Change %	Previous Week
Open	0.9582	0.9556	-0.0026	-0.3%	0.9703
High	0.9593	0.9577	-0.0016	-0.2%	0.9728
Low	0.9546	0.9555	0.0009	0.1%	0.9546
Close	0.9555	0.9565	0.0010	0.1%	0.9555
Range	0.0047	0.0022	-0.0025	-53.2%	0.0182
ATR	0.0050	0.0048	-0.0002	-4.0%	0.0000
Volume	45,193	30,675	-14,518	-32.1%	263,914

Daily Pivots for day following 28-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9632	0.9620	0.9577
R3	0.9610	0.9598	0.9571
R2	0.9588	0.9588	0.9569
R1	0.9576	0.9576	0.9567	0.9582
PP	0.9566	0.9566	0.9566	0.9569
S1	0.9554	0.9554	0.9563	0.9560
S2	0.9544	0.9544	0.9561
S3	0.9522	0.9532	0.9559
S4	0.9500	0.9510	0.9553

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0156	1.0037	0.9655
R3	0.9974	0.9855	0.9605
R2	0.9792	0.9792	0.9588
R1	0.9673	0.9673	0.9572	0.9642
PP	0.9610	0.9610	0.9610	0.9594
S1	0.9491	0.9491	0.9538	0.9460
S2	0.9428	0.9428	0.9522
S3	0.9246	0.9309	0.9505
S4	0.9064	0.9127	0.9455

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9728	0.9546	0.0182	1.9%	0.0057	0.6%	10%	False	False	54,329
10	0.9728	0.9546	0.0182	1.9%	0.0049	0.5%	10%	False	False	46,123
20	0.9728	0.9546	0.0182	1.9%	0.0046	0.5%	10%	False	False	45,288
40	0.9799	0.9445	0.0354	3.7%	0.0049	0.5%	34%	False	False	40,602
60	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	35%	False	False	27,438
80	0.9799	0.9414	0.0385	4.0%	0.0050	0.5%	39%	False	False	20,663
100	0.9822	0.9390	0.0432	4.5%	0.0054	0.6%	41%	False	False	16,607
120	0.9924	0.9390	0.0534	5.6%	0.0056	0.6%	33%	False	False	13,868

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9671
2.618	0.9635
1.618	0.9613
1.000	0.9599
0.618	0.9591
HIGH	0.9577
0.618	0.9569
0.500	0.9566
0.382	0.9563
LOW	0.9555
0.618	0.9541
1.000	0.9533
1.618	0.9519
2.618	0.9497
4.250	0.9462

Fisher Pivots for day following 28-Oct-2013
Pivot	1 day	3 day
R1	0.9566	0.9590
PP	0.9566	0.9582
S1	0.9565	0.9573

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

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