CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 30-Oct-2013

Day Change Summary
	Previous	Current
	29-Oct-2013	30-Oct-2013	Change	Change %	Previous Week
Open	0.9561	0.9541	-0.0020	-0.2%	0.9703
High	0.9579	0.9565	-0.0014	-0.1%	0.9728
Low	0.9538	0.9514	-0.0024	-0.3%	0.9546
Close	0.9548	0.9532	-0.0016	-0.2%	0.9555
Range	0.0041	0.0051	0.0010	24.4%	0.0182
ATR	0.0048	0.0048	0.0000	0.5%	0.0000
Volume	46,172	51,395	5,223	11.3%	263,914

Daily Pivots for day following 30-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9690	0.9662	0.9560
R3	0.9639	0.9611	0.9546
R2	0.9588	0.9588	0.9541
R1	0.9560	0.9560	0.9537	0.9549
PP	0.9537	0.9537	0.9537	0.9531
S1	0.9509	0.9509	0.9527	0.9498
S2	0.9486	0.9486	0.9523
S3	0.9435	0.9458	0.9518
S4	0.9384	0.9407	0.9504

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	0.9634	0.9514	0.0120	1.3%	0.0046	0.5%	15%	False	True	46,040
10	0.9728	0.9514	0.0214	2.2%	0.0047	0.5%	8%	False	True	48,094
20	0.9728	0.9514	0.0214	2.2%	0.0047	0.5%	8%	False	True	45,202
40	0.9799	0.9487	0.0312	3.3%	0.0049	0.5%	14%	False	False	42,948
60	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	26%	False	False	29,052
80	0.9799	0.9437	0.0362	3.8%	0.0051	0.5%	26%	False	False	21,868
100	0.9822	0.9390	0.0432	4.5%	0.0053	0.6%	33%	False	False	17,573
120	0.9865	0.9390	0.0475	5.0%	0.0056	0.6%	30%	False	False	14,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9782
2.618	0.9699
1.618	0.9648
1.000	0.9616
0.618	0.9597
HIGH	0.9565
0.618	0.9546
0.500	0.9540
0.382	0.9533
LOW	0.9514
0.618	0.9482
1.000	0.9463
1.618	0.9431
2.618	0.9380
4.250	0.9297

Fisher Pivots for day following 30-Oct-2013
Pivot	1 day	3 day
R1	0.9540	0.9547
PP	0.9537	0.9542
S1	0.9535	0.9537

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

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