CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 04-Nov-2013

Day Change Summary
	Previous	Current
	01-Nov-2013	04-Nov-2013	Change	Change %	Previous Week
Open	0.9574	0.9585	0.0011	0.1%	0.9556
High	0.9594	0.9607	0.0013	0.1%	0.9594
Low	0.9554	0.9578	0.0024	0.3%	0.9514
Close	0.9578	0.9585	0.0007	0.1%	0.9578
Range	0.0040	0.0029	-0.0011	-27.5%	0.0080
ATR	0.0049	0.0047	-0.0001	-2.9%	0.0000
Volume	56,944	31,097	-25,847	-45.4%	251,775

Daily Pivots for day following 04-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9677	0.9660	0.9601
R3	0.9648	0.9631	0.9593
R2	0.9619	0.9619	0.9590
R1	0.9602	0.9602	0.9588	0.9600
PP	0.9590	0.9590	0.9590	0.9589
S1	0.9573	0.9573	0.9582	0.9571
S2	0.9561	0.9561	0.9580
S3	0.9532	0.9544	0.9577
S4	0.9503	0.9515	0.9569

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9802	0.9770	0.9622
R3	0.9722	0.9690	0.9600
R2	0.9642	0.9642	0.9593
R1	0.9610	0.9610	0.9585	0.9626
PP	0.9562	0.9562	0.9562	0.9570
S1	0.9530	0.9530	0.9571	0.9546
S2	0.9482	0.9482	0.9563
S3	0.9402	0.9450	0.9556
S4	0.9322	0.9370	0.9534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9607	0.9514	0.0093	1.0%	0.0046	0.5%	76%	True	False	50,439
10	0.9728	0.9514	0.0214	2.2%	0.0052	0.5%	33%	False	False	52,384
20	0.9728	0.9514	0.0214	2.2%	0.0049	0.5%	33%	False	False	46,992
40	0.9799	0.9514	0.0285	3.0%	0.0047	0.5%	25%	False	False	46,061
60	0.9799	0.9437	0.0362	3.8%	0.0048	0.5%	41%	False	False	31,560
80	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	41%	False	False	23,790
100	0.9822	0.9390	0.0432	4.5%	0.0053	0.5%	45%	False	False	19,112
120	0.9822	0.9390	0.0432	4.5%	0.0056	0.6%	45%	False	False	15,964

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9730
2.618	0.9683
1.618	0.9654
1.000	0.9636
0.618	0.9625
HIGH	0.9607
0.618	0.9596
0.500	0.9593
0.382	0.9589
LOW	0.9578
0.618	0.9560
1.000	0.9549
1.618	0.9531
2.618	0.9502
4.250	0.9455

Fisher Pivots for day following 04-Nov-2013
Pivot	1 day	3 day
R1	0.9593	0.9578
PP	0.9590	0.9571
S1	0.9588	0.9564

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

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