CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 05-Nov-2013

Day Change Summary
	Previous	Current
	04-Nov-2013	05-Nov-2013	Change	Change %	Previous Week
Open	0.9585	0.9583	-0.0002	0.0%	0.9556
High	0.9607	0.9589	-0.0018	-0.2%	0.9594
Low	0.9578	0.9546	-0.0032	-0.3%	0.9514
Close	0.9585	0.9548	-0.0037	-0.4%	0.9578
Range	0.0029	0.0043	0.0014	48.3%	0.0080
ATR	0.0047	0.0047	0.0000	-0.7%	0.0000
Volume	31,097	39,186	8,089	26.0%	251,775

Daily Pivots for day following 05-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9690	0.9662	0.9572
R3	0.9647	0.9619	0.9560
R2	0.9604	0.9604	0.9556
R1	0.9576	0.9576	0.9552	0.9569
PP	0.9561	0.9561	0.9561	0.9557
S1	0.9533	0.9533	0.9544	0.9526
S2	0.9518	0.9518	0.9540
S3	0.9475	0.9490	0.9536
S4	0.9432	0.9447	0.9524

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%	0.0047	0.5%	37%	False	False	49,042
10	0.9712	0.9514	0.0198	2.1%	0.0052	0.5%	17%	False	False	51,520
20	0.9728	0.9514	0.0214	2.2%	0.0048	0.5%	16%	False	False	46,537
40	0.9799	0.9514	0.0285	3.0%	0.0047	0.5%	12%	False	False	46,358
60	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	31%	False	False	32,204
80	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	31%	False	False	24,279
100	0.9801	0.9390	0.0411	4.3%	0.0053	0.6%	38%	False	False	19,500
120	0.9822	0.9390	0.0432	4.5%	0.0056	0.6%	37%	False	False	16,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9772
2.618	0.9702
1.618	0.9659
1.000	0.9632
0.618	0.9616
HIGH	0.9589
0.618	0.9573
0.500	0.9568
0.382	0.9562
LOW	0.9546
0.618	0.9519
1.000	0.9503
1.618	0.9476
2.618	0.9433
4.250	0.9363

Fisher Pivots for day following 05-Nov-2013
Pivot	1 day	3 day
R1	0.9568	0.9577
PP	0.9561	0.9567
S1	0.9555	0.9558

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

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