CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 07-Nov-2013

Day Change Summary
	Previous	Current
	06-Nov-2013	07-Nov-2013	Change	Change %	Previous Week
Open	0.9556	0.9584	0.0028	0.3%	0.9556
High	0.9594	0.9600	0.0006	0.1%	0.9594
Low	0.9550	0.9547	-0.0003	0.0%	0.9514
Close	0.9587	0.9564	-0.0023	-0.2%	0.9578
Range	0.0044	0.0053	0.0009	20.5%	0.0080
ATR	0.0047	0.0047	0.0000	0.9%	0.0000
Volume	37,914	48,787	10,873	28.7%	251,775

Daily Pivots for day following 07-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9729	0.9700	0.9593
R3	0.9676	0.9647	0.9579
R2	0.9623	0.9623	0.9574
R1	0.9594	0.9594	0.9569	0.9582
PP	0.9570	0.9570	0.9570	0.9565
S1	0.9541	0.9541	0.9559	0.9529
S2	0.9517	0.9517	0.9554
S3	0.9464	0.9488	0.9549
S4	0.9411	0.9435	0.9535

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	0.9546	0.0061	0.6%	0.0042	0.4%	30%	False	False	42,785
10	0.9607	0.9514	0.0093	1.0%	0.0044	0.5%	54%	False	False	45,395
20	0.9728	0.9514	0.0214	2.2%	0.0048	0.5%	23%	False	False	45,818
40	0.9799	0.9514	0.0285	3.0%	0.0048	0.5%	18%	False	False	46,613
60	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	35%	False	False	33,637
80	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	35%	False	False	25,359
100	0.9799	0.9390	0.0409	4.3%	0.0053	0.6%	43%	False	False	20,362
120	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	40%	False	False	17,008

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9825
2.618	0.9739
1.618	0.9686
1.000	0.9653
0.618	0.9633
HIGH	0.9600
0.618	0.9580
0.500	0.9574
0.382	0.9567
LOW	0.9547
0.618	0.9514
1.000	0.9494
1.618	0.9461
2.618	0.9408
4.250	0.9322

Fisher Pivots for day following 07-Nov-2013
Pivot	1 day	3 day
R1	0.9574	0.9573
PP	0.9570	0.9570
S1	0.9567	0.9567

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

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