CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 08-Nov-2013

Day Change Summary
	Previous	Current
	07-Nov-2013	08-Nov-2013	Change	Change %	Previous Week
Open	0.9584	0.9555	-0.0029	-0.3%	0.9585
High	0.9600	0.9564	-0.0036	-0.4%	0.9607
Low	0.9547	0.9510	-0.0037	-0.4%	0.9510
Close	0.9564	0.9525	-0.0039	-0.4%	0.9525
Range	0.0053	0.0054	0.0001	1.9%	0.0097
ATR	0.0047	0.0048	0.0000	1.0%	0.0000
Volume	48,787	56,905	8,118	16.6%	213,889

Daily Pivots for day following 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9695	0.9664	0.9555
R3	0.9641	0.9610	0.9540
R2	0.9587	0.9587	0.9535
R1	0.9556	0.9556	0.9530	0.9545
PP	0.9533	0.9533	0.9533	0.9527
S1	0.9502	0.9502	0.9520	0.9491
S2	0.9479	0.9479	0.9515
S3	0.9425	0.9448	0.9510
S4	0.9371	0.9394	0.9495

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9838	0.9779	0.9578
R3	0.9741	0.9682	0.9552
R2	0.9644	0.9644	0.9543
R1	0.9585	0.9585	0.9534	0.9566
PP	0.9547	0.9547	0.9547	0.9538
S1	0.9488	0.9488	0.9516	0.9469
S2	0.9450	0.9450	0.9507
S3	0.9353	0.9391	0.9498
S4	0.9256	0.9294	0.9472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9607	0.9510	0.0097	1.0%	0.0045	0.5%	15%	False	True	42,777
10	0.9607	0.9510	0.0097	1.0%	0.0045	0.5%	15%	False	True	46,566
20	0.9728	0.9510	0.0218	2.3%	0.0047	0.5%	7%	False	True	46,105
40	0.9799	0.9510	0.0289	3.0%	0.0048	0.5%	5%	False	True	47,097
60	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	24%	False	False	34,576
80	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	24%	False	False	26,069
100	0.9799	0.9390	0.0409	4.3%	0.0052	0.5%	33%	False	False	20,931
120	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	31%	False	False	17,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9794
2.618	0.9705
1.618	0.9651
1.000	0.9618
0.618	0.9597
HIGH	0.9564
0.618	0.9543
0.500	0.9537
0.382	0.9531
LOW	0.9510
0.618	0.9477
1.000	0.9456
1.618	0.9423
2.618	0.9369
4.250	0.9281

Fisher Pivots for day following 08-Nov-2013
Pivot	1 day	3 day
R1	0.9537	0.9555
PP	0.9533	0.9545
S1	0.9529	0.9535

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

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