CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 11-Nov-2013

Day Change Summary
	Previous	Current
	08-Nov-2013	11-Nov-2013	Change	Change %	Previous Week
Open	0.9555	0.9530	-0.0025	-0.3%	0.9585
High	0.9564	0.9547	-0.0017	-0.2%	0.9607
Low	0.9510	0.9527	0.0017	0.2%	0.9510
Close	0.9525	0.9534	0.0009	0.1%	0.9525
Range	0.0054	0.0020	-0.0034	-63.0%	0.0097
ATR	0.0048	0.0046	-0.0002	-3.9%	0.0000
Volume	56,905	26,870	-30,035	-52.8%	213,889

Daily Pivots for day following 11-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9596	0.9585	0.9545
R3	0.9576	0.9565	0.9540
R2	0.9556	0.9556	0.9538
R1	0.9545	0.9545	0.9536	0.9551
PP	0.9536	0.9536	0.9536	0.9539
S1	0.9525	0.9525	0.9532	0.9531
S2	0.9516	0.9516	0.9530
S3	0.9496	0.9505	0.9529
S4	0.9476	0.9485	0.9523

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	0.9600	0.9510	0.0090	0.9%	0.0043	0.4%	27%	False	False	41,932
10	0.9607	0.9510	0.0097	1.0%	0.0045	0.5%	25%	False	False	46,185
20	0.9728	0.9510	0.0218	2.3%	0.0047	0.5%	11%	False	False	46,154
40	0.9799	0.9510	0.0289	3.0%	0.0047	0.5%	8%	False	False	46,453
60	0.9799	0.9437	0.0362	3.8%	0.0048	0.5%	27%	False	False	35,015
80	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	27%	False	False	26,402
100	0.9799	0.9390	0.0409	4.3%	0.0052	0.5%	35%	False	False	21,197
120	0.9822	0.9390	0.0432	4.5%	0.0054	0.6%	33%	False	False	17,705

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9632
2.618	0.9599
1.618	0.9579
1.000	0.9567
0.618	0.9559
HIGH	0.9547
0.618	0.9539
0.500	0.9537
0.382	0.9535
LOW	0.9527
0.618	0.9515
1.000	0.9507
1.618	0.9495
2.618	0.9475
4.250	0.9442

Fisher Pivots for day following 11-Nov-2013
Pivot	1 day	3 day
R1	0.9537	0.9555
PP	0.9536	0.9548
S1	0.9535	0.9541

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

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