CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 12-Nov-2013

Day Change Summary
	Previous	Current
	11-Nov-2013	12-Nov-2013	Change	Change %	Previous Week
Open	0.9530	0.9542	0.0012	0.1%	0.9585
High	0.9547	0.9548	0.0001	0.0%	0.9607
Low	0.9527	0.9508	-0.0019	-0.2%	0.9510
Close	0.9534	0.9524	-0.0010	-0.1%	0.9525
Range	0.0020	0.0040	0.0020	100.0%	0.0097
ATR	0.0046	0.0046	0.0000	-0.9%	0.0000
Volume	26,870	45,022	18,152	67.6%	213,889

Daily Pivots for day following 12-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9647	0.9625	0.9546
R3	0.9607	0.9585	0.9535
R2	0.9567	0.9567	0.9531
R1	0.9545	0.9545	0.9528	0.9536
PP	0.9527	0.9527	0.9527	0.9522
S1	0.9505	0.9505	0.9520	0.9496
S2	0.9487	0.9487	0.9517
S3	0.9447	0.9465	0.9513
S4	0.9407	0.9425	0.9502

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	0.9508	0.0092	1.0%	0.0042	0.4%	17%	False	True	43,099
10	0.9607	0.9508	0.0099	1.0%	0.0045	0.5%	16%	False	True	46,070
20	0.9728	0.9508	0.0220	2.3%	0.0046	0.5%	7%	False	True	46,633
40	0.9799	0.9508	0.0291	3.1%	0.0047	0.5%	5%	False	True	46,295
60	0.9799	0.9437	0.0362	3.8%	0.0048	0.5%	24%	False	False	35,751
80	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	24%	False	False	26,959
100	0.9799	0.9390	0.0409	4.3%	0.0051	0.5%	33%	False	False	21,639
120	0.9822	0.9390	0.0432	4.5%	0.0054	0.6%	31%	False	False	18,078

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9718
2.618	0.9653
1.618	0.9613
1.000	0.9588
0.618	0.9573
HIGH	0.9548
0.618	0.9533
0.500	0.9528
0.382	0.9523
LOW	0.9508
0.618	0.9483
1.000	0.9468
1.618	0.9443
2.618	0.9403
4.250	0.9338

Fisher Pivots for day following 12-Nov-2013
Pivot	1 day	3 day
R1	0.9528	0.9536
PP	0.9527	0.9532
S1	0.9525	0.9528

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

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