CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 15-Nov-2013

Day Change Summary
	Previous	Current
	14-Nov-2013	15-Nov-2013	Change	Change %	Previous Week
Open	0.9557	0.9550	-0.0007	-0.1%	0.9530
High	0.9570	0.9575	0.0005	0.1%	0.9575
Low	0.9491	0.9530	0.0039	0.4%	0.9491
Close	0.9531	0.9564	0.0033	0.3%	0.9564
Range	0.0079	0.0045	-0.0034	-43.0%	0.0084
ATR	0.0048	0.0048	0.0000	-0.4%	0.0000
Volume	62,977	39,044	-23,933	-38.0%	211,936

Daily Pivots for day following 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9691	0.9673	0.9589
R3	0.9646	0.9628	0.9576
R2	0.9601	0.9601	0.9572
R1	0.9583	0.9583	0.9568	0.9592
PP	0.9556	0.9556	0.9556	0.9561
S1	0.9538	0.9538	0.9560	0.9547
S2	0.9511	0.9511	0.9556
S3	0.9466	0.9493	0.9552
S4	0.9421	0.9448	0.9539

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9795	0.9764	0.9610
R3	0.9711	0.9680	0.9587
R2	0.9627	0.9627	0.9579
R1	0.9596	0.9596	0.9572	0.9612
PP	0.9543	0.9543	0.9543	0.9551
S1	0.9512	0.9512	0.9556	0.9528
S2	0.9459	0.9459	0.9549
S3	0.9375	0.9428	0.9541
S4	0.9291	0.9344	0.9518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9575	0.9491	0.0084	0.9%	0.0045	0.5%	87%	True	False	42,387
10	0.9607	0.9491	0.0116	1.2%	0.0045	0.5%	63%	False	False	42,582
20	0.9728	0.9491	0.0237	2.5%	0.0048	0.5%	31%	False	False	47,075
40	0.9728	0.9491	0.0237	2.5%	0.0045	0.5%	31%	False	False	44,846
60	0.9799	0.9437	0.0362	3.8%	0.0048	0.5%	35%	False	False	38,029
80	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	35%	False	False	28,692
100	0.9799	0.9390	0.0409	4.3%	0.0051	0.5%	43%	False	False	23,017
120	0.9822	0.9390	0.0432	4.5%	0.0054	0.6%	40%	False	False	19,238

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9766
2.618	0.9693
1.618	0.9648
1.000	0.9620
0.618	0.9603
HIGH	0.9575
0.618	0.9558
0.500	0.9553
0.382	0.9547
LOW	0.9530
0.618	0.9502
1.000	0.9485
1.618	0.9457
2.618	0.9412
4.250	0.9339

Fisher Pivots for day following 15-Nov-2013
Pivot	1 day	3 day
R1	0.9560	0.9554
PP	0.9556	0.9543
S1	0.9553	0.9533

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

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