CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	0.9550	0.9576	0.0026	0.3%	0.9530
High	0.9575	0.9596	0.0021	0.2%	0.9575
Low	0.9530	0.9564	0.0034	0.4%	0.9491
Close	0.9564	0.9581	0.0017	0.2%	0.9564
Range	0.0045	0.0032	-0.0013	-28.9%	0.0084
ATR	0.0048	0.0046	-0.0001	-2.3%	0.0000
Volume	39,044	41,874	2,830	7.2%	211,936

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9676	0.9661	0.9599
R3	0.9644	0.9629	0.9590
R2	0.9612	0.9612	0.9587
R1	0.9597	0.9597	0.9584	0.9605
PP	0.9580	0.9580	0.9580	0.9584
S1	0.9565	0.9565	0.9578	0.9573
S2	0.9548	0.9548	0.9575
S3	0.9516	0.9533	0.9572
S4	0.9484	0.9501	0.9563

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	0.9596	0.9491	0.0105	1.1%	0.0047	0.5%	86%	True	False	45,388
10	0.9600	0.9491	0.0109	1.1%	0.0045	0.5%	83%	False	False	43,660
20	0.9728	0.9491	0.0237	2.5%	0.0048	0.5%	38%	False	False	48,022
40	0.9728	0.9491	0.0237	2.5%	0.0045	0.5%	38%	False	False	44,761
60	0.9799	0.9445	0.0354	3.7%	0.0048	0.5%	38%	False	False	38,687
80	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	40%	False	False	29,210
100	0.9799	0.9390	0.0409	4.3%	0.0050	0.5%	47%	False	False	23,431
120	0.9822	0.9390	0.0432	4.5%	0.0054	0.6%	44%	False	False	19,583

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9732
2.618	0.9680
1.618	0.9648
1.000	0.9628
0.618	0.9616
HIGH	0.9596
0.618	0.9584
0.500	0.9580
0.382	0.9576
LOW	0.9564
0.618	0.9544
1.000	0.9532
1.618	0.9512
2.618	0.9480
4.250	0.9428

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	0.9581	0.9569
PP	0.9580	0.9556
S1	0.9580	0.9544

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

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