CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 22-Nov-2013

Day Change Summary
	Previous	Current
	21-Nov-2013	22-Nov-2013	Change	Change %	Previous Week
Open	0.9561	0.9501	-0.0060	-0.6%	0.9576
High	0.9562	0.9504	-0.0058	-0.6%	0.9596
Low	0.9493	0.9452	-0.0041	-0.4%	0.9452
Close	0.9494	0.9491	-0.0003	0.0%	0.9491
Range	0.0069	0.0052	-0.0017	-24.6%	0.0144
ATR	0.0049	0.0049	0.0000	0.5%	0.0000
Volume	67,045	62,381	-4,664	-7.0%	268,532

Daily Pivots for day following 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9638	0.9617	0.9520
R3	0.9586	0.9565	0.9505
R2	0.9534	0.9534	0.9501
R1	0.9513	0.9513	0.9496	0.9498
PP	0.9482	0.9482	0.9482	0.9475
S1	0.9461	0.9461	0.9486	0.9446
S2	0.9430	0.9430	0.9481
S3	0.9378	0.9409	0.9477
S4	0.9326	0.9357	0.9462

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9945	0.9862	0.9570
R3	0.9801	0.9718	0.9531
R2	0.9657	0.9657	0.9517
R1	0.9574	0.9574	0.9504	0.9544
PP	0.9513	0.9513	0.9513	0.9498
S1	0.9430	0.9430	0.9478	0.9400
S2	0.9369	0.9369	0.9465
S3	0.9225	0.9286	0.9451
S4	0.9081	0.9142	0.9412

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9596	0.9452	0.0144	1.5%	0.0051	0.5%	27%	False	True	53,706
10	0.9596	0.9452	0.0144	1.5%	0.0048	0.5%	27%	False	True	48,046
20	0.9607	0.9452	0.0155	1.6%	0.0046	0.5%	25%	False	True	47,306
40	0.9728	0.9452	0.0276	2.9%	0.0047	0.5%	14%	False	True	46,691
60	0.9799	0.9445	0.0354	3.7%	0.0049	0.5%	13%	False	False	42,372
80	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	15%	False	False	32,025
100	0.9799	0.9390	0.0409	4.3%	0.0050	0.5%	25%	False	False	25,688
120	0.9822	0.9390	0.0432	4.6%	0.0053	0.6%	23%	False	False	21,469

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	0.9725
2.618	0.9640
1.618	0.9588
1.000	0.9556
0.618	0.9536
HIGH	0.9504
0.618	0.9484
0.500	0.9478
0.382	0.9472
LOW	0.9452
0.618	0.9420
1.000	0.9400
1.618	0.9368
2.618	0.9316
4.250	0.9231

Fisher Pivots for day following 22-Nov-2013
Pivot	1 day	3 day
R1	0.9487	0.9515
PP	0.9482	0.9507
S1	0.9478	0.9499

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

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