CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 26-Nov-2013

Day Change Summary
	Previous	Current
	25-Nov-2013	26-Nov-2013	Change	Change %	Previous Week
Open	0.9497	0.9486	-0.0011	-0.1%	0.9576
High	0.9497	0.9501	0.0004	0.0%	0.9596
Low	0.9443	0.9465	0.0022	0.2%	0.9452
Close	0.9468	0.9478	0.0010	0.1%	0.9491
Range	0.0054	0.0036	-0.0018	-33.3%	0.0144
ATR	0.0049	0.0048	-0.0001	-1.9%	0.0000
Volume	49,035	49,546	511	1.0%	268,532

Daily Pivots for day following 26-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9589	0.9570	0.9498
R3	0.9553	0.9534	0.9488
R2	0.9517	0.9517	0.9485
R1	0.9498	0.9498	0.9481	0.9490
PP	0.9481	0.9481	0.9481	0.9477
S1	0.9462	0.9462	0.9475	0.9454
S2	0.9445	0.9445	0.9471
S3	0.9409	0.9426	0.9468
S4	0.9373	0.9390	0.9458

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	0.9577	0.9443	0.0134	1.4%	0.0050	0.5%	26%	False	False	56,112
10	0.9596	0.9443	0.0153	1.6%	0.0051	0.5%	23%	False	False	50,715
20	0.9607	0.9443	0.0164	1.7%	0.0048	0.5%	21%	False	False	48,393
40	0.9728	0.9443	0.0285	3.0%	0.0047	0.5%	12%	False	False	46,748
60	0.9799	0.9443	0.0356	3.8%	0.0049	0.5%	10%	False	False	43,941
80	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	11%	False	False	33,245
100	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	11%	False	False	26,661
120	0.9822	0.9390	0.0432	4.6%	0.0052	0.5%	20%	False	False	22,285

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	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9654
2.618	0.9595
1.618	0.9559
1.000	0.9537
0.618	0.9523
HIGH	0.9501
0.618	0.9487
0.500	0.9483
0.382	0.9479
LOW	0.9465
0.618	0.9443
1.000	0.9429
1.618	0.9407
2.618	0.9371
4.250	0.9312

Fisher Pivots for day following 26-Nov-2013
Pivot	1 day	3 day
R1	0.9483	0.9477
PP	0.9481	0.9475
S1	0.9480	0.9474

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

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