CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 02-Dec-2013

Day Change Summary
	Previous	Current
	29-Nov-2013	02-Dec-2013	Change	Change %	Previous Week
Open	0.9443	0.9411	-0.0032	-0.3%	0.9497
High	0.9467	0.9418	-0.0049	-0.5%	0.9501
Low	0.9404	0.9382	-0.0022	-0.2%	0.9404
Close	0.9407	0.9400	-0.0007	-0.1%	0.9407
Range	0.0063	0.0036	-0.0027	-42.9%	0.0097
ATR	0.0050	0.0049	-0.0001	-2.0%	0.0000
Volume	65,000	58,575	-6,425	-9.9%	220,922

Daily Pivots for day following 02-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9508	0.9490	0.9420
R3	0.9472	0.9454	0.9410
R2	0.9436	0.9436	0.9407
R1	0.9418	0.9418	0.9403	0.9409
PP	0.9400	0.9400	0.9400	0.9396
S1	0.9382	0.9382	0.9397	0.9373
S2	0.9364	0.9364	0.9393
S3	0.9328	0.9346	0.9390
S4	0.9292	0.9310	0.9380

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9728	0.9665	0.9460
R3	0.9631	0.9568	0.9434
R2	0.9534	0.9534	0.9425
R1	0.9471	0.9471	0.9416	0.9454
PP	0.9437	0.9437	0.9437	0.9429
S1	0.9374	0.9374	0.9398	0.9357
S2	0.9340	0.9340	0.9389
S3	0.9243	0.9277	0.9380
S4	0.9146	0.9180	0.9354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9501	0.9382	0.0119	1.3%	0.0050	0.5%	15%	False	True	55,899
10	0.9596	0.9382	0.0214	2.3%	0.0051	0.5%	8%	False	True	54,802
20	0.9607	0.9382	0.0225	2.4%	0.0048	0.5%	8%	False	True	48,692
40	0.9728	0.9382	0.0346	3.7%	0.0048	0.5%	5%	False	True	48,005
60	0.9799	0.9382	0.0417	4.4%	0.0048	0.5%	4%	False	True	46,686
80	0.9799	0.9382	0.0417	4.4%	0.0049	0.5%	4%	False	True	35,492
100	0.9799	0.9382	0.0417	4.4%	0.0049	0.5%	4%	False	True	28,466
120	0.9822	0.9382	0.0440	4.7%	0.0052	0.6%	4%	False	True	23,784

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9571
2.618	0.9512
1.618	0.9476
1.000	0.9454
0.618	0.9440
HIGH	0.9418
0.618	0.9404
0.500	0.9400
0.382	0.9396
LOW	0.9382
0.618	0.9360
1.000	0.9346
1.618	0.9324
2.618	0.9288
4.250	0.9229

Fisher Pivots for day following 02-Dec-2013
Pivot	1 day	3 day
R1	0.9400	0.9436
PP	0.9400	0.9424
S1	0.9400	0.9412

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

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