CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 05-Dec-2013

Day Change Summary
	Previous	Current
	04-Dec-2013	05-Dec-2013	Change	Change %	Previous Week
Open	0.9388	0.9362	-0.0026	-0.3%	0.9497
High	0.9397	0.9409	0.0012	0.1%	0.9501
Low	0.9336	0.9343	0.0007	0.1%	0.9404
Close	0.9357	0.9389	0.0032	0.3%	0.9407
Range	0.0061	0.0066	0.0005	8.2%	0.0097
ATR	0.0049	0.0050	0.0001	2.4%	0.0000
Volume	81,135	75,718	-5,417	-6.7%	220,922

Daily Pivots for day following 05-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9578	0.9550	0.9425
R3	0.9512	0.9484	0.9407
R2	0.9446	0.9446	0.9401
R1	0.9418	0.9418	0.9395	0.9432
PP	0.9380	0.9380	0.9380	0.9388
S1	0.9352	0.9352	0.9383	0.9366
S2	0.9314	0.9314	0.9377
S3	0.9248	0.9286	0.9371
S4	0.9182	0.9220	0.9353

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	0.9467	0.9336	0.0131	1.4%	0.0053	0.6%	40%	False	False	66,862
10	0.9562	0.9336	0.0226	2.4%	0.0054	0.6%	23%	False	False	61,965
20	0.9600	0.9336	0.0264	2.8%	0.0050	0.5%	20%	False	False	53,819
40	0.9728	0.9336	0.0392	4.2%	0.0049	0.5%	14%	False	False	49,709
60	0.9799	0.9336	0.0463	4.9%	0.0048	0.5%	11%	False	False	48,821
80	0.9799	0.9336	0.0463	4.9%	0.0049	0.5%	11%	False	False	38,078
100	0.9799	0.9336	0.0463	4.9%	0.0050	0.5%	11%	False	False	30,564
120	0.9799	0.9336	0.0463	4.9%	0.0052	0.6%	11%	False	False	25,535

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9690
2.618	0.9582
1.618	0.9516
1.000	0.9475
0.618	0.9450
HIGH	0.9409
0.618	0.9384
0.500	0.9376
0.382	0.9368
LOW	0.9343
0.618	0.9302
1.000	0.9277
1.618	0.9236
2.618	0.9170
4.250	0.9063

Fisher Pivots for day following 05-Dec-2013
Pivot	1 day	3 day
R1	0.9385	0.9384
PP	0.9380	0.9378
S1	0.9376	0.9373

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

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