CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 09-Dec-2013

Day Change Summary
	Previous	Current
	06-Dec-2013	09-Dec-2013	Change	Change %	Previous Week
Open	0.9383	0.9390	0.0007	0.1%	0.9411
High	0.9413	0.9408	-0.0005	-0.1%	0.9418
Low	0.9336	0.9371	0.0035	0.4%	0.9336
Close	0.9377	0.9397	0.0020	0.2%	0.9377
Range	0.0077	0.0037	-0.0040	-51.9%	0.0082
ATR	0.0052	0.0051	-0.0001	-2.1%	0.0000
Volume	86,183	57,824	-28,359	-32.9%	355,493

Daily Pivots for day following 09-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9503	0.9487	0.9417
R3	0.9466	0.9450	0.9407
R2	0.9429	0.9429	0.9404
R1	0.9413	0.9413	0.9400	0.9421
PP	0.9392	0.9392	0.9392	0.9396
S1	0.9376	0.9376	0.9394	0.9384
S2	0.9355	0.9355	0.9390
S3	0.9318	0.9339	0.9387
S4	0.9281	0.9302	0.9377

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9623	0.9582	0.9422
R3	0.9541	0.9500	0.9400
R2	0.9459	0.9459	0.9392
R1	0.9418	0.9418	0.9385	0.9398
PP	0.9377	0.9377	0.9377	0.9367
S1	0.9336	0.9336	0.9369	0.9316
S2	0.9295	0.9295	0.9362
S3	0.9213	0.9254	0.9354
S4	0.9131	0.9172	0.9332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9413	0.9336	0.0077	0.8%	0.0056	0.6%	79%	False	False	70,948
10	0.9501	0.9336	0.0165	1.8%	0.0053	0.6%	37%	False	False	63,423
20	0.9596	0.9336	0.0260	2.8%	0.0051	0.5%	23%	False	False	55,735
40	0.9728	0.9336	0.0392	4.2%	0.0049	0.5%	16%	False	False	50,920
60	0.9799	0.9336	0.0463	4.9%	0.0049	0.5%	13%	False	False	49,976
80	0.9799	0.9336	0.0463	4.9%	0.0049	0.5%	13%	False	False	39,866
100	0.9799	0.9336	0.0463	4.9%	0.0050	0.5%	13%	False	False	32,002
120	0.9799	0.9336	0.0463	4.9%	0.0052	0.6%	13%	False	False	26,731

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9565
2.618	0.9505
1.618	0.9468
1.000	0.9445
0.618	0.9431
HIGH	0.9408
0.618	0.9394
0.500	0.9390
0.382	0.9385
LOW	0.9371
0.618	0.9348
1.000	0.9334
1.618	0.9311
2.618	0.9274
4.250	0.9214

Fisher Pivots for day following 09-Dec-2013
Pivot	1 day	3 day
R1	0.9395	0.9390
PP	0.9392	0.9382
S1	0.9390	0.9375

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

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