CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 11-Dec-2013

Day Change Summary
	Previous	Current
	10-Dec-2013	11-Dec-2013	Change	Change %	Previous Week
Open	0.9402	0.9428	0.0026	0.3%	0.9411
High	0.9432	0.9455	0.0023	0.2%	0.9418
Low	0.9391	0.9415	0.0024	0.3%	0.9336
Close	0.9422	0.9438	0.0016	0.2%	0.9377
Range	0.0041	0.0040	-0.0001	-2.4%	0.0082
ATR	0.0051	0.0050	-0.0001	-1.5%	0.0000
Volume	57,666	86,896	29,230	50.7%	355,493

Daily Pivots for day following 11-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9556	0.9537	0.9460
R3	0.9516	0.9497	0.9449
R2	0.9476	0.9476	0.9445
R1	0.9457	0.9457	0.9442	0.9467
PP	0.9436	0.9436	0.9436	0.9441
S1	0.9417	0.9417	0.9434	0.9427
S2	0.9396	0.9396	0.9431
S3	0.9356	0.9377	0.9427
S4	0.9316	0.9337	0.9416

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	0.9455	0.9336	0.0119	1.3%	0.0052	0.6%	86%	True	False	72,857
10	0.9490	0.9336	0.0154	1.6%	0.0052	0.6%	66%	False	False	68,022
20	0.9596	0.9336	0.0260	2.8%	0.0052	0.5%	39%	False	False	59,368
40	0.9728	0.9336	0.0392	4.2%	0.0049	0.5%	26%	False	False	53,001
60	0.9799	0.9336	0.0463	4.9%	0.0048	0.5%	22%	False	False	50,653
80	0.9799	0.9336	0.0463	4.9%	0.0049	0.5%	22%	False	False	41,655
100	0.9799	0.9336	0.0463	4.9%	0.0050	0.5%	22%	False	False	33,441
120	0.9799	0.9336	0.0463	4.9%	0.0051	0.5%	22%	False	False	27,927

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9625
2.618	0.9560
1.618	0.9520
1.000	0.9495
0.618	0.9480
HIGH	0.9455
0.618	0.9440
0.500	0.9435
0.382	0.9430
LOW	0.9415
0.618	0.9390
1.000	0.9375
1.618	0.9350
2.618	0.9310
4.250	0.9245

Fisher Pivots for day following 11-Dec-2013
Pivot	1 day	3 day
R1	0.9437	0.9430
PP	0.9436	0.9421
S1	0.9435	0.9413

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

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