CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 12-Dec-2013

Day Change Summary
	Previous	Current
	11-Dec-2013	12-Dec-2013	Change	Change %	Previous Week
Open	0.9428	0.9442	0.0014	0.1%	0.9411
High	0.9455	0.9467	0.0012	0.1%	0.9418
Low	0.9415	0.9383	-0.0032	-0.3%	0.9336
Close	0.9438	0.9398	-0.0040	-0.4%	0.9377
Range	0.0040	0.0084	0.0044	110.0%	0.0082
ATR	0.0050	0.0052	0.0002	4.9%	0.0000
Volume	86,896	105,920	19,024	21.9%	355,493

Daily Pivots for day following 12-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9668	0.9617	0.9444
R3	0.9584	0.9533	0.9421
R2	0.9500	0.9500	0.9413
R1	0.9449	0.9449	0.9406	0.9433
PP	0.9416	0.9416	0.9416	0.9408
S1	0.9365	0.9365	0.9390	0.9349
S2	0.9332	0.9332	0.9383
S3	0.9248	0.9281	0.9375
S4	0.9164	0.9197	0.9352

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	0.9467	0.9336	0.0131	1.4%	0.0056	0.6%	47%	True	False	78,897
10	0.9467	0.9336	0.0131	1.4%	0.0054	0.6%	47%	True	False	72,879
20	0.9596	0.9336	0.0260	2.8%	0.0054	0.6%	24%	False	False	62,763
40	0.9728	0.9336	0.0392	4.2%	0.0049	0.5%	16%	False	False	54,588
60	0.9799	0.9336	0.0463	4.9%	0.0048	0.5%	13%	False	False	51,259
80	0.9799	0.9336	0.0463	4.9%	0.0050	0.5%	13%	False	False	42,975
100	0.9799	0.9336	0.0463	4.9%	0.0050	0.5%	13%	False	False	34,498
120	0.9799	0.9336	0.0463	4.9%	0.0051	0.5%	13%	False	False	28,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	0.9824
2.618	0.9687
1.618	0.9603
1.000	0.9551
0.618	0.9519
HIGH	0.9467
0.618	0.9435
0.500	0.9425
0.382	0.9415
LOW	0.9383
0.618	0.9331
1.000	0.9299
1.618	0.9247
2.618	0.9163
4.250	0.9026

Fisher Pivots for day following 12-Dec-2013
Pivot	1 day	3 day
R1	0.9425	0.9425
PP	0.9416	0.9416
S1	0.9407	0.9407

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

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