CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	0.9442	0.9392	-0.0050	-0.5%	0.9390
High	0.9467	0.9451	-0.0016	-0.2%	0.9467
Low	0.9383	0.9373	-0.0010	-0.1%	0.9371
Close	0.9398	0.9440	0.0042	0.4%	0.9440
Range	0.0084	0.0078	-0.0006	-7.1%	0.0096
ATR	0.0052	0.0054	0.0002	3.5%	0.0000
Volume	105,920	44,270	-61,650	-58.2%	352,576

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9655	0.9626	0.9483
R3	0.9577	0.9548	0.9461
R2	0.9499	0.9499	0.9454
R1	0.9470	0.9470	0.9447	0.9485
PP	0.9421	0.9421	0.9421	0.9429
S1	0.9392	0.9392	0.9433	0.9407
S2	0.9343	0.9343	0.9426
S3	0.9265	0.9314	0.9419
S4	0.9187	0.9236	0.9397

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9714	0.9673	0.9493
R3	0.9618	0.9577	0.9466
R2	0.9522	0.9522	0.9458
R1	0.9481	0.9481	0.9449	0.9502
PP	0.9426	0.9426	0.9426	0.9436
S1	0.9385	0.9385	0.9431	0.9406
S2	0.9330	0.9330	0.9422
S3	0.9234	0.9289	0.9414
S4	0.9138	0.9193	0.9387

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9467	0.9371	0.0096	1.0%	0.0056	0.6%	72%	False	False	70,515
10	0.9467	0.9336	0.0131	1.4%	0.0056	0.6%	79%	False	False	70,806
20	0.9596	0.9336	0.0260	2.8%	0.0054	0.6%	40%	False	False	61,828
40	0.9728	0.9336	0.0392	4.2%	0.0050	0.5%	27%	False	False	54,275
60	0.9728	0.9336	0.0392	4.2%	0.0048	0.5%	27%	False	False	50,696
80	0.9799	0.9336	0.0463	4.9%	0.0050	0.5%	22%	False	False	43,517
100	0.9799	0.9336	0.0463	4.9%	0.0050	0.5%	22%	False	False	34,932
120	0.9799	0.9336	0.0463	4.9%	0.0051	0.5%	22%	False	False	29,163

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9783
2.618	0.9655
1.618	0.9577
1.000	0.9529
0.618	0.9499
HIGH	0.9451
0.618	0.9421
0.500	0.9412
0.382	0.9403
LOW	0.9373
0.618	0.9325
1.000	0.9295
1.618	0.9247
2.618	0.9169
4.250	0.9042

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	0.9431	0.9433
PP	0.9421	0.9427
S1	0.9412	0.9420

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

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