CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 16-Dec-2013

Day Change Summary
	Previous	Current
	13-Dec-2013	16-Dec-2013	Change	Change %	Previous Week
Open	0.9392	0.9442	0.0050	0.5%	0.9390
High	0.9451	0.9459	0.0008	0.1%	0.9467
Low	0.9373	0.9438	0.0065	0.7%	0.9371
Close	0.9440	0.9446	0.0006	0.1%	0.9440
Range	0.0078	0.0021	-0.0057	-73.1%	0.0096
ATR	0.0054	0.0052	-0.0002	-4.4%	0.0000
Volume	44,270	5,276	-38,994	-88.1%	352,576

Daily Pivots for day following 16-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9511	0.9499	0.9458
R3	0.9490	0.9478	0.9452
R2	0.9469	0.9469	0.9450
R1	0.9457	0.9457	0.9448	0.9463
PP	0.9448	0.9448	0.9448	0.9451
S1	0.9436	0.9436	0.9444	0.9442
S2	0.9427	0.9427	0.9442
S3	0.9406	0.9415	0.9440
S4	0.9385	0.9394	0.9434

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	0.9373	0.0094	1.0%	0.0053	0.6%	78%	False	False	60,005
10	0.9467	0.9336	0.0131	1.4%	0.0054	0.6%	84%	False	False	65,477
20	0.9596	0.9336	0.0260	2.8%	0.0052	0.6%	42%	False	False	60,139
40	0.9728	0.9336	0.0392	4.1%	0.0050	0.5%	28%	False	False	53,607
60	0.9728	0.9336	0.0392	4.1%	0.0048	0.5%	28%	False	False	49,944
80	0.9799	0.9336	0.0463	4.9%	0.0049	0.5%	24%	False	False	43,557
100	0.9799	0.9336	0.0463	4.9%	0.0050	0.5%	24%	False	False	34,981
120	0.9799	0.9336	0.0463	4.9%	0.0051	0.5%	24%	False	False	29,204

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 24 trading days

Fibonacci Retracements and Extensions
4.250	0.9548
2.618	0.9514
1.618	0.9493
1.000	0.9480
0.618	0.9472
HIGH	0.9459
0.618	0.9451
0.500	0.9449
0.382	0.9446
LOW	0.9438
0.618	0.9425
1.000	0.9417
1.618	0.9404
2.618	0.9383
4.250	0.9349

Fisher Pivots for day following 16-Dec-2013
Pivot	1 day	3 day
R1	0.9449	0.9437
PP	0.9448	0.9429
S1	0.9447	0.9420

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

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