CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 17-Dec-2013

Day Change Summary
	Previous	Current
	16-Dec-2013	17-Dec-2013	Change	Change %	Previous Week
Open	0.9442	0.9439	-0.0003	0.0%	0.9390
High	0.9459	0.9454	-0.0005	-0.1%	0.9467
Low	0.9438	0.9428	-0.0010	-0.1%	0.9371
Close	0.9446	0.9431	-0.0015	-0.2%	0.9440
Range	0.0021	0.0026	0.0005	23.8%	0.0096
ATR	0.0052	0.0050	-0.0002	-3.6%	0.0000
Volume	5,276	1,036	-4,240	-80.4%	352,576

Daily Pivots for day following 17-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9516	0.9499	0.9445
R3	0.9490	0.9473	0.9438
R2	0.9464	0.9464	0.9436
R1	0.9447	0.9447	0.9433	0.9443
PP	0.9438	0.9438	0.9438	0.9435
S1	0.9421	0.9421	0.9429	0.9417
S2	0.9412	0.9412	0.9426
S3	0.9386	0.9395	0.9424
S4	0.9360	0.9369	0.9417

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%	0.0050	0.5%	62%	False	False	48,679
10	0.9467	0.9336	0.0131	1.4%	0.0053	0.6%	73%	False	False	60,192
20	0.9594	0.9336	0.0258	2.7%	0.0052	0.6%	37%	False	False	58,098
40	0.9728	0.9336	0.0392	4.2%	0.0050	0.5%	24%	False	False	53,060
60	0.9728	0.9336	0.0392	4.2%	0.0048	0.5%	24%	False	False	49,206
80	0.9799	0.9336	0.0463	4.9%	0.0049	0.5%	21%	False	False	43,540
100	0.9799	0.9336	0.0463	4.9%	0.0050	0.5%	21%	False	False	34,987
120	0.9799	0.9336	0.0463	4.9%	0.0051	0.5%	21%	False	False	29,209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9565
2.618	0.9522
1.618	0.9496
1.000	0.9480
0.618	0.9470
HIGH	0.9454
0.618	0.9444
0.500	0.9441
0.382	0.9438
LOW	0.9428
0.618	0.9412
1.000	0.9402
1.618	0.9386
2.618	0.9360
4.250	0.9318

Fisher Pivots for day following 17-Dec-2013
Pivot	1 day	3 day
R1	0.9441	0.9426
PP	0.9438	0.9421
S1	0.9434	0.9416

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

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