CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 02-Oct-2013

Day Change Summary
	Previous	Current
	01-Oct-2013	02-Oct-2013	Change	Change %	Previous Week
Open	0.9655	0.9640	-0.0015	-0.2%	0.9665
High	0.9675	0.9645	-0.0030	-0.3%	0.9689
Low	0.9635	0.9619	-0.0016	-0.2%	0.9631
Close	0.9643	0.9640	-0.0003	0.0%	0.9667
Range	0.0040	0.0026	-0.0014	-35.0%	0.0058
ATR	0.0042	0.0041	-0.0001	-2.8%	0.0000
Volume	117	133	16	13.7%	450

Daily Pivots for day following 02-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9713	0.9702	0.9654
R3	0.9687	0.9676	0.9647
R2	0.9661	0.9661	0.9645
R1	0.9650	0.9650	0.9642	0.9653
PP	0.9635	0.9635	0.9635	0.9636
S1	0.9624	0.9624	0.9638	0.9627
S2	0.9609	0.9609	0.9635
S3	0.9583	0.9598	0.9633
S4	0.9557	0.9572	0.9626

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9836	0.9810	0.9699
R3	0.9778	0.9752	0.9683
R2	0.9720	0.9720	0.9678
R1	0.9694	0.9694	0.9672	0.9707
PP	0.9662	0.9662	0.9662	0.9669
S1	0.9636	0.9636	0.9662	0.9649
S2	0.9604	0.9604	0.9656
S3	0.9546	0.9578	0.9651
S4	0.9488	0.9520	0.9635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9700	0.9619	0.0081	0.8%	0.0033	0.3%	26%	False	True	116
10	0.9775	0.9619	0.0156	1.6%	0.0035	0.4%	13%	False	True	127
20	0.9775	0.9465	0.0310	3.2%	0.0041	0.4%	56%	False	False	137
40	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	62%	False	False	108
60	0.9775	0.9420	0.0355	3.7%	0.0034	0.4%	62%	False	False	80
80	0.9777	0.9360	0.0417	4.3%	0.0034	0.3%	67%	False	False	74
100	0.9823	0.9360	0.0463	4.8%	0.0033	0.3%	60%	False	False	62

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9756
2.618	0.9713
1.618	0.9687
1.000	0.9671
0.618	0.9661
HIGH	0.9645
0.618	0.9635
0.500	0.9632
0.382	0.9629
LOW	0.9619
0.618	0.9603
1.000	0.9593
1.618	0.9577
2.618	0.9551
4.250	0.9509

Fisher Pivots for day following 02-Oct-2013
Pivot	1 day	3 day
R1	0.9637	0.9660
PP	0.9635	0.9653
S1	0.9632	0.9647

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

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