CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 03-Oct-2013

Day Change Summary
	Previous	Current
	02-Oct-2013	03-Oct-2013	Change	Change %	Previous Week
Open	0.9640	0.9638	-0.0002	0.0%	0.9665
High	0.9645	0.9655	0.0010	0.1%	0.9689
Low	0.9619	0.9638	0.0019	0.2%	0.9631
Close	0.9640	0.9648	0.0008	0.1%	0.9667
Range	0.0026	0.0017	-0.0009	-34.6%	0.0058
ATR	0.0041	0.0040	-0.0002	-4.2%	0.0000
Volume	133	188	55	41.4%	450

Daily Pivots for day following 03-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9698	0.9690	0.9657
R3	0.9681	0.9673	0.9653
R2	0.9664	0.9664	0.9651
R1	0.9656	0.9656	0.9650	0.9660
PP	0.9647	0.9647	0.9647	0.9649
S1	0.9639	0.9639	0.9646	0.9643
S2	0.9630	0.9630	0.9645
S3	0.9613	0.9622	0.9643
S4	0.9596	0.9605	0.9639

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%	0.0030	0.3%	36%	False	False	109
10	0.9700	0.9619	0.0081	0.8%	0.0030	0.3%	36%	False	False	115
20	0.9775	0.9505	0.0270	2.8%	0.0040	0.4%	53%	False	False	145
40	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	64%	False	False	112
60	0.9775	0.9420	0.0355	3.7%	0.0034	0.3%	64%	False	False	83
80	0.9777	0.9360	0.0417	4.3%	0.0034	0.4%	69%	False	False	77
100	0.9785	0.9360	0.0425	4.4%	0.0033	0.3%	68%	False	False	64

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	0.0005
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9727
2.618	0.9700
1.618	0.9683
1.000	0.9672
0.618	0.9666
HIGH	0.9655
0.618	0.9649
0.500	0.9647
0.382	0.9644
LOW	0.9638
0.618	0.9627
1.000	0.9621
1.618	0.9610
2.618	0.9593
4.250	0.9566

Fisher Pivots for day following 03-Oct-2013
Pivot	1 day	3 day
R1	0.9648	0.9648
PP	0.9647	0.9647
S1	0.9647	0.9647

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

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