CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 04-Oct-2013

Day Change Summary
	Previous	Current
	03-Oct-2013	04-Oct-2013	Change	Change %	Previous Week
Open	0.9638	0.9644	0.0006	0.1%	0.9657
High	0.9655	0.9675	0.0020	0.2%	0.9700
Low	0.9638	0.9635	-0.0003	0.0%	0.9619
Close	0.9648	0.9671	0.0023	0.2%	0.9671
Range	0.0017	0.0040	0.0023	135.3%	0.0081
ATR	0.0040	0.0040	0.0000	0.1%	0.0000
Volume	188	126	-62	-33.0%	606

Daily Pivots for day following 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9780	0.9766	0.9693
R3	0.9740	0.9726	0.9682
R2	0.9700	0.9700	0.9678
R1	0.9686	0.9686	0.9675	0.9693
PP	0.9660	0.9660	0.9660	0.9664
S1	0.9646	0.9646	0.9667	0.9653
S2	0.9620	0.9620	0.9664
S3	0.9580	0.9606	0.9660
S4	0.9540	0.9566	0.9649

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9906	0.9870	0.9716
R3	0.9825	0.9789	0.9693
R2	0.9744	0.9744	0.9686
R1	0.9708	0.9708	0.9678	0.9726
PP	0.9663	0.9663	0.9663	0.9673
S1	0.9627	0.9627	0.9664	0.9645
S2	0.9582	0.9582	0.9656
S3	0.9501	0.9546	0.9649
S4	0.9420	0.9465	0.9626

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%	0.0034	0.4%	64%	False	False	121
10	0.9700	0.9619	0.0081	0.8%	0.0030	0.3%	64%	False	False	105
20	0.9775	0.9563	0.0212	2.2%	0.0037	0.4%	51%	False	False	149
40	0.9775	0.9420	0.0355	3.7%	0.0037	0.4%	71%	False	False	111
60	0.9775	0.9420	0.0355	3.7%	0.0033	0.3%	71%	False	False	84
80	0.9777	0.9360	0.0417	4.3%	0.0034	0.4%	75%	False	False	78
100	0.9777	0.9360	0.0417	4.3%	0.0033	0.3%	75%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9845
2.618	0.9780
1.618	0.9740
1.000	0.9715
0.618	0.9700
HIGH	0.9675
0.618	0.9660
0.500	0.9655
0.382	0.9650
LOW	0.9635
0.618	0.9610
1.000	0.9595
1.618	0.9570
2.618	0.9530
4.250	0.9465

Fisher Pivots for day following 04-Oct-2013
Pivot	1 day	3 day
R1	0.9666	0.9663
PP	0.9660	0.9655
S1	0.9655	0.9647

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

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