CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 07-Oct-2013

Day Change Summary
	Previous	Current
	04-Oct-2013	07-Oct-2013	Change	Change %	Previous Week
Open	0.9644	0.9672	0.0028	0.3%	0.9657
High	0.9675	0.9674	-0.0001	0.0%	0.9700
Low	0.9635	0.9642	0.0007	0.1%	0.9619
Close	0.9671	0.9662	-0.0009	-0.1%	0.9671
Range	0.0040	0.0032	-0.0008	-20.0%	0.0081
ATR	0.0040	0.0039	-0.0001	-1.4%	0.0000
Volume	126	305	179	142.1%	606

Daily Pivots for day following 07-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9755	0.9741	0.9680
R3	0.9723	0.9709	0.9671
R2	0.9691	0.9691	0.9668
R1	0.9677	0.9677	0.9665	0.9668
PP	0.9659	0.9659	0.9659	0.9655
S1	0.9645	0.9645	0.9659	0.9636
S2	0.9627	0.9627	0.9656
S3	0.9595	0.9613	0.9653
S4	0.9563	0.9581	0.9644

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	0.9675	0.9619	0.0056	0.6%	0.0031	0.3%	77%	False	False	173
10	0.9700	0.9619	0.0081	0.8%	0.0031	0.3%	53%	False	False	128
20	0.9775	0.9593	0.0182	1.9%	0.0036	0.4%	38%	False	False	157
40	0.9775	0.9420	0.0355	3.7%	0.0036	0.4%	68%	False	False	106
60	0.9775	0.9420	0.0355	3.7%	0.0033	0.3%	68%	False	False	88
80	0.9777	0.9360	0.0417	4.3%	0.0035	0.4%	72%	False	False	82
100	0.9777	0.9360	0.0417	4.3%	0.0033	0.3%	72%	False	False	68

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

Fibonacci Retracements and Extensions
4.250	0.9810
2.618	0.9758
1.618	0.9726
1.000	0.9706
0.618	0.9694
HIGH	0.9674
0.618	0.9662
0.500	0.9658
0.382	0.9654
LOW	0.9642
0.618	0.9622
1.000	0.9610
1.618	0.9590
2.618	0.9558
4.250	0.9506

Fisher Pivots for day following 07-Oct-2013
Pivot	1 day	3 day
R1	0.9661	0.9660
PP	0.9659	0.9657
S1	0.9658	0.9655

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

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