CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 09-Oct-2013

Day Change Summary
	Previous	Current
	08-Oct-2013	09-Oct-2013	Change	Change %	Previous Week
Open	0.9656	0.9607	-0.0049	-0.5%	0.9657
High	0.9658	0.9609	-0.0049	-0.5%	0.9700
Low	0.9602	0.9572	-0.0030	-0.3%	0.9619
Close	0.9602	0.9584	-0.0018	-0.2%	0.9671
Range	0.0056	0.0037	-0.0019	-33.9%	0.0081
ATR	0.0041	0.0040	0.0000	-0.6%	0.0000
Volume	167	308	141	84.4%	606

Daily Pivots for day following 09-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9699	0.9679	0.9604
R3	0.9662	0.9642	0.9594
R2	0.9625	0.9625	0.9591
R1	0.9605	0.9605	0.9587	0.9597
PP	0.9588	0.9588	0.9588	0.9584
S1	0.9568	0.9568	0.9581	0.9560
S2	0.9551	0.9551	0.9577
S3	0.9514	0.9531	0.9574
S4	0.9477	0.9494	0.9564

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	0.9572	0.0103	1.1%	0.0036	0.4%	12%	False	True	218
10	0.9700	0.9572	0.0128	1.3%	0.0035	0.4%	9%	False	True	167
20	0.9775	0.9572	0.0203	2.1%	0.0037	0.4%	6%	False	True	153
40	0.9775	0.9420	0.0355	3.7%	0.0037	0.4%	46%	False	False	111
60	0.9775	0.9420	0.0355	3.7%	0.0034	0.4%	46%	False	False	95
80	0.9775	0.9360	0.0415	4.3%	0.0035	0.4%	54%	False	False	88
100	0.9777	0.9360	0.0417	4.4%	0.0033	0.3%	54%	False	False	73

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9766
2.618	0.9706
1.618	0.9669
1.000	0.9646
0.618	0.9632
HIGH	0.9609
0.618	0.9595
0.500	0.9591
0.382	0.9586
LOW	0.9572
0.618	0.9549
1.000	0.9535
1.618	0.9512
2.618	0.9475
4.250	0.9415

Fisher Pivots for day following 09-Oct-2013
Pivot	1 day	3 day
R1	0.9591	0.9623
PP	0.9588	0.9610
S1	0.9586	0.9597

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

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