CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 14-Oct-2013

Day Change Summary
	Previous	Current
	11-Oct-2013	14-Oct-2013	Change	Change %	Previous Week
Open	0.9577	0.9609	0.0032	0.3%	0.9672
High	0.9635	0.9632	-0.0003	0.0%	0.9674
Low	0.9569	0.9607	0.0038	0.4%	0.9560
Close	0.9632	0.9623	-0.0009	-0.1%	0.9632
Range	0.0066	0.0025	-0.0041	-62.1%	0.0114
ATR	0.0042	0.0041	-0.0001	-2.9%	0.0000
Volume	299	259	-40	-13.4%	1,323

Daily Pivots for day following 14-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9696	0.9684	0.9637
R3	0.9671	0.9659	0.9630
R2	0.9646	0.9646	0.9628
R1	0.9634	0.9634	0.9625	0.9640
PP	0.9621	0.9621	0.9621	0.9624
S1	0.9609	0.9609	0.9621	0.9615
S2	0.9596	0.9596	0.9618
S3	0.9571	0.9584	0.9616
S4	0.9546	0.9559	0.9609

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9964	0.9912	0.9695
R3	0.9850	0.9798	0.9663
R2	0.9736	0.9736	0.9653
R1	0.9684	0.9684	0.9642	0.9653
PP	0.9622	0.9622	0.9622	0.9607
S1	0.9570	0.9570	0.9622	0.9539
S2	0.9508	0.9508	0.9611
S3	0.9394	0.9456	0.9601
S4	0.9280	0.9342	0.9569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9658	0.9560	0.0098	1.0%	0.0045	0.5%	64%	False	False	255
10	0.9675	0.9560	0.0115	1.2%	0.0038	0.4%	55%	False	False	214
20	0.9775	0.9560	0.0215	2.2%	0.0040	0.4%	29%	False	False	164
40	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	57%	False	False	131
60	0.9775	0.9420	0.0355	3.7%	0.0036	0.4%	57%	False	False	108
80	0.9775	0.9360	0.0415	4.3%	0.0035	0.4%	63%	False	False	97
100	0.9777	0.9360	0.0417	4.3%	0.0034	0.4%	63%	False	False	81

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9738
2.618	0.9697
1.618	0.9672
1.000	0.9657
0.618	0.9647
HIGH	0.9632
0.618	0.9622
0.500	0.9620
0.382	0.9617
LOW	0.9607
0.618	0.9592
1.000	0.9582
1.618	0.9567
2.618	0.9542
4.250	0.9501

Fisher Pivots for day following 14-Oct-2013
Pivot	1 day	3 day
R1	0.9622	0.9615
PP	0.9621	0.9606
S1	0.9620	0.9598

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

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