CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 17-Oct-2013

Day Change Summary
	Previous	Current
	16-Oct-2013	17-Oct-2013	Change	Change %	Previous Week
Open	0.9602	0.9644	0.0042	0.4%	0.9672
High	0.9646	0.9690	0.0044	0.5%	0.9674
Low	0.9596	0.9644	0.0048	0.5%	0.9560
Close	0.9646	0.9684	0.0038	0.4%	0.9632
Range	0.0050	0.0046	-0.0004	-8.0%	0.0114
ATR	0.0042	0.0043	0.0000	0.6%	0.0000
Volume	264	497	233	88.3%	1,323

Daily Pivots for day following 17-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9811	0.9793	0.9709
R3	0.9765	0.9747	0.9697
R2	0.9719	0.9719	0.9692
R1	0.9701	0.9701	0.9688	0.9710
PP	0.9673	0.9673	0.9673	0.9677
S1	0.9655	0.9655	0.9680	0.9664
S2	0.9627	0.9627	0.9676
S3	0.9581	0.9609	0.9671
S4	0.9535	0.9563	0.9659

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	0.9690	0.9569	0.0121	1.2%	0.0048	0.5%	95%	True	False	288
10	0.9690	0.9560	0.0130	1.3%	0.0045	0.5%	95%	True	False	259
20	0.9700	0.9560	0.0140	1.4%	0.0037	0.4%	89%	False	False	187
40	0.9775	0.9420	0.0355	3.7%	0.0040	0.4%	74%	False	False	152
60	0.9775	0.9420	0.0355	3.7%	0.0037	0.4%	74%	False	False	121
80	0.9775	0.9360	0.0415	4.3%	0.0035	0.4%	78%	False	False	105
100	0.9777	0.9360	0.0417	4.3%	0.0036	0.4%	78%	False	False	89

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9886
2.618	0.9810
1.618	0.9764
1.000	0.9736
0.618	0.9718
HIGH	0.9690
0.618	0.9672
0.500	0.9667
0.382	0.9662
LOW	0.9644
0.618	0.9616
1.000	0.9598
1.618	0.9570
2.618	0.9524
4.250	0.9449

Fisher Pivots for day following 17-Oct-2013
Pivot	1 day	3 day
R1	0.9678	0.9669
PP	0.9673	0.9655
S1	0.9667	0.9640

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

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