CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 23-Oct-2013

Day Change Summary
	Previous	Current
	22-Oct-2013	23-Oct-2013	Change	Change %	Previous Week
Open	0.9671	0.9679	0.0008	0.1%	0.9609
High	0.9700	0.9689	-0.0011	-0.1%	0.9695
Low	0.9664	0.9585	-0.0079	-0.8%	0.9590
Close	0.9685	0.9587	-0.0098	-1.0%	0.9678
Range	0.0036	0.0104	0.0068	188.9%	0.0105
ATR	0.0039	0.0043	0.0005	12.1%	0.0000
Volume	51	97	46	90.2%	1,435

Daily Pivots for day following 23-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9932	0.9864	0.9644
R3	0.9828	0.9760	0.9616
R2	0.9724	0.9724	0.9606
R1	0.9656	0.9656	0.9597	0.9638
PP	0.9620	0.9620	0.9620	0.9612
S1	0.9552	0.9552	0.9577	0.9534
S2	0.9516	0.9516	0.9568
S3	0.9412	0.9448	0.9558
S4	0.9308	0.9344	0.9530

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9969	0.9929	0.9736
R3	0.9864	0.9824	0.9707
R2	0.9759	0.9759	0.9697
R1	0.9719	0.9719	0.9688	0.9739
PP	0.9654	0.9654	0.9654	0.9665
S1	0.9614	0.9614	0.9668	0.9634
S2	0.9549	0.9549	0.9659
S3	0.9444	0.9509	0.9649
S4	0.9339	0.9404	0.9620

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9700	0.9585	0.0115	1.2%	0.0043	0.4%	2%	False	True	231
10	0.9700	0.9560	0.0140	1.5%	0.0045	0.5%	19%	False	False	234
20	0.9700	0.9560	0.0140	1.5%	0.0040	0.4%	19%	False	False	201
40	0.9775	0.9426	0.0349	3.6%	0.0040	0.4%	46%	False	False	160
60	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	47%	False	False	131
80	0.9775	0.9360	0.0415	4.3%	0.0036	0.4%	55%	False	False	108
100	0.9777	0.9360	0.0417	4.3%	0.0035	0.4%	54%	False	False	95

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 87 trading days

Fibonacci Retracements and Extensions
4.250	1.0131
2.618	0.9961
1.618	0.9857
1.000	0.9793
0.618	0.9753
HIGH	0.9689
0.618	0.9649
0.500	0.9637
0.382	0.9625
LOW	0.9585
0.618	0.9521
1.000	0.9481
1.618	0.9417
2.618	0.9313
4.250	0.9143

Fisher Pivots for day following 23-Oct-2013
Pivot	1 day	3 day
R1	0.9637	0.9643
PP	0.9620	0.9624
S1	0.9604	0.9606

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

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