CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 24-Oct-2013

Day Change Summary
	Previous	Current
	23-Oct-2013	24-Oct-2013	Change	Change %	Previous Week
Open	0.9679	0.9597	-0.0082	-0.8%	0.9609
High	0.9689	0.9611	-0.0078	-0.8%	0.9695
Low	0.9585	0.9547	-0.0038	-0.4%	0.9590
Close	0.9587	0.9559	-0.0028	-0.3%	0.9678
Range	0.0104	0.0064	-0.0040	-38.5%	0.0105
ATR	0.0043	0.0045	0.0001	3.4%	0.0000
Volume	97	686	589	607.2%	1,435

Daily Pivots for day following 24-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9764	0.9726	0.9594
R3	0.9700	0.9662	0.9577
R2	0.9636	0.9636	0.9571
R1	0.9598	0.9598	0.9565	0.9585
PP	0.9572	0.9572	0.9572	0.9566
S1	0.9534	0.9534	0.9553	0.9521
S2	0.9508	0.9508	0.9547
S3	0.9444	0.9470	0.9541
S4	0.9380	0.9406	0.9524

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	0.9547	0.0153	1.6%	0.0047	0.5%	8%	False	True	268
10	0.9700	0.9547	0.0153	1.6%	0.0047	0.5%	8%	False	True	278
20	0.9700	0.9547	0.0153	1.6%	0.0042	0.4%	8%	False	True	224
40	0.9775	0.9426	0.0349	3.7%	0.0041	0.4%	38%	False	False	177
60	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	39%	False	False	141
80	0.9775	0.9360	0.0415	4.3%	0.0036	0.4%	48%	False	False	116
100	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	48%	False	False	102

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9883
2.618	0.9779
1.618	0.9715
1.000	0.9675
0.618	0.9651
HIGH	0.9611
0.618	0.9587
0.500	0.9579
0.382	0.9571
LOW	0.9547
0.618	0.9507
1.000	0.9483
1.618	0.9443
2.618	0.9379
4.250	0.9275

Fisher Pivots for day following 24-Oct-2013
Pivot	1 day	3 day
R1	0.9579	0.9624
PP	0.9572	0.9602
S1	0.9566	0.9581

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

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