CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 25-Oct-2013

Day Change Summary
	Previous	Current
	24-Oct-2013	25-Oct-2013	Change	Change %	Previous Week
Open	0.9597	0.9565	-0.0032	-0.3%	0.9677
High	0.9611	0.9565	-0.0046	-0.5%	0.9700
Low	0.9547	0.9526	-0.0021	-0.2%	0.9526
Close	0.9559	0.9534	-0.0025	-0.3%	0.9534
Range	0.0064	0.0039	-0.0025	-39.1%	0.0174
ATR	0.0045	0.0044	0.0000	-0.9%	0.0000
Volume	686	552	-134	-19.5%	1,605

Daily Pivots for day following 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9659	0.9635	0.9555
R3	0.9620	0.9596	0.9545
R2	0.9581	0.9581	0.9541
R1	0.9557	0.9557	0.9538	0.9550
PP	0.9542	0.9542	0.9542	0.9538
S1	0.9518	0.9518	0.9530	0.9511
S2	0.9503	0.9503	0.9527
S3	0.9464	0.9479	0.9523
S4	0.9425	0.9440	0.9513

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0109	0.9995	0.9630
R3	0.9935	0.9821	0.9582
R2	0.9761	0.9761	0.9566
R1	0.9647	0.9647	0.9550	0.9617
PP	0.9587	0.9587	0.9587	0.9572
S1	0.9473	0.9473	0.9518	0.9443
S2	0.9413	0.9413	0.9502
S3	0.9239	0.9299	0.9486
S4	0.9065	0.9125	0.9438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9700	0.9526	0.0174	1.8%	0.0050	0.5%	5%	False	True	321
10	0.9700	0.9526	0.0174	1.8%	0.0044	0.5%	5%	False	True	304
20	0.9700	0.9526	0.0174	1.8%	0.0042	0.4%	5%	False	True	248
40	0.9775	0.9426	0.0349	3.7%	0.0041	0.4%	31%	False	False	189
60	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	32%	False	False	150
80	0.9775	0.9360	0.0415	4.4%	0.0036	0.4%	42%	False	False	122
100	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	42%	False	False	107

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	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9731
2.618	0.9667
1.618	0.9628
1.000	0.9604
0.618	0.9589
HIGH	0.9565
0.618	0.9550
0.500	0.9546
0.382	0.9541
LOW	0.9526
0.618	0.9502
1.000	0.9487
1.618	0.9463
2.618	0.9424
4.250	0.9360

Fisher Pivots for day following 25-Oct-2013
Pivot	1 day	3 day
R1	0.9546	0.9608
PP	0.9542	0.9583
S1	0.9538	0.9559

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

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