CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 28-Oct-2013

Day Change Summary
	Previous	Current
	25-Oct-2013	28-Oct-2013	Change	Change %	Previous Week
Open	0.9565	0.9554	-0.0011	-0.1%	0.9677
High	0.9565	0.9554	-0.0011	-0.1%	0.9700
Low	0.9526	0.9538	0.0012	0.1%	0.9526
Close	0.9534	0.9543	0.0009	0.1%	0.9534
Range	0.0039	0.0016	-0.0023	-59.0%	0.0174
ATR	0.0044	0.0043	-0.0002	-3.9%	0.0000
Volume	552	473	-79	-14.3%	1,605

Daily Pivots for day following 28-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9593	0.9584	0.9552
R3	0.9577	0.9568	0.9547
R2	0.9561	0.9561	0.9546
R1	0.9552	0.9552	0.9544	0.9549
PP	0.9545	0.9545	0.9545	0.9543
S1	0.9536	0.9536	0.9542	0.9533
S2	0.9529	0.9529	0.9540
S3	0.9513	0.9520	0.9539
S4	0.9497	0.9504	0.9534

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%	0.0052	0.5%	10%	False	False	371
10	0.9700	0.9526	0.0174	1.8%	0.0044	0.5%	10%	False	False	325
20	0.9700	0.9526	0.0174	1.8%	0.0041	0.4%	10%	False	False	270
40	0.9775	0.9434	0.0341	3.6%	0.0041	0.4%	32%	False	False	199
60	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	35%	False	False	158
80	0.9775	0.9398	0.0377	4.0%	0.0036	0.4%	38%	False	False	128
100	0.9777	0.9360	0.0417	4.4%	0.0035	0.4%	44%	False	False	112

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0006
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9622
2.618	0.9596
1.618	0.9580
1.000	0.9570
0.618	0.9564
HIGH	0.9554
0.618	0.9548
0.500	0.9546
0.382	0.9544
LOW	0.9538
0.618	0.9528
1.000	0.9522
1.618	0.9512
2.618	0.9496
4.250	0.9470

Fisher Pivots for day following 28-Oct-2013
Pivot	1 day	3 day
R1	0.9546	0.9569
PP	0.9545	0.9560
S1	0.9544	0.9552

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

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