CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 29-Oct-2013

Day Change Summary
	Previous	Current
	28-Oct-2013	29-Oct-2013	Change	Change %	Previous Week
Open	0.9554	0.9539	-0.0015	-0.2%	0.9677
High	0.9554	0.9549	-0.0005	-0.1%	0.9700
Low	0.9538	0.9518	-0.0020	-0.2%	0.9526
Close	0.9543	0.9526	-0.0017	-0.2%	0.9534
Range	0.0016	0.0031	0.0015	93.8%	0.0174
ATR	0.0043	0.0042	-0.0001	-1.9%	0.0000
Volume	473	291	-182	-38.5%	1,605

Daily Pivots for day following 29-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9624	0.9606	0.9543
R3	0.9593	0.9575	0.9535
R2	0.9562	0.9562	0.9532
R1	0.9544	0.9544	0.9529	0.9538
PP	0.9531	0.9531	0.9531	0.9528
S1	0.9513	0.9513	0.9523	0.9507
S2	0.9500	0.9500	0.9520
S3	0.9469	0.9482	0.9517
S4	0.9438	0.9451	0.9509

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	0.9689	0.9518	0.0171	1.8%	0.0051	0.5%	5%	False	True	419
10	0.9700	0.9518	0.0182	1.9%	0.0042	0.4%	4%	False	True	342
20	0.9700	0.9518	0.0182	1.9%	0.0040	0.4%	4%	False	True	278
40	0.9775	0.9455	0.0320	3.4%	0.0041	0.4%	22%	False	False	206
60	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	30%	False	False	162
80	0.9775	0.9420	0.0355	3.7%	0.0036	0.4%	30%	False	False	129
100	0.9777	0.9360	0.0417	4.4%	0.0035	0.4%	40%	False	False	114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9681
2.618	0.9630
1.618	0.9599
1.000	0.9580
0.618	0.9568
HIGH	0.9549
0.618	0.9537
0.500	0.9534
0.382	0.9530
LOW	0.9518
0.618	0.9499
1.000	0.9487
1.618	0.9468
2.618	0.9437
4.250	0.9386

Fisher Pivots for day following 29-Oct-2013
Pivot	1 day	3 day
R1	0.9534	0.9542
PP	0.9531	0.9536
S1	0.9529	0.9531

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

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