CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 01-Nov-2013

Day Change Summary
	Previous	Current
	31-Oct-2013	01-Nov-2013	Change	Change %	Previous Week
Open	0.9511	0.9552	0.0041	0.4%	0.9554
High	0.9570	0.9565	-0.0005	-0.1%	0.9570
Low	0.9503	0.9535	0.0032	0.3%	0.9495
Close	0.9564	0.9557	-0.0007	-0.1%	0.9557
Range	0.0067	0.0030	-0.0037	-55.2%	0.0075
ATR	0.0043	0.0042	-0.0001	-2.2%	0.0000
Volume	327	427	100	30.6%	1,723

Daily Pivots for day following 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9642	0.9630	0.9574
R3	0.9612	0.9600	0.9565
R2	0.9582	0.9582	0.9563
R1	0.9570	0.9570	0.9560	0.9576
PP	0.9552	0.9552	0.9552	0.9556
S1	0.9540	0.9540	0.9554	0.9546
S2	0.9522	0.9522	0.9552
S3	0.9492	0.9510	0.9549
S4	0.9462	0.9480	0.9541

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9766	0.9736	0.9598
R3	0.9691	0.9661	0.9578
R2	0.9616	0.9616	0.9571
R1	0.9586	0.9586	0.9564	0.9601
PP	0.9541	0.9541	0.9541	0.9548
S1	0.9511	0.9511	0.9550	0.9526
S2	0.9466	0.9466	0.9543
S3	0.9391	0.9436	0.9536
S4	0.9316	0.9361	0.9516

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9570	0.9495	0.0075	0.8%	0.0036	0.4%	83%	False	False	344
10	0.9700	0.9495	0.0205	2.1%	0.0043	0.5%	30%	False	False	332
20	0.9700	0.9495	0.0205	2.1%	0.0043	0.4%	30%	False	False	304
40	0.9775	0.9495	0.0280	2.9%	0.0040	0.4%	22%	False	False	227
60	0.9775	0.9420	0.0355	3.7%	0.0039	0.4%	39%	False	False	175
80	0.9775	0.9420	0.0355	3.7%	0.0035	0.4%	39%	False	False	139
100	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	47%	False	False	123
120	0.9777	0.9360	0.0417	4.4%	0.0035	0.4%	47%	False	False	105

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9693
2.618	0.9644
1.618	0.9614
1.000	0.9595
0.618	0.9584
HIGH	0.9565
0.618	0.9554
0.500	0.9550
0.382	0.9546
LOW	0.9535
0.618	0.9516
1.000	0.9505
1.618	0.9486
2.618	0.9456
4.250	0.9408

Fisher Pivots for day following 01-Nov-2013
Pivot	1 day	3 day
R1	0.9555	0.9549
PP	0.9552	0.9541
S1	0.9550	0.9533

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

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