CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 04-Nov-2013

Day Change Summary
	Previous	Current
	01-Nov-2013	04-Nov-2013	Change	Change %	Previous Week
Open	0.9552	0.9568	0.0016	0.2%	0.9554
High	0.9565	0.9583	0.0018	0.2%	0.9570
Low	0.9535	0.9560	0.0025	0.3%	0.9495
Close	0.9557	0.9563	0.0006	0.1%	0.9557
Range	0.0030	0.0023	-0.0007	-23.3%	0.0075
ATR	0.0042	0.0041	-0.0001	-2.8%	0.0000
Volume	427	248	-179	-41.9%	1,723

Daily Pivots for day following 04-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9638	0.9623	0.9576
R3	0.9615	0.9600	0.9569
R2	0.9592	0.9592	0.9567
R1	0.9577	0.9577	0.9565	0.9573
PP	0.9569	0.9569	0.9569	0.9567
S1	0.9554	0.9554	0.9561	0.9550
S2	0.9546	0.9546	0.9559
S3	0.9523	0.9531	0.9557
S4	0.9500	0.9508	0.9550

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	0.9583	0.9495	0.0088	0.9%	0.0038	0.4%	77%	True	False	299
10	0.9700	0.9495	0.0205	2.1%	0.0045	0.5%	33%	False	False	335
20	0.9700	0.9495	0.0205	2.1%	0.0043	0.4%	33%	False	False	301
40	0.9775	0.9495	0.0280	2.9%	0.0039	0.4%	24%	False	False	229
60	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	40%	False	False	171
80	0.9775	0.9420	0.0355	3.7%	0.0036	0.4%	40%	False	False	141
100	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	49%	False	False	126
120	0.9777	0.9360	0.0417	4.4%	0.0035	0.4%	49%	False	False	107

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9681
2.618	0.9643
1.618	0.9620
1.000	0.9606
0.618	0.9597
HIGH	0.9583
0.618	0.9574
0.500	0.9572
0.382	0.9569
LOW	0.9560
0.618	0.9546
1.000	0.9537
1.618	0.9523
2.618	0.9500
4.250	0.9462

Fisher Pivots for day following 04-Nov-2013
Pivot	1 day	3 day
R1	0.9572	0.9556
PP	0.9569	0.9550
S1	0.9566	0.9543

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

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