CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 05-Nov-2013

Day Change Summary
	Previous	Current
	04-Nov-2013	05-Nov-2013	Change	Change %	Previous Week
Open	0.9568	0.9560	-0.0008	-0.1%	0.9554
High	0.9583	0.9560	-0.0023	-0.2%	0.9570
Low	0.9560	0.9526	-0.0034	-0.4%	0.9495
Close	0.9563	0.9526	-0.0037	-0.4%	0.9557
Range	0.0023	0.0034	0.0011	47.8%	0.0075
ATR	0.0041	0.0041	0.0000	-0.7%	0.0000
Volume	248	161	-87	-35.1%	1,723

Daily Pivots for day following 05-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9639	0.9617	0.9545
R3	0.9605	0.9583	0.9535
R2	0.9571	0.9571	0.9532
R1	0.9549	0.9549	0.9529	0.9543
PP	0.9537	0.9537	0.9537	0.9535
S1	0.9515	0.9515	0.9523	0.9509
S2	0.9503	0.9503	0.9520
S3	0.9469	0.9481	0.9517
S4	0.9435	0.9447	0.9507

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%	35%	False	False	273
10	0.9689	0.9495	0.0194	2.0%	0.0045	0.5%	16%	False	False	346
20	0.9700	0.9495	0.0205	2.2%	0.0041	0.4%	15%	False	False	301
40	0.9775	0.9495	0.0280	2.9%	0.0039	0.4%	11%	False	False	230
60	0.9775	0.9420	0.0355	3.7%	0.0039	0.4%	30%	False	False	170
80	0.9775	0.9420	0.0355	3.7%	0.0036	0.4%	30%	False	False	143
100	0.9777	0.9360	0.0417	4.4%	0.0037	0.4%	40%	False	False	127
120	0.9777	0.9360	0.0417	4.4%	0.0035	0.4%	40%	False	False	108

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9705
2.618	0.9649
1.618	0.9615
1.000	0.9594
0.618	0.9581
HIGH	0.9560
0.618	0.9547
0.500	0.9543
0.382	0.9539
LOW	0.9526
0.618	0.9505
1.000	0.9492
1.618	0.9471
2.618	0.9437
4.250	0.9382

Fisher Pivots for day following 05-Nov-2013
Pivot	1 day	3 day
R1	0.9543	0.9555
PP	0.9537	0.9545
S1	0.9532	0.9536

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

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