CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 06-Nov-2013

Day Change Summary
	Previous	Current
	05-Nov-2013	06-Nov-2013	Change	Change %	Previous Week
Open	0.9560	0.9532	-0.0028	-0.3%	0.9554
High	0.9560	0.9572	0.0012	0.1%	0.9570
Low	0.9526	0.9532	0.0006	0.1%	0.9495
Close	0.9526	0.9565	0.0039	0.4%	0.9557
Range	0.0034	0.0040	0.0006	17.6%	0.0075
ATR	0.0041	0.0041	0.0000	0.9%	0.0000
Volume	161	119	-42	-26.1%	1,723

Daily Pivots for day following 06-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9676	0.9661	0.9587
R3	0.9636	0.9621	0.9576
R2	0.9596	0.9596	0.9572
R1	0.9581	0.9581	0.9569	0.9589
PP	0.9556	0.9556	0.9556	0.9560
S1	0.9541	0.9541	0.9561	0.9549
S2	0.9516	0.9516	0.9558
S3	0.9476	0.9501	0.9554
S4	0.9436	0.9461	0.9543

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	0.9503	0.0080	0.8%	0.0039	0.4%	78%	False	False	256
10	0.9611	0.9495	0.0116	1.2%	0.0038	0.4%	60%	False	False	348
20	0.9700	0.9495	0.0205	2.1%	0.0042	0.4%	34%	False	False	291
40	0.9775	0.9495	0.0280	2.9%	0.0039	0.4%	25%	False	False	222
60	0.9775	0.9420	0.0355	3.7%	0.0039	0.4%	41%	False	False	171
80	0.9775	0.9420	0.0355	3.7%	0.0036	0.4%	41%	False	False	144
100	0.9775	0.9360	0.0415	4.3%	0.0037	0.4%	49%	False	False	128
120	0.9777	0.9360	0.0417	4.4%	0.0035	0.4%	49%	False	False	109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9742
2.618	0.9677
1.618	0.9637
1.000	0.9612
0.618	0.9597
HIGH	0.9572
0.618	0.9557
0.500	0.9552
0.382	0.9547
LOW	0.9532
0.618	0.9507
1.000	0.9492
1.618	0.9467
2.618	0.9427
4.250	0.9362

Fisher Pivots for day following 06-Nov-2013
Pivot	1 day	3 day
R1	0.9561	0.9562
PP	0.9556	0.9558
S1	0.9552	0.9555

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

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