CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 07-Nov-2013

Day Change Summary
	Previous	Current
	06-Nov-2013	07-Nov-2013	Change	Change %	Previous Week
Open	0.9532	0.9564	0.0032	0.3%	0.9554
High	0.9572	0.9576	0.0004	0.0%	0.9570
Low	0.9532	0.9528	-0.0004	0.0%	0.9495
Close	0.9565	0.9542	-0.0023	-0.2%	0.9557
Range	0.0040	0.0048	0.0008	20.0%	0.0075
ATR	0.0041	0.0042	0.0000	1.2%	0.0000
Volume	119	168	49	41.2%	1,723

Daily Pivots for day following 07-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9693	0.9665	0.9568
R3	0.9645	0.9617	0.9555
R2	0.9597	0.9597	0.9551
R1	0.9569	0.9569	0.9546	0.9559
PP	0.9549	0.9549	0.9549	0.9544
S1	0.9521	0.9521	0.9538	0.9511
S2	0.9501	0.9501	0.9533
S3	0.9453	0.9473	0.9529
S4	0.9405	0.9425	0.9516

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	0.9526	0.0057	0.6%	0.0035	0.4%	28%	False	False	224
10	0.9583	0.9495	0.0088	0.9%	0.0037	0.4%	53%	False	False	297
20	0.9700	0.9495	0.0205	2.1%	0.0042	0.4%	23%	False	False	287
40	0.9775	0.9495	0.0280	2.9%	0.0040	0.4%	17%	False	False	214
60	0.9775	0.9420	0.0355	3.7%	0.0039	0.4%	34%	False	False	174
80	0.9775	0.9420	0.0355	3.7%	0.0036	0.4%	34%	False	False	146
100	0.9775	0.9360	0.0415	4.3%	0.0037	0.4%	44%	False	False	130
120	0.9777	0.9360	0.0417	4.4%	0.0035	0.4%	44%	False	False	111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9780
2.618	0.9702
1.618	0.9654
1.000	0.9624
0.618	0.9606
HIGH	0.9576
0.618	0.9558
0.500	0.9552
0.382	0.9546
LOW	0.9528
0.618	0.9498
1.000	0.9480
1.618	0.9450
2.618	0.9402
4.250	0.9324

Fisher Pivots for day following 07-Nov-2013
Pivot	1 day	3 day
R1	0.9552	0.9551
PP	0.9549	0.9548
S1	0.9545	0.9545

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

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