CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 08-Nov-2013

Day Change Summary
	Previous	Current
	07-Nov-2013	08-Nov-2013	Change	Change %	Previous Week
Open	0.9564	0.9534	-0.0030	-0.3%	0.9568
High	0.9576	0.9540	-0.0036	-0.4%	0.9583
Low	0.9528	0.9489	-0.0039	-0.4%	0.9489
Close	0.9542	0.9504	-0.0038	-0.4%	0.9504
Range	0.0048	0.0051	0.0003	6.3%	0.0094
ATR	0.0042	0.0043	0.0001	1.9%	0.0000
Volume	168	495	327	194.6%	1,191

Daily Pivots for day following 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9664	0.9635	0.9532
R3	0.9613	0.9584	0.9518
R2	0.9562	0.9562	0.9513
R1	0.9533	0.9533	0.9509	0.9522
PP	0.9511	0.9511	0.9511	0.9506
S1	0.9482	0.9482	0.9499	0.9471
S2	0.9460	0.9460	0.9495
S3	0.9409	0.9431	0.9490
S4	0.9358	0.9380	0.9476

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9807	0.9750	0.9556
R3	0.9713	0.9656	0.9530
R2	0.9619	0.9619	0.9521
R1	0.9562	0.9562	0.9513	0.9544
PP	0.9525	0.9525	0.9525	0.9516
S1	0.9468	0.9468	0.9495	0.9450
S2	0.9431	0.9431	0.9487
S3	0.9337	0.9374	0.9478
S4	0.9243	0.9280	0.9452

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9583	0.9489	0.0094	1.0%	0.0039	0.4%	16%	False	True	238
10	0.9583	0.9489	0.0094	1.0%	0.0038	0.4%	16%	False	True	291
20	0.9700	0.9489	0.0211	2.2%	0.0041	0.4%	7%	False	True	297
40	0.9775	0.9489	0.0286	3.0%	0.0041	0.4%	5%	False	True	225
60	0.9775	0.9420	0.0355	3.7%	0.0039	0.4%	24%	False	False	182
80	0.9775	0.9420	0.0355	3.7%	0.0037	0.4%	24%	False	False	152
100	0.9775	0.9360	0.0415	4.4%	0.0037	0.4%	35%	False	False	135
120	0.9777	0.9360	0.0417	4.4%	0.0035	0.4%	35%	False	False	115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9757
2.618	0.9674
1.618	0.9623
1.000	0.9591
0.618	0.9572
HIGH	0.9540
0.618	0.9521
0.500	0.9515
0.382	0.9508
LOW	0.9489
0.618	0.9457
1.000	0.9438
1.618	0.9406
2.618	0.9355
4.250	0.9272

Fisher Pivots for day following 08-Nov-2013
Pivot	1 day	3 day
R1	0.9515	0.9533
PP	0.9511	0.9523
S1	0.9508	0.9514

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

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