CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 12-Nov-2013

Day Change Summary
	Previous	Current
	11-Nov-2013	12-Nov-2013	Change	Change %	Previous Week
Open	0.9517	0.9520	0.0003	0.0%	0.9568
High	0.9525	0.9520	-0.0005	-0.1%	0.9583
Low	0.9510	0.9488	-0.0022	-0.2%	0.9489
Close	0.9513	0.9503	-0.0010	-0.1%	0.9504
Range	0.0015	0.0032	0.0017	113.3%	0.0094
ATR	0.0041	0.0040	-0.0001	-1.6%	0.0000
Volume	382	72	-310	-81.2%	1,191

Daily Pivots for day following 12-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9600	0.9583	0.9521
R3	0.9568	0.9551	0.9512
R2	0.9536	0.9536	0.9509
R1	0.9519	0.9519	0.9506	0.9512
PP	0.9504	0.9504	0.9504	0.9500
S1	0.9487	0.9487	0.9500	0.9480
S2	0.9472	0.9472	0.9497
S3	0.9440	0.9455	0.9494
S4	0.9408	0.9423	0.9485

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	0.9576	0.9488	0.0088	0.9%	0.0037	0.4%	17%	False	True	247
10	0.9583	0.9488	0.0095	1.0%	0.0038	0.4%	16%	False	True	260
20	0.9700	0.9488	0.0212	2.2%	0.0040	0.4%	7%	False	True	301
40	0.9775	0.9488	0.0287	3.0%	0.0040	0.4%	5%	False	True	233
60	0.9775	0.9420	0.0355	3.7%	0.0039	0.4%	23%	False	False	189
80	0.9775	0.9420	0.0355	3.7%	0.0037	0.4%	23%	False	False	157
100	0.9775	0.9360	0.0415	4.4%	0.0036	0.4%	34%	False	False	139
120	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	34%	False	False	118

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9656
2.618	0.9604
1.618	0.9572
1.000	0.9552
0.618	0.9540
HIGH	0.9520
0.618	0.9508
0.500	0.9504
0.382	0.9500
LOW	0.9488
0.618	0.9468
1.000	0.9456
1.618	0.9436
2.618	0.9404
4.250	0.9352

Fisher Pivots for day following 12-Nov-2013
Pivot	1 day	3 day
R1	0.9504	0.9514
PP	0.9504	0.9510
S1	0.9503	0.9507

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

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