CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 14-Nov-2013

Day Change Summary
	Previous	Current
	13-Nov-2013	14-Nov-2013	Change	Change %	Previous Week
Open	0.9499	0.9536	0.0037	0.4%	0.9568
High	0.9535	0.9548	0.0013	0.1%	0.9583
Low	0.9498	0.9470	-0.0028	-0.3%	0.9489
Close	0.9525	0.9509	-0.0016	-0.2%	0.9504
Range	0.0037	0.0078	0.0041	110.8%	0.0094
ATR	0.0040	0.0043	0.0003	6.7%	0.0000
Volume	334	292	-42	-12.6%	1,191

Daily Pivots for day following 14-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9743	0.9704	0.9552
R3	0.9665	0.9626	0.9530
R2	0.9587	0.9587	0.9523
R1	0.9548	0.9548	0.9516	0.9529
PP	0.9509	0.9509	0.9509	0.9499
S1	0.9470	0.9470	0.9502	0.9451
S2	0.9431	0.9431	0.9495
S3	0.9353	0.9392	0.9488
S4	0.9275	0.9314	0.9466

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	0.9548	0.9470	0.0078	0.8%	0.0043	0.4%	50%	True	True	315
10	0.9583	0.9470	0.0113	1.2%	0.0039	0.4%	35%	False	True	269
20	0.9700	0.9470	0.0230	2.4%	0.0041	0.4%	17%	False	True	294
40	0.9700	0.9470	0.0230	2.4%	0.0039	0.4%	17%	False	True	240
60	0.9775	0.9420	0.0355	3.7%	0.0040	0.4%	25%	False	False	199
80	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	25%	False	False	164
100	0.9775	0.9360	0.0415	4.4%	0.0036	0.4%	36%	False	False	143
120	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	36%	False	False	124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9880
2.618	0.9752
1.618	0.9674
1.000	0.9626
0.618	0.9596
HIGH	0.9548
0.618	0.9518
0.500	0.9509
0.382	0.9500
LOW	0.9470
0.618	0.9422
1.000	0.9392
1.618	0.9344
2.618	0.9266
4.250	0.9139

Fisher Pivots for day following 14-Nov-2013
Pivot	1 day	3 day
R1	0.9509	0.9509
PP	0.9509	0.9509
S1	0.9509	0.9509

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

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