CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 15-Nov-2013

Day Change Summary
	Previous	Current
	14-Nov-2013	15-Nov-2013	Change	Change %	Previous Week
Open	0.9536	0.9528	-0.0008	-0.1%	0.9517
High	0.9548	0.9550	0.0002	0.0%	0.9550
Low	0.9470	0.9512	0.0042	0.4%	0.9470
Close	0.9509	0.9542	0.0033	0.3%	0.9542
Range	0.0078	0.0038	-0.0040	-51.3%	0.0080
ATR	0.0043	0.0043	0.0000	-0.3%	0.0000
Volume	292	619	327	112.0%	1,699

Daily Pivots for day following 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9649	0.9633	0.9563
R3	0.9611	0.9595	0.9552
R2	0.9573	0.9573	0.9549
R1	0.9557	0.9557	0.9545	0.9565
PP	0.9535	0.9535	0.9535	0.9539
S1	0.9519	0.9519	0.9539	0.9527
S2	0.9497	0.9497	0.9535
S3	0.9459	0.9481	0.9532
S4	0.9421	0.9443	0.9521

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9761	0.9731	0.9586
R3	0.9681	0.9651	0.9564
R2	0.9601	0.9601	0.9557
R1	0.9571	0.9571	0.9549	0.9586
PP	0.9521	0.9521	0.9521	0.9528
S1	0.9491	0.9491	0.9535	0.9506
S2	0.9441	0.9441	0.9527
S3	0.9361	0.9411	0.9520
S4	0.9281	0.9331	0.9498

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9550	0.9470	0.0080	0.8%	0.0040	0.4%	90%	True	False	339
10	0.9583	0.9470	0.0113	1.2%	0.0040	0.4%	64%	False	False	289
20	0.9700	0.9470	0.0230	2.4%	0.0042	0.4%	31%	False	False	310
40	0.9700	0.9470	0.0230	2.4%	0.0039	0.4%	31%	False	False	250
60	0.9775	0.9420	0.0355	3.7%	0.0040	0.4%	34%	False	False	208
80	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	34%	False	False	172
100	0.9775	0.9360	0.0415	4.3%	0.0036	0.4%	44%	False	False	149
120	0.9777	0.9360	0.0417	4.4%	0.0037	0.4%	44%	False	False	129

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9712
2.618	0.9649
1.618	0.9611
1.000	0.9588
0.618	0.9573
HIGH	0.9550
0.618	0.9535
0.500	0.9531
0.382	0.9527
LOW	0.9512
0.618	0.9489
1.000	0.9474
1.618	0.9451
2.618	0.9413
4.250	0.9351

Fisher Pivots for day following 15-Nov-2013
Pivot	1 day	3 day
R1	0.9538	0.9531
PP	0.9535	0.9521
S1	0.9531	0.9510

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

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