CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 19-Nov-2013

Day Change Summary
	Previous	Current
	18-Nov-2013	19-Nov-2013	Change	Change %	Previous Week
Open	0.9547	0.9557	0.0010	0.1%	0.9517
High	0.9573	0.9571	-0.0002	0.0%	0.9550
Low	0.9547	0.9510	-0.0037	-0.4%	0.9470
Close	0.9559	0.9517	-0.0042	-0.4%	0.9542
Range	0.0026	0.0061	0.0035	134.6%	0.0080
ATR	0.0042	0.0043	0.0001	3.3%	0.0000
Volume	355	442	87	24.5%	1,699

Daily Pivots for day following 19-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9716	0.9677	0.9551
R3	0.9655	0.9616	0.9534
R2	0.9594	0.9594	0.9528
R1	0.9555	0.9555	0.9523	0.9544
PP	0.9533	0.9533	0.9533	0.9527
S1	0.9494	0.9494	0.9511	0.9483
S2	0.9472	0.9472	0.9506
S3	0.9411	0.9433	0.9500
S4	0.9350	0.9372	0.9483

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	0.9573	0.9470	0.0103	1.1%	0.0048	0.5%	46%	False	False	408
10	0.9576	0.9470	0.0106	1.1%	0.0043	0.4%	44%	False	False	327
20	0.9689	0.9470	0.0219	2.3%	0.0044	0.5%	21%	False	False	337
40	0.9700	0.9470	0.0230	2.4%	0.0040	0.4%	20%	False	False	268
60	0.9775	0.9426	0.0349	3.7%	0.0040	0.4%	26%	False	False	218
80	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	27%	False	False	181
100	0.9775	0.9360	0.0415	4.4%	0.0037	0.4%	38%	False	False	155
120	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	38%	False	False	135

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9830
2.618	0.9731
1.618	0.9670
1.000	0.9632
0.618	0.9609
HIGH	0.9571
0.618	0.9548
0.500	0.9541
0.382	0.9533
LOW	0.9510
0.618	0.9472
1.000	0.9449
1.618	0.9411
2.618	0.9350
4.250	0.9251

Fisher Pivots for day following 19-Nov-2013
Pivot	1 day	3 day
R1	0.9541	0.9542
PP	0.9533	0.9533
S1	0.9525	0.9525

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

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