CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 20-Nov-2013

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	0.9557	0.9533	-0.0024	-0.3%	0.9517
High	0.9571	0.9560	-0.0011	-0.1%	0.9550
Low	0.9510	0.9520	0.0010	0.1%	0.9470
Close	0.9517	0.9536	0.0019	0.2%	0.9542
Range	0.0061	0.0040	-0.0021	-34.4%	0.0080
ATR	0.0043	0.0043	0.0000	0.0%	0.0000
Volume	442	378	-64	-14.5%	1,699

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9659	0.9637	0.9558
R3	0.9619	0.9597	0.9547
R2	0.9579	0.9579	0.9543
R1	0.9557	0.9557	0.9540	0.9568
PP	0.9539	0.9539	0.9539	0.9544
S1	0.9517	0.9517	0.9532	0.9528
S2	0.9499	0.9499	0.9529
S3	0.9459	0.9477	0.9525
S4	0.9419	0.9437	0.9514

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%	0.0049	0.5%	64%	False	False	417
10	0.9576	0.9470	0.0106	1.1%	0.0043	0.4%	62%	False	False	353
20	0.9611	0.9470	0.0141	1.5%	0.0040	0.4%	47%	False	False	351
40	0.9700	0.9470	0.0230	2.4%	0.0040	0.4%	29%	False	False	276
60	0.9775	0.9426	0.0349	3.7%	0.0040	0.4%	32%	False	False	224
80	0.9775	0.9420	0.0355	3.7%	0.0038	0.4%	33%	False	False	186
100	0.9775	0.9360	0.0415	4.4%	0.0037	0.4%	42%	False	False	157
120	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	42%	False	False	138

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9730
2.618	0.9665
1.618	0.9625
1.000	0.9600
0.618	0.9585
HIGH	0.9560
0.618	0.9545
0.500	0.9540
0.382	0.9535
LOW	0.9520
0.618	0.9495
1.000	0.9480
1.618	0.9455
2.618	0.9415
4.250	0.9350

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	0.9540	0.9542
PP	0.9539	0.9540
S1	0.9537	0.9538

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

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