CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 21-Nov-2013

Day Change Summary
	Previous	Current
	20-Nov-2013	21-Nov-2013	Change	Change %	Previous Week
Open	0.9533	0.9540	0.0007	0.1%	0.9517
High	0.9560	0.9540	-0.0020	-0.2%	0.9550
Low	0.9520	0.9472	-0.0048	-0.5%	0.9470
Close	0.9536	0.9472	-0.0064	-0.7%	0.9542
Range	0.0040	0.0068	0.0028	70.0%	0.0080
ATR	0.0043	0.0045	0.0002	4.1%	0.0000
Volume	378	333	-45	-11.9%	1,699

Daily Pivots for day following 21-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9699	0.9653	0.9509
R3	0.9631	0.9585	0.9491
R2	0.9563	0.9563	0.9484
R1	0.9517	0.9517	0.9478	0.9506
PP	0.9495	0.9495	0.9495	0.9489
S1	0.9449	0.9449	0.9466	0.9438
S2	0.9427	0.9427	0.9460
S3	0.9359	0.9381	0.9453
S4	0.9291	0.9313	0.9435

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	0.9472	0.0101	1.1%	0.0047	0.5%	0%	False	True	425
10	0.9573	0.9470	0.0103	1.1%	0.0045	0.5%	2%	False	False	370
20	0.9583	0.9470	0.0113	1.2%	0.0041	0.4%	2%	False	False	333
40	0.9700	0.9470	0.0230	2.4%	0.0041	0.4%	1%	False	False	278
60	0.9775	0.9426	0.0349	3.7%	0.0041	0.4%	13%	False	False	229
80	0.9775	0.9420	0.0355	3.7%	0.0039	0.4%	15%	False	False	189
100	0.9775	0.9360	0.0415	4.4%	0.0037	0.4%	27%	False	False	160
120	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	27%	False	False	140

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

Fibonacci Retracements and Extensions
4.250	0.9829
2.618	0.9718
1.618	0.9650
1.000	0.9608
0.618	0.9582
HIGH	0.9540
0.618	0.9514
0.500	0.9506
0.382	0.9498
LOW	0.9472
0.618	0.9430
1.000	0.9404
1.618	0.9362
2.618	0.9294
4.250	0.9183

Fisher Pivots for day following 21-Nov-2013
Pivot	1 day	3 day
R1	0.9506	0.9522
PP	0.9495	0.9505
S1	0.9483	0.9489

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

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