CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 22-Nov-2013

Day Change Summary
	Previous	Current
	21-Nov-2013	22-Nov-2013	Change	Change %	Previous Week
Open	0.9540	0.9479	-0.0061	-0.6%	0.9547
High	0.9540	0.9481	-0.0059	-0.6%	0.9573
Low	0.9472	0.9435	-0.0037	-0.4%	0.9435
Close	0.9472	0.9470	-0.0002	0.0%	0.9470
Range	0.0068	0.0046	-0.0022	-32.4%	0.0138
ATR	0.0045	0.0045	0.0000	0.2%	0.0000
Volume	333	1,542	1,209	363.1%	3,050

Daily Pivots for day following 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9600	0.9581	0.9495
R3	0.9554	0.9535	0.9483
R2	0.9508	0.9508	0.9478
R1	0.9489	0.9489	0.9474	0.9476
PP	0.9462	0.9462	0.9462	0.9455
S1	0.9443	0.9443	0.9466	0.9430
S2	0.9416	0.9416	0.9462
S3	0.9370	0.9397	0.9457
S4	0.9324	0.9351	0.9445

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9907	0.9826	0.9546
R3	0.9769	0.9688	0.9508
R2	0.9631	0.9631	0.9495
R1	0.9550	0.9550	0.9483	0.9522
PP	0.9493	0.9493	0.9493	0.9478
S1	0.9412	0.9412	0.9457	0.9384
S2	0.9355	0.9355	0.9445
S3	0.9217	0.9274	0.9432
S4	0.9079	0.9136	0.9394

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9573	0.9435	0.0138	1.5%	0.0048	0.5%	25%	False	True	610
10	0.9573	0.9435	0.0138	1.5%	0.0044	0.5%	25%	False	True	474
20	0.9583	0.9435	0.0148	1.6%	0.0041	0.4%	24%	False	True	383
40	0.9700	0.9435	0.0265	2.8%	0.0042	0.4%	13%	False	True	315
60	0.9775	0.9426	0.0349	3.7%	0.0041	0.4%	13%	False	False	254
80	0.9775	0.9420	0.0355	3.7%	0.0039	0.4%	14%	False	False	209
100	0.9775	0.9360	0.0415	4.4%	0.0037	0.4%	27%	False	False	174
120	0.9777	0.9360	0.0417	4.4%	0.0037	0.4%	26%	False	False	153

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9677
2.618	0.9601
1.618	0.9555
1.000	0.9527
0.618	0.9509
HIGH	0.9481
0.618	0.9463
0.500	0.9458
0.382	0.9453
LOW	0.9435
0.618	0.9407
1.000	0.9389
1.618	0.9361
2.618	0.9315
4.250	0.9240

Fisher Pivots for day following 22-Nov-2013
Pivot	1 day	3 day
R1	0.9466	0.9498
PP	0.9462	0.9488
S1	0.9458	0.9479

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

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