CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 25-Nov-2013

Day Change Summary
	Previous	Current
	22-Nov-2013	25-Nov-2013	Change	Change %	Previous Week
Open	0.9479	0.9475	-0.0004	0.0%	0.9547
High	0.9481	0.9475	-0.0006	-0.1%	0.9573
Low	0.9435	0.9424	-0.0011	-0.1%	0.9435
Close	0.9470	0.9446	-0.0024	-0.3%	0.9470
Range	0.0046	0.0051	0.0005	10.9%	0.0138
ATR	0.0045	0.0045	0.0000	0.9%	0.0000
Volume	1,542	907	-635	-41.2%	3,050

Daily Pivots for day following 25-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9575	0.9474
R3	0.9550	0.9524	0.9460
R2	0.9499	0.9499	0.9455
R1	0.9473	0.9473	0.9451	0.9461
PP	0.9448	0.9448	0.9448	0.9442
S1	0.9422	0.9422	0.9441	0.9410
S2	0.9397	0.9397	0.9437
S3	0.9346	0.9371	0.9432
S4	0.9295	0.9320	0.9418

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	0.9571	0.9424	0.0147	1.6%	0.0053	0.6%	15%	False	True	720
10	0.9573	0.9424	0.0149	1.6%	0.0048	0.5%	15%	False	True	527
20	0.9583	0.9424	0.0159	1.7%	0.0043	0.5%	14%	False	True	404
40	0.9700	0.9424	0.0276	2.9%	0.0042	0.4%	8%	False	True	337
60	0.9775	0.9424	0.0351	3.7%	0.0042	0.4%	6%	False	True	267
80	0.9775	0.9420	0.0355	3.8%	0.0039	0.4%	7%	False	False	220
100	0.9775	0.9398	0.0377	4.0%	0.0037	0.4%	13%	False	False	183
120	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	21%	False	False	160

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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9692
2.618	0.9609
1.618	0.9558
1.000	0.9526
0.618	0.9507
HIGH	0.9475
0.618	0.9456
0.500	0.9450
0.382	0.9443
LOW	0.9424
0.618	0.9392
1.000	0.9373
1.618	0.9341
2.618	0.9290
4.250	0.9207

Fisher Pivots for day following 25-Nov-2013
Pivot	1 day	3 day
R1	0.9450	0.9482
PP	0.9448	0.9470
S1	0.9447	0.9458

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

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