CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 26-Nov-2013

Day Change Summary
	Previous	Current
	25-Nov-2013	26-Nov-2013	Change	Change %	Previous Week
Open	0.9475	0.9466	-0.0009	-0.1%	0.9547
High	0.9475	0.9478	0.0003	0.0%	0.9573
Low	0.9424	0.9435	0.0011	0.1%	0.9435
Close	0.9446	0.9456	0.0010	0.1%	0.9470
Range	0.0051	0.0043	-0.0008	-15.7%	0.0138
ATR	0.0045	0.0045	0.0000	-0.4%	0.0000
Volume	907	1,438	531	58.5%	3,050

Daily Pivots for day following 26-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9585	0.9564	0.9480
R3	0.9542	0.9521	0.9468
R2	0.9499	0.9499	0.9464
R1	0.9478	0.9478	0.9460	0.9467
PP	0.9456	0.9456	0.9456	0.9451
S1	0.9435	0.9435	0.9452	0.9424
S2	0.9413	0.9413	0.9448
S3	0.9370	0.9392	0.9444
S4	0.9327	0.9349	0.9432

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	0.9560	0.9424	0.0136	1.4%	0.0050	0.5%	24%	False	False	919
10	0.9573	0.9424	0.0149	1.6%	0.0049	0.5%	21%	False	False	664
20	0.9583	0.9424	0.0159	1.7%	0.0043	0.5%	20%	False	False	462
40	0.9700	0.9424	0.0276	2.9%	0.0042	0.4%	12%	False	False	370
60	0.9775	0.9424	0.0351	3.7%	0.0042	0.4%	9%	False	False	291
80	0.9775	0.9420	0.0355	3.8%	0.0040	0.4%	10%	False	False	237
100	0.9775	0.9420	0.0355	3.8%	0.0037	0.4%	10%	False	False	195
120	0.9777	0.9360	0.0417	4.4%	0.0036	0.4%	23%	False	False	172

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9661
2.618	0.9591
1.618	0.9548
1.000	0.9521
0.618	0.9505
HIGH	0.9478
0.618	0.9462
0.500	0.9457
0.382	0.9451
LOW	0.9435
0.618	0.9408
1.000	0.9392
1.618	0.9365
2.618	0.9322
4.250	0.9252

Fisher Pivots for day following 26-Nov-2013
Pivot	1 day	3 day
R1	0.9457	0.9455
PP	0.9456	0.9454
S1	0.9456	0.9453

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

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