CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	0.9466	0.9459	-0.0007	-0.1%	0.9547
High	0.9478	0.9466	-0.0012	-0.1%	0.9573
Low	0.9435	0.9407	-0.0028	-0.3%	0.9435
Close	0.9456	0.9411	-0.0045	-0.5%	0.9470
Range	0.0043	0.0059	0.0016	37.2%	0.0138
ATR	0.0045	0.0046	0.0001	2.2%	0.0000
Volume	1,438	943	-495	-34.4%	3,050

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9605	0.9567	0.9443
R3	0.9546	0.9508	0.9427
R2	0.9487	0.9487	0.9422
R1	0.9449	0.9449	0.9416	0.9439
PP	0.9428	0.9428	0.9428	0.9423
S1	0.9390	0.9390	0.9406	0.9380
S2	0.9369	0.9369	0.9400
S3	0.9310	0.9331	0.9395
S4	0.9251	0.9272	0.9379

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	0.9540	0.9407	0.0133	1.4%	0.0053	0.6%	3%	False	True	1,032
10	0.9573	0.9407	0.0166	1.8%	0.0051	0.5%	2%	False	True	724
20	0.9583	0.9407	0.0176	1.9%	0.0044	0.5%	2%	False	True	499
40	0.9700	0.9407	0.0293	3.1%	0.0043	0.5%	1%	False	True	390
60	0.9775	0.9407	0.0368	3.9%	0.0042	0.4%	1%	False	True	306
80	0.9775	0.9407	0.0368	3.9%	0.0040	0.4%	1%	False	True	249
100	0.9775	0.9407	0.0368	3.9%	0.0038	0.4%	1%	False	True	204
120	0.9777	0.9360	0.0417	4.4%	0.0037	0.4%	12%	False	False	180

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9717
2.618	0.9620
1.618	0.9561
1.000	0.9525
0.618	0.9502
HIGH	0.9466
0.618	0.9443
0.500	0.9437
0.382	0.9430
LOW	0.9407
0.618	0.9371
1.000	0.9348
1.618	0.9312
2.618	0.9253
4.250	0.9156

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	0.9437	0.9443
PP	0.9428	0.9432
S1	0.9420	0.9422

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

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