CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	0.9459	0.9413	-0.0046	-0.5%	0.9475
High	0.9466	0.9444	-0.0022	-0.2%	0.9478
Low	0.9407	0.9385	-0.0022	-0.2%	0.9385
Close	0.9411	0.9386	-0.0025	-0.3%	0.9386
Range	0.0059	0.0059	0.0000	0.0%	0.0093
ATR	0.0046	0.0047	0.0001	2.0%	0.0000
Volume	943	2,405	1,462	155.0%	5,693

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9582	0.9543	0.9418
R3	0.9523	0.9484	0.9402
R2	0.9464	0.9464	0.9397
R1	0.9425	0.9425	0.9391	0.9415
PP	0.9405	0.9405	0.9405	0.9400
S1	0.9366	0.9366	0.9381	0.9356
S2	0.9346	0.9346	0.9375
S3	0.9287	0.9307	0.9370
S4	0.9228	0.9248	0.9354

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9695	0.9634	0.9437
R3	0.9602	0.9541	0.9412
R2	0.9509	0.9509	0.9403
R1	0.9448	0.9448	0.9395	0.9432
PP	0.9416	0.9416	0.9416	0.9409
S1	0.9355	0.9355	0.9377	0.9339
S2	0.9323	0.9323	0.9369
S3	0.9230	0.9262	0.9360
S4	0.9137	0.9169	0.9335

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9481	0.9385	0.0096	1.0%	0.0052	0.5%	1%	False	True	1,447
10	0.9573	0.9385	0.0188	2.0%	0.0049	0.5%	1%	False	True	936
20	0.9583	0.9385	0.0198	2.1%	0.0044	0.5%	1%	False	True	603
40	0.9700	0.9385	0.0315	3.4%	0.0044	0.5%	0%	False	True	446
60	0.9775	0.9385	0.0390	4.2%	0.0042	0.5%	0%	False	True	346
80	0.9775	0.9385	0.0390	4.2%	0.0041	0.4%	0%	False	True	279
100	0.9775	0.9385	0.0390	4.2%	0.0038	0.4%	0%	False	True	228
120	0.9777	0.9360	0.0417	4.4%	0.0037	0.4%	6%	False	False	200

Crabel Price Patterns
NR	False
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	0.0009

Fibonacci Retracements and Extensions
4.250	0.9695
2.618	0.9598
1.618	0.9539
1.000	0.9503
0.618	0.9480
HIGH	0.9444
0.618	0.9421
0.500	0.9415
0.382	0.9408
LOW	0.9385
0.618	0.9349
1.000	0.9326
1.618	0.9290
2.618	0.9231
4.250	0.9134

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	0.9415	0.9432
PP	0.9405	0.9416
S1	0.9396	0.9401

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

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