CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 02-Dec-2013

Day Change Summary
	Previous	Current
	29-Nov-2013	02-Dec-2013	Change	Change %	Previous Week
Open	0.9413	0.9388	-0.0025	-0.3%	0.9475
High	0.9444	0.9396	-0.0048	-0.5%	0.9478
Low	0.9385	0.9363	-0.0022	-0.2%	0.9385
Close	0.9386	0.9379	-0.0007	-0.1%	0.9386
Range	0.0059	0.0033	-0.0026	-44.1%	0.0093
ATR	0.0047	0.0046	-0.0001	-2.1%	0.0000
Volume	2,405	970	-1,435	-59.7%	5,693

Daily Pivots for day following 02-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9478	0.9462	0.9397
R3	0.9445	0.9429	0.9388
R2	0.9412	0.9412	0.9385
R1	0.9396	0.9396	0.9382	0.9388
PP	0.9379	0.9379	0.9379	0.9375
S1	0.9363	0.9363	0.9376	0.9355
S2	0.9346	0.9346	0.9373
S3	0.9313	0.9330	0.9370
S4	0.9280	0.9297	0.9361

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	0.9478	0.9363	0.0115	1.2%	0.0049	0.5%	14%	False	True	1,332
10	0.9573	0.9363	0.0210	2.2%	0.0049	0.5%	8%	False	True	971
20	0.9583	0.9363	0.0220	2.3%	0.0044	0.5%	7%	False	True	630
40	0.9700	0.9363	0.0337	3.6%	0.0044	0.5%	5%	False	True	467
60	0.9775	0.9363	0.0412	4.4%	0.0041	0.4%	4%	False	True	361
80	0.9775	0.9363	0.0412	4.4%	0.0040	0.4%	4%	False	True	289
100	0.9775	0.9363	0.0412	4.4%	0.0037	0.4%	4%	False	True	237
120	0.9777	0.9360	0.0417	4.4%	0.0037	0.4%	5%	False	False	208

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9536
2.618	0.9482
1.618	0.9449
1.000	0.9429
0.618	0.9416
HIGH	0.9396
0.618	0.9383
0.500	0.9380
0.382	0.9376
LOW	0.9363
0.618	0.9343
1.000	0.9330
1.618	0.9310
2.618	0.9277
4.250	0.9223

Fisher Pivots for day following 02-Dec-2013
Pivot	1 day	3 day
R1	0.9380	0.9415
PP	0.9379	0.9403
S1	0.9379	0.9391

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

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