CME Canadian Dollar Future March 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Dec-2013 | 04-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 0.9370 | 0.9369 | -0.0001 | 0.0% | 0.9475 |  
                        | High | 0.9381 | 0.9375 | -0.0006 | -0.1% | 0.9478 |  
                        | Low | 0.9345 | 0.9316 | -0.0029 | -0.3% | 0.9385 |  
                        | Close | 0.9365 | 0.9336 | -0.0029 | -0.3% | 0.9386 |  
                        | Range | 0.0036 | 0.0059 | 0.0023 | 63.9% | 0.0093 |  
                        | ATR | 0.0045 | 0.0046 | 0.0001 | 2.1% | 0.0000 |  
                        | Volume | 3,579 | 6,906 | 3,327 | 93.0% | 5,693 |  | 
    
| 
        
            | Daily Pivots for day following 04-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9519 | 0.9487 | 0.9368 |  |  
                | R3 | 0.9460 | 0.9428 | 0.9352 |  |  
                | R2 | 0.9401 | 0.9401 | 0.9347 |  |  
                | R1 | 0.9369 | 0.9369 | 0.9341 | 0.9356 |  
                | PP | 0.9342 | 0.9342 | 0.9342 | 0.9336 |  
                | S1 | 0.9310 | 0.9310 | 0.9331 | 0.9297 |  
                | S2 | 0.9283 | 0.9283 | 0.9325 |  |  
                | S3 | 0.9224 | 0.9251 | 0.9320 |  |  
                | S4 | 0.9165 | 0.9192 | 0.9304 |  |  | 
        
            | 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 | 0.9466 | 0.9316 | 0.0150 | 1.6% | 0.0049 | 0.5% | 13% | False | True | 2,960 |  
                | 10 | 0.9560 | 0.9316 | 0.0244 | 2.6% | 0.0049 | 0.5% | 8% | False | True | 1,940 |  
                | 20 | 0.9576 | 0.9316 | 0.0260 | 2.8% | 0.0046 | 0.5% | 8% | False | True | 1,133 |  
                | 40 | 0.9700 | 0.9316 | 0.0384 | 4.1% | 0.0044 | 0.5% | 5% | False | True | 717 |  
                | 60 | 0.9775 | 0.9316 | 0.0459 | 4.9% | 0.0042 | 0.4% | 4% | False | True | 531 |  
                | 80 | 0.9775 | 0.9316 | 0.0459 | 4.9% | 0.0041 | 0.4% | 4% | False | True | 411 |  
                | 100 | 0.9775 | 0.9316 | 0.0459 | 4.9% | 0.0038 | 0.4% | 4% | False | True | 341 |  
                | 120 | 0.9777 | 0.9316 | 0.0461 | 4.9% | 0.0038 | 0.4% | 4% | False | True | 295 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9626 |  
            | 2.618 | 0.9529 |  
            | 1.618 | 0.9470 |  
            | 1.000 | 0.9434 |  
            | 0.618 | 0.9411 |  
            | HIGH | 0.9375 |  
            | 0.618 | 0.9352 |  
            | 0.500 | 0.9346 |  
            | 0.382 | 0.9339 |  
            | LOW | 0.9316 |  
            | 0.618 | 0.9280 |  
            | 1.000 | 0.9257 |  
            | 1.618 | 0.9221 |  
            | 2.618 | 0.9162 |  
            | 4.250 | 0.9065 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.9346 | 0.9356 |  
                                | PP | 0.9342 | 0.9349 |  
                                | S1 | 0.9339 | 0.9343 |  |