CME Canadian Dollar Future March 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Dec-2013 | 06-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 0.9342 | 0.9363 | 0.0021 | 0.2% | 0.9388 |  
                        | High | 0.9387 | 0.9392 | 0.0005 | 0.1% | 0.9396 |  
                        | Low | 0.9323 | 0.9316 | -0.0007 | -0.1% | 0.9316 |  
                        | Close | 0.9368 | 0.9356 | -0.0012 | -0.1% | 0.9356 |  
                        | Range | 0.0064 | 0.0076 | 0.0012 | 18.8% | 0.0080 |  
                        | ATR | 0.0048 | 0.0050 | 0.0002 | 4.2% | 0.0000 |  
                        | Volume | 8,616 | 15,528 | 6,912 | 80.2% | 35,599 |  | 
    
| 
        
            | Daily Pivots for day following 06-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9583 | 0.9545 | 0.9398 |  |  
                | R3 | 0.9507 | 0.9469 | 0.9377 |  |  
                | R2 | 0.9431 | 0.9431 | 0.9370 |  |  
                | R1 | 0.9393 | 0.9393 | 0.9363 | 0.9374 |  
                | PP | 0.9355 | 0.9355 | 0.9355 | 0.9345 |  
                | S1 | 0.9317 | 0.9317 | 0.9349 | 0.9298 |  
                | S2 | 0.9279 | 0.9279 | 0.9342 |  |  
                | S3 | 0.9203 | 0.9241 | 0.9335 |  |  
                | S4 | 0.9127 | 0.9165 | 0.9314 |  |  | 
        
            | Weekly Pivots for week ending 06-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9596 | 0.9556 | 0.9400 |  |  
                | R3 | 0.9516 | 0.9476 | 0.9378 |  |  
                | R2 | 0.9436 | 0.9436 | 0.9371 |  |  
                | R1 | 0.9396 | 0.9396 | 0.9363 | 0.9376 |  
                | PP | 0.9356 | 0.9356 | 0.9356 | 0.9346 |  
                | S1 | 0.9316 | 0.9316 | 0.9349 | 0.9296 |  
                | S2 | 0.9276 | 0.9276 | 0.9341 |  |  
                | S3 | 0.9196 | 0.9236 | 0.9334 |  |  
                | S4 | 0.9116 | 0.9156 | 0.9312 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 0.9396 | 0.9316 | 0.0080 | 0.9% | 0.0054 | 0.6% | 50% | False | True | 7,119 |  
                | 10 | 0.9481 | 0.9316 | 0.0165 | 1.8% | 0.0053 | 0.6% | 24% | False | True | 4,283 |  
                | 20 | 0.9573 | 0.9316 | 0.0257 | 2.7% | 0.0049 | 0.5% | 16% | False | True | 2,326 |  
                | 40 | 0.9700 | 0.9316 | 0.0384 | 4.1% | 0.0045 | 0.5% | 10% | False | True | 1,307 |  
                | 60 | 0.9775 | 0.9316 | 0.0459 | 4.9% | 0.0043 | 0.5% | 9% | False | True | 918 |  
                | 80 | 0.9775 | 0.9316 | 0.0459 | 4.9% | 0.0042 | 0.4% | 9% | False | True | 712 |  
                | 100 | 0.9775 | 0.9316 | 0.0459 | 4.9% | 0.0039 | 0.4% | 9% | False | True | 582 |  
                | 120 | 0.9775 | 0.9316 | 0.0459 | 4.9% | 0.0039 | 0.4% | 9% | False | True | 496 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9715 |  
            | 2.618 | 0.9591 |  
            | 1.618 | 0.9515 |  
            | 1.000 | 0.9468 |  
            | 0.618 | 0.9439 |  
            | HIGH | 0.9392 |  
            | 0.618 | 0.9363 |  
            | 0.500 | 0.9354 |  
            | 0.382 | 0.9345 |  
            | LOW | 0.9316 |  
            | 0.618 | 0.9269 |  
            | 1.000 | 0.9240 |  
            | 1.618 | 0.9193 |  
            | 2.618 | 0.9117 |  
            | 4.250 | 0.8993 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.9355 | 0.9355 |  
                                | PP | 0.9355 | 0.9355 |  
                                | S1 | 0.9354 | 0.9354 |  |