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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 15 trading days

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

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

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