CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 09-Dec-2013

Day Change Summary
	Previous	Current
	06-Dec-2013	09-Dec-2013	Change	Change %	Previous Week
Open	0.9363	0.9371	0.0008	0.1%	0.9388
High	0.9392	0.9385	-0.0007	-0.1%	0.9396
Low	0.9316	0.9349	0.0033	0.4%	0.9316
Close	0.9356	0.9376	0.0020	0.2%	0.9356
Range	0.0076	0.0036	-0.0040	-52.6%	0.0080
ATR	0.0050	0.0049	-0.0001	-2.0%	0.0000
Volume	15,528	18,670	3,142	20.2%	35,599

Daily Pivots for day following 09-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9478	0.9463	0.9396
R3	0.9442	0.9427	0.9386
R2	0.9406	0.9406	0.9383
R1	0.9391	0.9391	0.9379	0.9399
PP	0.9370	0.9370	0.9370	0.9374
S1	0.9355	0.9355	0.9373	0.9363
S2	0.9334	0.9334	0.9369
S3	0.9298	0.9319	0.9366
S4	0.9262	0.9283	0.9356

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	0.9392	0.9316	0.0076	0.8%	0.0054	0.6%	79%	False	False	10,659
10	0.9478	0.9316	0.0162	1.7%	0.0052	0.6%	37%	False	False	5,996
20	0.9573	0.9316	0.0257	2.7%	0.0048	0.5%	23%	False	False	3,235
40	0.9700	0.9316	0.0384	4.1%	0.0044	0.5%	16%	False	False	1,766
60	0.9775	0.9316	0.0459	4.9%	0.0043	0.5%	13%	False	False	1,228
80	0.9775	0.9316	0.0459	4.9%	0.0041	0.4%	13%	False	False	945
100	0.9775	0.9316	0.0459	4.9%	0.0039	0.4%	13%	False	False	769
120	0.9775	0.9316	0.0459	4.9%	0.0039	0.4%	13%	False	False	651

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9538
2.618	0.9479
1.618	0.9443
1.000	0.9421
0.618	0.9407
HIGH	0.9385
0.618	0.9371
0.500	0.9367
0.382	0.9363
LOW	0.9349
0.618	0.9327
1.000	0.9313
1.618	0.9291
2.618	0.9255
4.250	0.9196

Fisher Pivots for day following 09-Dec-2013
Pivot	1 day	3 day
R1	0.9373	0.9369
PP	0.9370	0.9361
S1	0.9367	0.9354

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

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