CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	0.9371	0.9377	0.0006	0.1%	0.9388
High	0.9385	0.9411	0.0026	0.3%	0.9396
Low	0.9349	0.9371	0.0022	0.2%	0.9316
Close	0.9376	0.9401	0.0025	0.3%	0.9356
Range	0.0036	0.0040	0.0004	11.1%	0.0080
ATR	0.0049	0.0048	-0.0001	-1.3%	0.0000
Volume	18,670	15,762	-2,908	-15.6%	35,599

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9514	0.9498	0.9423
R3	0.9474	0.9458	0.9412
R2	0.9434	0.9434	0.9408
R1	0.9418	0.9418	0.9405	0.9426
PP	0.9394	0.9394	0.9394	0.9399
S1	0.9378	0.9378	0.9397	0.9386
S2	0.9354	0.9354	0.9394
S3	0.9314	0.9338	0.9390
S4	0.9274	0.9298	0.9379

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	0.9411	0.9316	0.0095	1.0%	0.0055	0.6%	89%	True	False	13,096
10	0.9478	0.9316	0.0162	1.7%	0.0051	0.5%	52%	False	False	7,481
20	0.9573	0.9316	0.0257	2.7%	0.0049	0.5%	33%	False	False	4,004
40	0.9700	0.9316	0.0384	4.1%	0.0045	0.5%	22%	False	False	2,154
60	0.9775	0.9316	0.0459	4.9%	0.0043	0.5%	19%	False	False	1,491
80	0.9775	0.9316	0.0459	4.9%	0.0041	0.4%	19%	False	False	1,142
100	0.9775	0.9316	0.0459	4.9%	0.0039	0.4%	19%	False	False	926
120	0.9775	0.9316	0.0459	4.9%	0.0038	0.4%	19%	False	False	783

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9581
2.618	0.9516
1.618	0.9476
1.000	0.9451
0.618	0.9436
HIGH	0.9411
0.618	0.9396
0.500	0.9391
0.382	0.9386
LOW	0.9371
0.618	0.9346
1.000	0.9331
1.618	0.9306
2.618	0.9266
4.250	0.9201

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	0.9398	0.9389
PP	0.9394	0.9376
S1	0.9391	0.9364

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

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