CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 11-Dec-2013

Day Change Summary
	Previous	Current
	10-Dec-2013	11-Dec-2013	Change	Change %	Previous Week
Open	0.9377	0.9405	0.0028	0.3%	0.9388
High	0.9411	0.9426	0.0015	0.2%	0.9396
Low	0.9371	0.9393	0.0022	0.2%	0.9316
Close	0.9401	0.9417	0.0016	0.2%	0.9356
Range	0.0040	0.0033	-0.0007	-17.5%	0.0080
ATR	0.0048	0.0047	-0.0001	-2.2%	0.0000
Volume	15,762	49,792	34,030	215.9%	35,599

Daily Pivots for day following 11-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9511	0.9497	0.9435
R3	0.9478	0.9464	0.9426
R2	0.9445	0.9445	0.9423
R1	0.9431	0.9431	0.9420	0.9438
PP	0.9412	0.9412	0.9412	0.9416
S1	0.9398	0.9398	0.9414	0.9405
S2	0.9379	0.9379	0.9411
S3	0.9346	0.9365	0.9408
S4	0.9313	0.9332	0.9399

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	0.9426	0.9316	0.0110	1.2%	0.0050	0.5%	92%	True	False	21,673
10	0.9466	0.9316	0.0150	1.6%	0.0050	0.5%	67%	False	False	12,317
20	0.9573	0.9316	0.0257	2.7%	0.0049	0.5%	39%	False	False	6,490
40	0.9700	0.9316	0.0384	4.1%	0.0044	0.5%	26%	False	False	3,395
60	0.9775	0.9316	0.0459	4.9%	0.0043	0.5%	22%	False	False	2,319
80	0.9775	0.9316	0.0459	4.9%	0.0042	0.4%	22%	False	False	1,764
100	0.9775	0.9316	0.0459	4.9%	0.0039	0.4%	22%	False	False	1,423
120	0.9775	0.9316	0.0459	4.9%	0.0038	0.4%	22%	False	False	1,197

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9566
2.618	0.9512
1.618	0.9479
1.000	0.9459
0.618	0.9446
HIGH	0.9426
0.618	0.9413
0.500	0.9410
0.382	0.9406
LOW	0.9393
0.618	0.9373
1.000	0.9360
1.618	0.9340
2.618	0.9307
4.250	0.9253

Fisher Pivots for day following 11-Dec-2013
Pivot	1 day	3 day
R1	0.9415	0.9407
PP	0.9412	0.9397
S1	0.9410	0.9388

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

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