CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	0.9420	0.9371	-0.0049	-0.5%	0.9371
High	0.9446	0.9430	-0.0016	-0.2%	0.9446
Low	0.9361	0.9351	-0.0010	-0.1%	0.9349
Close	0.9376	0.9418	0.0042	0.4%	0.9418
Range	0.0085	0.0079	-0.0006	-7.1%	0.0097
ATR	0.0050	0.0052	0.0002	4.2%	0.0000
Volume	75,624	74,589	-1,035	-1.4%	234,437

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9606	0.9461
R3	0.9558	0.9527	0.9440
R2	0.9479	0.9479	0.9432
R1	0.9448	0.9448	0.9425	0.9464
PP	0.9400	0.9400	0.9400	0.9407
S1	0.9369	0.9369	0.9411	0.9385
S2	0.9321	0.9321	0.9404
S3	0.9242	0.9290	0.9396
S4	0.9163	0.9211	0.9375

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9695	0.9654	0.9471
R3	0.9598	0.9557	0.9445
R2	0.9501	0.9501	0.9436
R1	0.9460	0.9460	0.9427	0.9481
PP	0.9404	0.9404	0.9404	0.9415
S1	0.9363	0.9363	0.9409	0.9384
S2	0.9307	0.9307	0.9400
S3	0.9210	0.9266	0.9391
S4	0.9113	0.9169	0.9365

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9446	0.9349	0.0097	1.0%	0.0055	0.6%	71%	False	False	46,887
10	0.9446	0.9316	0.0130	1.4%	0.0054	0.6%	78%	False	False	27,003
20	0.9573	0.9316	0.0257	2.7%	0.0052	0.5%	40%	False	False	13,969
40	0.9700	0.9316	0.0384	4.1%	0.0046	0.5%	27%	False	False	7,132
60	0.9700	0.9316	0.0384	4.1%	0.0043	0.5%	27%	False	False	4,817
80	0.9775	0.9316	0.0459	4.9%	0.0043	0.5%	22%	False	False	3,642
100	0.9775	0.9316	0.0459	4.9%	0.0040	0.4%	22%	False	False	2,925
120	0.9775	0.9316	0.0459	4.9%	0.0039	0.4%	22%	False	False	2,447

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9766
2.618	0.9637
1.618	0.9558
1.000	0.9509
0.618	0.9479
HIGH	0.9430
0.618	0.9400
0.500	0.9391
0.382	0.9381
LOW	0.9351
0.618	0.9302
1.000	0.9272
1.618	0.9223
2.618	0.9144
4.250	0.9015

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	0.9409	0.9412
PP	0.9400	0.9405
S1	0.9391	0.9399

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

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