CME Canadian Dollar Future March 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Dec-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Dec-2013 | 16-Dec-2013 | Change | Change % | Previous Week |  
                        | Open | 0.9371 | 0.9419 | 0.0048 | 0.5% | 0.9371 |  
                        | High | 0.9430 | 0.9437 | 0.0007 | 0.1% | 0.9446 |  
                        | Low | 0.9351 | 0.9416 | 0.0065 | 0.7% | 0.9349 |  
                        | Close | 0.9418 | 0.9425 | 0.0007 | 0.1% | 0.9418 |  
                        | Range | 0.0079 | 0.0021 | -0.0058 | -73.4% | 0.0097 |  
                        | ATR | 0.0052 | 0.0050 | -0.0002 | -4.2% | 0.0000 |  
                        | Volume | 74,589 | 42,503 | -32,086 | -43.0% | 234,437 |  | 
    
| 
        
            | Daily Pivots for day following 16-Dec-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9489 | 0.9478 | 0.9437 |  |  
                | R3 | 0.9468 | 0.9457 | 0.9431 |  |  
                | R2 | 0.9447 | 0.9447 | 0.9429 |  |  
                | R1 | 0.9436 | 0.9436 | 0.9427 | 0.9442 |  
                | PP | 0.9426 | 0.9426 | 0.9426 | 0.9429 |  
                | S1 | 0.9415 | 0.9415 | 0.9423 | 0.9421 |  
                | S2 | 0.9405 | 0.9405 | 0.9421 |  |  
                | S3 | 0.9384 | 0.9394 | 0.9419 |  |  
                | S4 | 0.9363 | 0.9373 | 0.9413 |  |  | 
        
            | 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 | 0.9351 | 0.0095 | 1.0% | 0.0052 | 0.5% | 78% | False | False | 51,654 |  
                | 10 | 0.9446 | 0.9316 | 0.0130 | 1.4% | 0.0053 | 0.6% | 84% | False | False | 31,156 |  
                | 20 | 0.9573 | 0.9316 | 0.0257 | 2.7% | 0.0051 | 0.5% | 42% | False | False | 16,064 |  
                | 40 | 0.9700 | 0.9316 | 0.0384 | 4.1% | 0.0046 | 0.5% | 28% | False | False | 8,187 |  
                | 60 | 0.9700 | 0.9316 | 0.0384 | 4.1% | 0.0043 | 0.5% | 28% | False | False | 5,521 |  
                | 80 | 0.9775 | 0.9316 | 0.0459 | 4.9% | 0.0043 | 0.5% | 24% | False | False | 4,172 |  
                | 100 | 0.9775 | 0.9316 | 0.0459 | 4.9% | 0.0040 | 0.4% | 24% | False | False | 3,350 |  
                | 120 | 0.9775 | 0.9316 | 0.0459 | 4.9% | 0.0039 | 0.4% | 24% | False | False | 2,801 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9526 |  
            | 2.618 | 0.9492 |  
            | 1.618 | 0.9471 |  
            | 1.000 | 0.9458 |  
            | 0.618 | 0.9450 |  
            | HIGH | 0.9437 |  
            | 0.618 | 0.9429 |  
            | 0.500 | 0.9427 |  
            | 0.382 | 0.9424 |  
            | LOW | 0.9416 |  
            | 0.618 | 0.9403 |  
            | 1.000 | 0.9395 |  
            | 1.618 | 0.9382 |  
            | 2.618 | 0.9361 |  
            | 4.250 | 0.9327 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Dec-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.9427 | 0.9416 |  
                                | PP | 0.9426 | 0.9407 |  
                                | S1 | 0.9426 | 0.9399 |  |