CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 18-Dec-2013

Day Change Summary
	Previous	Current
	17-Dec-2013	18-Dec-2013	Change	Change %	Previous Week
Open	0.9418	0.9408	-0.0010	-0.1%	0.9371
High	0.9434	0.9412	-0.0022	-0.2%	0.9446
Low	0.9397	0.9321	-0.0076	-0.8%	0.9349
Close	0.9400	0.9364	-0.0036	-0.4%	0.9418
Range	0.0037	0.0091	0.0054	145.9%	0.0097
ATR	0.0049	0.0052	0.0003	6.2%	0.0000
Volume	45,615	78,980	33,365	73.1%	234,437

Daily Pivots for day following 18-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9639	0.9592	0.9414
R3	0.9548	0.9501	0.9389
R2	0.9457	0.9457	0.9381
R1	0.9410	0.9410	0.9372	0.9388
PP	0.9366	0.9366	0.9366	0.9355
S1	0.9319	0.9319	0.9356	0.9297
S2	0.9275	0.9275	0.9347
S3	0.9184	0.9228	0.9339
S4	0.9093	0.9137	0.9314

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	0.9321	0.0125	1.3%	0.0063	0.7%	34%	False	True	63,462
10	0.9446	0.9316	0.0130	1.4%	0.0056	0.6%	37%	False	False	42,567
20	0.9560	0.9316	0.0244	2.6%	0.0053	0.6%	20%	False	False	22,254
40	0.9689	0.9316	0.0373	4.0%	0.0048	0.5%	13%	False	False	11,295
60	0.9700	0.9316	0.0384	4.1%	0.0044	0.5%	13%	False	False	7,596
80	0.9775	0.9316	0.0459	4.9%	0.0043	0.5%	10%	False	False	5,727
100	0.9775	0.9316	0.0459	4.9%	0.0041	0.4%	10%	False	False	4,596
120	0.9775	0.9316	0.0459	4.9%	0.0039	0.4%	10%	False	False	3,838

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	0.9799
2.618	0.9650
1.618	0.9559
1.000	0.9503
0.618	0.9468
HIGH	0.9412
0.618	0.9377
0.500	0.9367
0.382	0.9356
LOW	0.9321
0.618	0.9265
1.000	0.9230
1.618	0.9174
2.618	0.9083
4.250	0.8934

Fisher Pivots for day following 18-Dec-2013
Pivot	1 day	3 day
R1	0.9367	0.9379
PP	0.9366	0.9374
S1	0.9365	0.9369

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

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