CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 19-Dec-2013

Day Change Summary
	Previous	Current
	18-Dec-2013	19-Dec-2013	Change	Change %	Previous Week
Open	0.9408	0.9312	-0.0096	-1.0%	0.9371
High	0.9412	0.9364	-0.0048	-0.5%	0.9446
Low	0.9321	0.9300	-0.0021	-0.2%	0.9349
Close	0.9364	0.9358	-0.0006	-0.1%	0.9418
Range	0.0091	0.0064	-0.0027	-29.7%	0.0097
ATR	0.0052	0.0053	0.0001	1.7%	0.0000
Volume	78,980	52,535	-26,445	-33.5%	234,437

Daily Pivots for day following 19-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9533	0.9509	0.9393
R3	0.9469	0.9445	0.9376
R2	0.9405	0.9405	0.9370
R1	0.9381	0.9381	0.9364	0.9393
PP	0.9341	0.9341	0.9341	0.9347
S1	0.9317	0.9317	0.9352	0.9329
S2	0.9277	0.9277	0.9346
S3	0.9213	0.9253	0.9340
S4	0.9149	0.9189	0.9323

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	0.9437	0.9300	0.0137	1.5%	0.0058	0.6%	42%	False	True	58,844
10	0.9446	0.9300	0.0146	1.6%	0.0056	0.6%	40%	False	True	46,959
20	0.9540	0.9300	0.0240	2.6%	0.0054	0.6%	24%	False	True	24,861
40	0.9611	0.9300	0.0311	3.3%	0.0047	0.5%	19%	False	True	12,606
60	0.9700	0.9300	0.0400	4.3%	0.0045	0.5%	15%	False	True	8,471
80	0.9775	0.9300	0.0475	5.1%	0.0044	0.5%	12%	False	True	6,383
100	0.9775	0.9300	0.0475	5.1%	0.0041	0.4%	12%	False	True	5,121
120	0.9775	0.9300	0.0475	5.1%	0.0040	0.4%	12%	False	True	4,274

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9636
2.618	0.9532
1.618	0.9468
1.000	0.9428
0.618	0.9404
HIGH	0.9364
0.618	0.9340
0.500	0.9332
0.382	0.9324
LOW	0.9300
0.618	0.9260
1.000	0.9236
1.618	0.9196
2.618	0.9132
4.250	0.9028

Fisher Pivots for day following 19-Dec-2013
Pivot	1 day	3 day
R1	0.9349	0.9367
PP	0.9341	0.9364
S1	0.9332	0.9361

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

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