CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 08-Jul-2013

Day Change Summary
	Previous	Current
	05-Jul-2013	08-Jul-2013	Change	Change %	Previous Week
Open	0.9496	0.9437	-0.0059	-0.6%	0.9487
High	0.9532	0.9465	-0.0067	-0.7%	0.9532
Low	0.9409	0.9431	0.0022	0.2%	0.9409
Close	0.9435	0.9456	0.0021	0.2%	0.9435
Range	0.0123	0.0034	-0.0089	-72.4%	0.0123
ATR	0.0079	0.0076	-0.0003	-4.1%	0.0000
Volume	109,328	56,810	-52,518	-48.0%	283,673

Daily Pivots for day following 08-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9553	0.9538	0.9475
R3	0.9519	0.9504	0.9465
R2	0.9485	0.9485	0.9462
R1	0.9470	0.9470	0.9459	0.9478
PP	0.9451	0.9451	0.9451	0.9454
S1	0.9436	0.9436	0.9453	0.9444
S2	0.9417	0.9417	0.9450
S3	0.9383	0.9402	0.9447
S4	0.9349	0.9368	0.9437

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9828	0.9754	0.9503
R3	0.9705	0.9631	0.9469
R2	0.9582	0.9582	0.9458
R1	0.9508	0.9508	0.9446	0.9484
PP	0.9459	0.9459	0.9459	0.9446
S1	0.9385	0.9385	0.9424	0.9361
S2	0.9336	0.9336	0.9412
S3	0.9213	0.9262	0.9401
S4	0.9090	0.9139	0.9367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9532	0.9409	0.0123	1.3%	0.0066	0.7%	38%	False	False	68,096
10	0.9574	0.9409	0.0165	1.7%	0.0073	0.8%	28%	False	False	79,132
20	0.9846	0.9409	0.0437	4.6%	0.0074	0.8%	11%	False	False	69,099
40	0.9906	0.9409	0.0497	5.3%	0.0079	0.8%	9%	False	False	35,867
60	0.9955	0.9409	0.0546	5.8%	0.0068	0.7%	9%	False	False	23,979
80	0.9955	0.9409	0.0546	5.8%	0.0061	0.6%	9%	False	False	18,010
100	0.9955	0.9409	0.0546	5.8%	0.0056	0.6%	9%	False	False	14,440
120	1.0105	0.9409	0.0696	7.4%	0.0053	0.6%	7%	False	False	12,051

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.9610
2.618	0.9554
1.618	0.9520
1.000	0.9499
0.618	0.9486
HIGH	0.9465
0.618	0.9452
0.500	0.9448
0.382	0.9444
LOW	0.9431
0.618	0.9410
1.000	0.9397
1.618	0.9376
2.618	0.9342
4.250	0.9287

Fisher Pivots for day following 08-Jul-2013
Pivot	1 day	3 day
R1	0.9453	0.9471
PP	0.9451	0.9466
S1	0.9448	0.9461

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

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