CME Canadian Dollar Future September 2013

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

Day Change Summary
	Previous	Current
	17-Jul-2013	18-Jul-2013	Change	Change %	Previous Week
Open	0.9621	0.9597	-0.0024	-0.2%	0.9437
High	0.9642	0.9624	-0.0018	-0.2%	0.9669
Low	0.9552	0.9565	0.0013	0.1%	0.9431
Close	0.9586	0.9617	0.0031	0.3%	0.9606
Range	0.0090	0.0059	-0.0031	-34.4%	0.0238
ATR	0.0077	0.0076	-0.0001	-1.7%	0.0000
Volume	78,035	48,447	-29,588	-37.9%	350,565

Daily Pivots for day following 18-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9779	0.9757	0.9649
R3	0.9720	0.9698	0.9633
R2	0.9661	0.9661	0.9628
R1	0.9639	0.9639	0.9622	0.9650
PP	0.9602	0.9602	0.9602	0.9608
S1	0.9580	0.9580	0.9612	0.9591
S2	0.9543	0.9543	0.9606
S3	0.9484	0.9521	0.9601
S4	0.9425	0.9462	0.9585

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0283	1.0182	0.9737
R3	1.0045	0.9944	0.9671
R2	0.9807	0.9807	0.9650
R1	0.9706	0.9706	0.9628	0.9757
PP	0.9569	0.9569	0.9569	0.9594
S1	0.9468	0.9468	0.9584	0.9519
S2	0.9331	0.9331	0.9562
S3	0.9093	0.9230	0.9541
S4	0.8855	0.8992	0.9475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9642	0.9552	0.0090	0.9%	0.0062	0.6%	72%	False	False	60,974
10	0.9669	0.9409	0.0260	2.7%	0.0078	0.8%	80%	False	False	70,274
20	0.9719	0.9409	0.0310	3.2%	0.0079	0.8%	67%	False	False	77,272
40	0.9846	0.9409	0.0437	4.5%	0.0080	0.8%	48%	False	False	49,114
60	0.9955	0.9409	0.0546	5.7%	0.0072	0.8%	38%	False	False	32,898
80	0.9955	0.9409	0.0546	5.7%	0.0065	0.7%	38%	False	False	24,709
100	0.9955	0.9409	0.0546	5.7%	0.0060	0.6%	38%	False	False	19,801
120	1.0000	0.9409	0.0591	6.1%	0.0055	0.6%	35%	False	False	16,519

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9875
2.618	0.9778
1.618	0.9719
1.000	0.9683
0.618	0.9660
HIGH	0.9624
0.618	0.9601
0.500	0.9595
0.382	0.9588
LOW	0.9565
0.618	0.9529
1.000	0.9506
1.618	0.9470
2.618	0.9411
4.250	0.9314

Fisher Pivots for day following 18-Jul-2013
Pivot	1 day	3 day
R1	0.9610	0.9610
PP	0.9602	0.9604
S1	0.9595	0.9597

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

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