CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	0.9683	0.9702	0.0019	0.2%	0.9607
High	0.9687	0.9725	0.0038	0.4%	0.9702
Low	0.9656	0.9673	0.0017	0.2%	0.9597
Close	0.9673	0.9689	0.0016	0.2%	0.9673
Range	0.0031	0.0052	0.0021	67.7%	0.0105
ATR	0.0055	0.0055	0.0000	-0.4%	0.0000
Volume	18,110	5,175	-12,935	-71.4%	271,513

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9852	0.9822	0.9718
R3	0.9800	0.9770	0.9703
R2	0.9748	0.9748	0.9699
R1	0.9718	0.9718	0.9694	0.9707
PP	0.9696	0.9696	0.9696	0.9690
S1	0.9666	0.9666	0.9684	0.9655
S2	0.9644	0.9644	0.9679
S3	0.9592	0.9614	0.9675
S4	0.9540	0.9562	0.9660

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9972	0.9928	0.9731
R3	0.9867	0.9823	0.9702
R2	0.9762	0.9762	0.9692
R1	0.9718	0.9718	0.9683	0.9740
PP	0.9657	0.9657	0.9657	0.9669
S1	0.9613	0.9613	0.9663	0.9635
S2	0.9552	0.9552	0.9654
S3	0.9447	0.9508	0.9644
S4	0.9342	0.9403	0.9615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9725	0.9631	0.0094	1.0%	0.0042	0.4%	62%	True	False	44,791
10	0.9725	0.9461	0.0264	2.7%	0.0053	0.5%	86%	True	False	52,634
20	0.9725	0.9455	0.0270	2.8%	0.0053	0.5%	87%	True	False	55,122
40	0.9749	0.9455	0.0294	3.0%	0.0056	0.6%	80%	False	False	58,226
60	0.9749	0.9409	0.0340	3.5%	0.0063	0.6%	82%	False	False	63,609
80	0.9846	0.9409	0.0437	4.5%	0.0067	0.7%	64%	False	False	54,254
100	0.9955	0.9409	0.0546	5.6%	0.0066	0.7%	51%	False	False	43,505
120	0.9955	0.9409	0.0546	5.6%	0.0062	0.6%	51%	False	False	36,277

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9946
2.618	0.9861
1.618	0.9809
1.000	0.9777
0.618	0.9757
HIGH	0.9725
0.618	0.9705
0.500	0.9699
0.382	0.9693
LOW	0.9673
0.618	0.9641
1.000	0.9621
1.618	0.9589
2.618	0.9537
4.250	0.9452

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	0.9699	0.9691
PP	0.9696	0.9690
S1	0.9692	0.9690

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

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