CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 05-Jul-2013

Day Change Summary
	Previous	Current
	03-Jul-2013	05-Jul-2013	Change	Change %	Previous Week
Open	0.9466	0.9496	0.0030	0.3%	0.9487
High	0.9504	0.9532	0.0028	0.3%	0.9532
Low	0.9448	0.9409	-0.0039	-0.4%	0.9409
Close	0.9490	0.9435	-0.0055	-0.6%	0.9435
Range	0.0056	0.0123	0.0067	119.6%	0.0123
ATR	0.0075	0.0079	0.0003	4.5%	0.0000
Volume	56,258	109,328	53,070	94.3%	283,673

Daily Pivots for day following 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

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	0.9547	0.9409	0.0138	1.5%	0.0078	0.8%	19%	False	True	74,212
10	0.9629	0.9409	0.0220	2.3%	0.0081	0.9%	12%	False	True	84,642
20	0.9846	0.9409	0.0437	4.6%	0.0078	0.8%	6%	False	True	67,027
40	0.9955	0.9409	0.0546	5.8%	0.0080	0.8%	5%	False	True	34,459
60	0.9955	0.9409	0.0546	5.8%	0.0069	0.7%	5%	False	True	23,033
80	0.9955	0.9409	0.0546	5.8%	0.0061	0.6%	5%	False	True	17,306
100	0.9955	0.9409	0.0546	5.8%	0.0056	0.6%	5%	False	True	13,872
120	1.0109	0.9409	0.0700	7.4%	0.0053	0.6%	4%	False	True	11,578

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.0055
2.618	0.9854
1.618	0.9731
1.000	0.9655
0.618	0.9608
HIGH	0.9532
0.618	0.9485
0.500	0.9471
0.382	0.9456
LOW	0.9409
0.618	0.9333
1.000	0.9286
1.618	0.9210
2.618	0.9087
4.250	0.8886

Fisher Pivots for day following 05-Jul-2013
Pivot	1 day	3 day
R1	0.9471	0.9471
PP	0.9459	0.9459
S1	0.9447	0.9447

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

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