CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 09-Jul-2013

Day Change Summary
	Previous	Current
	08-Jul-2013	09-Jul-2013	Change	Change %	Previous Week
Open	0.9437	0.9453	0.0016	0.2%	0.9487
High	0.9465	0.9495	0.0030	0.3%	0.9532
Low	0.9431	0.9440	0.0009	0.1%	0.9409
Close	0.9456	0.9482	0.0026	0.3%	0.9435
Range	0.0034	0.0055	0.0021	61.8%	0.0123
ATR	0.0076	0.0074	-0.0001	-1.9%	0.0000
Volume	56,810	64,980	8,170	14.4%	283,673

Daily Pivots for day following 09-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9615	0.9512
R3	0.9582	0.9560	0.9497
R2	0.9527	0.9527	0.9492
R1	0.9505	0.9505	0.9487	0.9516
PP	0.9472	0.9472	0.9472	0.9478
S1	0.9450	0.9450	0.9477	0.9461
S2	0.9417	0.9417	0.9472
S3	0.9362	0.9395	0.9467
S4	0.9307	0.9340	0.9452

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%	0.0069	0.7%	59%	False	False	71,120
10	0.9574	0.9409	0.0165	1.7%	0.0070	0.7%	44%	False	False	74,118
20	0.9846	0.9409	0.0437	4.6%	0.0074	0.8%	17%	False	False	71,192
40	0.9883	0.9409	0.0474	5.0%	0.0078	0.8%	15%	False	False	37,472
60	0.9955	0.9409	0.0546	5.8%	0.0069	0.7%	13%	False	False	25,060
80	0.9955	0.9409	0.0546	5.8%	0.0061	0.6%	13%	False	False	18,822
100	0.9955	0.9409	0.0546	5.8%	0.0057	0.6%	13%	False	False	15,089
120	1.0094	0.9409	0.0685	7.2%	0.0053	0.6%	11%	False	False	12,593

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

Fibonacci Retracements and Extensions
4.250	0.9729
2.618	0.9639
1.618	0.9584
1.000	0.9550
0.618	0.9529
HIGH	0.9495
0.618	0.9474
0.500	0.9468
0.382	0.9461
LOW	0.9440
0.618	0.9406
1.000	0.9385
1.618	0.9351
2.618	0.9296
4.250	0.9206

Fisher Pivots for day following 09-Jul-2013
Pivot	1 day	3 day
R1	0.9477	0.9478
PP	0.9472	0.9474
S1	0.9468	0.9471

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

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