CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 10-Jul-2013

Day Change Summary
	Previous	Current
	09-Jul-2013	10-Jul-2013	Change	Change %	Previous Week
Open	0.9453	0.9482	0.0029	0.3%	0.9487
High	0.9495	0.9556	0.0061	0.6%	0.9532
Low	0.9440	0.9471	0.0031	0.3%	0.9409
Close	0.9482	0.9502	0.0020	0.2%	0.9435
Range	0.0055	0.0085	0.0030	54.5%	0.0123
ATR	0.0074	0.0075	0.0001	1.0%	0.0000
Volume	64,980	66,767	1,787	2.8%	283,673

Daily Pivots for day following 10-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9765	0.9718	0.9549
R3	0.9680	0.9633	0.9525
R2	0.9595	0.9595	0.9518
R1	0.9548	0.9548	0.9510	0.9572
PP	0.9510	0.9510	0.9510	0.9521
S1	0.9463	0.9463	0.9494	0.9487
S2	0.9425	0.9425	0.9486
S3	0.9340	0.9378	0.9479
S4	0.9255	0.9293	0.9455

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	0.9556	0.9409	0.0147	1.5%	0.0071	0.7%	63%	True	False	70,828
10	0.9574	0.9409	0.0165	1.7%	0.0070	0.7%	56%	False	False	71,707
20	0.9846	0.9409	0.0437	4.6%	0.0075	0.8%	21%	False	False	73,020
40	0.9881	0.9409	0.0472	5.0%	0.0079	0.8%	20%	False	False	39,129
60	0.9955	0.9409	0.0546	5.7%	0.0068	0.7%	17%	False	False	26,171
80	0.9955	0.9409	0.0546	5.7%	0.0062	0.7%	17%	False	False	19,656
100	0.9955	0.9409	0.0546	5.7%	0.0057	0.6%	17%	False	False	15,757
120	1.0094	0.9409	0.0685	7.2%	0.0054	0.6%	14%	False	False	13,149

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9917
2.618	0.9779
1.618	0.9694
1.000	0.9641
0.618	0.9609
HIGH	0.9556
0.618	0.9524
0.500	0.9514
0.382	0.9503
LOW	0.9471
0.618	0.9418
1.000	0.9386
1.618	0.9333
2.618	0.9248
4.250	0.9110

Fisher Pivots for day following 10-Jul-2013
Pivot	1 day	3 day
R1	0.9514	0.9499
PP	0.9510	0.9496
S1	0.9506	0.9494

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

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