CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 11-Jul-2013

Day Change Summary
	Previous	Current
	10-Jul-2013	11-Jul-2013	Change	Change %	Previous Week
Open	0.9482	0.9564	0.0082	0.9%	0.9487
High	0.9556	0.9669	0.0113	1.2%	0.9532
Low	0.9471	0.9502	0.0031	0.3%	0.9409
Close	0.9502	0.9622	0.0120	1.3%	0.9435
Range	0.0085	0.0167	0.0082	96.5%	0.0123
ATR	0.0075	0.0081	0.0007	8.8%	0.0000
Volume	66,767	99,989	33,222	49.8%	283,673

Daily Pivots for day following 11-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0099	1.0027	0.9714
R3	0.9932	0.9860	0.9668
R2	0.9765	0.9765	0.9653
R1	0.9693	0.9693	0.9637	0.9729
PP	0.9598	0.9598	0.9598	0.9616
S1	0.9526	0.9526	0.9607	0.9562
S2	0.9431	0.9431	0.9591
S3	0.9264	0.9359	0.9576
S4	0.9097	0.9192	0.9530

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	0.9669	0.9409	0.0260	2.7%	0.0093	1.0%	82%	True	False	79,574
10	0.9669	0.9409	0.0260	2.7%	0.0080	0.8%	82%	True	False	73,486
20	0.9846	0.9409	0.0437	4.5%	0.0080	0.8%	49%	False	False	75,798
40	0.9846	0.9409	0.0437	4.5%	0.0081	0.8%	49%	False	False	41,600
60	0.9955	0.9409	0.0546	5.7%	0.0071	0.7%	39%	False	False	27,829
80	0.9955	0.9409	0.0546	5.7%	0.0063	0.7%	39%	False	False	20,903
100	0.9955	0.9409	0.0546	5.7%	0.0059	0.6%	39%	False	False	16,757
120	1.0047	0.9409	0.0638	6.6%	0.0055	0.6%	33%	False	False	13,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 178 trading days

Fibonacci Retracements and Extensions
4.250	1.0379
2.618	1.0106
1.618	0.9939
1.000	0.9836
0.618	0.9772
HIGH	0.9669
0.618	0.9605
0.500	0.9586
0.382	0.9566
LOW	0.9502
0.618	0.9399
1.000	0.9335
1.618	0.9232
2.618	0.9065
4.250	0.8792

Fisher Pivots for day following 11-Jul-2013
Pivot	1 day	3 day
R1	0.9610	0.9600
PP	0.9598	0.9577
S1	0.9586	0.9555

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

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