CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 12-Jul-2013

Day Change Summary
	Previous	Current
	11-Jul-2013	12-Jul-2013	Change	Change %	Previous Week
Open	0.9564	0.9626	0.0062	0.6%	0.9437
High	0.9669	0.9637	-0.0032	-0.3%	0.9669
Low	0.9502	0.9595	0.0093	1.0%	0.9431
Close	0.9622	0.9606	-0.0016	-0.2%	0.9606
Range	0.0167	0.0042	-0.0125	-74.9%	0.0238
ATR	0.0081	0.0079	-0.0003	-3.5%	0.0000
Volume	99,989	62,019	-37,970	-38.0%	350,565

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9739	0.9714	0.9629
R3	0.9697	0.9672	0.9618
R2	0.9655	0.9655	0.9614
R1	0.9630	0.9630	0.9610	0.9622
PP	0.9613	0.9613	0.9613	0.9608
S1	0.9588	0.9588	0.9602	0.9580
S2	0.9571	0.9571	0.9598
S3	0.9529	0.9546	0.9594
S4	0.9487	0.9504	0.9583

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0283	1.0182	0.9737
R3	1.0045	0.9944	0.9671
R2	0.9807	0.9807	0.9650
R1	0.9706	0.9706	0.9628	0.9757
PP	0.9569	0.9569	0.9569	0.9594
S1	0.9468	0.9468	0.9584	0.9519
S2	0.9331	0.9331	0.9562
S3	0.9093	0.9230	0.9541
S4	0.8855	0.8992	0.9475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9669	0.9431	0.0238	2.5%	0.0077	0.8%	74%	False	False	70,113
10	0.9669	0.9409	0.0260	2.7%	0.0077	0.8%	76%	False	False	72,162
20	0.9846	0.9409	0.0437	4.5%	0.0079	0.8%	45%	False	False	76,485
40	0.9846	0.9409	0.0437	4.5%	0.0081	0.8%	45%	False	False	43,134
60	0.9955	0.9409	0.0546	5.7%	0.0070	0.7%	36%	False	False	28,860
80	0.9955	0.9409	0.0546	5.7%	0.0063	0.7%	36%	False	False	21,678
100	0.9955	0.9409	0.0546	5.7%	0.0059	0.6%	36%	False	False	17,377
120	1.0032	0.9409	0.0623	6.5%	0.0055	0.6%	32%	False	False	14,499

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

Fibonacci Retracements and Extensions
4.250	0.9816
2.618	0.9747
1.618	0.9705
1.000	0.9679
0.618	0.9663
HIGH	0.9637
0.618	0.9621
0.500	0.9616
0.382	0.9611
LOW	0.9595
0.618	0.9569
1.000	0.9553
1.618	0.9527
2.618	0.9485
4.250	0.9417

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	0.9616	0.9594
PP	0.9613	0.9582
S1	0.9609	0.9570

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

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