CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 19-Jul-2013

Day Change Summary
	Previous	Current
	18-Jul-2013	19-Jul-2013	Change	Change %	Previous Week
Open	0.9597	0.9623	0.0026	0.3%	0.9607
High	0.9624	0.9644	0.0020	0.2%	0.9644
Low	0.9565	0.9607	0.0042	0.4%	0.9552
Close	0.9617	0.9631	0.0014	0.1%	0.9631
Range	0.0059	0.0037	-0.0022	-37.3%	0.0092
ATR	0.0076	0.0073	-0.0003	-3.7%	0.0000
Volume	48,447	47,694	-753	-1.6%	290,546

Daily Pivots for day following 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9738	0.9722	0.9651
R3	0.9701	0.9685	0.9641
R2	0.9664	0.9664	0.9638
R1	0.9648	0.9648	0.9634	0.9656
PP	0.9627	0.9627	0.9627	0.9632
S1	0.9611	0.9611	0.9628	0.9619
S2	0.9590	0.9590	0.9624
S3	0.9553	0.9574	0.9621
S4	0.9516	0.9537	0.9611

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9885	0.9850	0.9682
R3	0.9793	0.9758	0.9656
R2	0.9701	0.9701	0.9648
R1	0.9666	0.9666	0.9639	0.9684
PP	0.9609	0.9609	0.9609	0.9618
S1	0.9574	0.9574	0.9623	0.9592
S2	0.9517	0.9517	0.9614
S3	0.9425	0.9482	0.9606
S4	0.9333	0.9390	0.9580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9644	0.9552	0.0092	1.0%	0.0061	0.6%	86%	True	False	58,109
10	0.9669	0.9431	0.0238	2.5%	0.0069	0.7%	84%	False	False	64,111
20	0.9669	0.9409	0.0260	2.7%	0.0075	0.8%	85%	False	False	74,376
40	0.9846	0.9409	0.0437	4.5%	0.0077	0.8%	51%	False	False	50,282
60	0.9955	0.9409	0.0546	5.7%	0.0073	0.8%	41%	False	False	33,691
80	0.9955	0.9409	0.0546	5.7%	0.0065	0.7%	41%	False	False	25,303
100	0.9955	0.9409	0.0546	5.7%	0.0060	0.6%	41%	False	False	20,273
120	1.0000	0.9409	0.0591	6.1%	0.0056	0.6%	38%	False	False	16,910

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0019
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9801
2.618	0.9741
1.618	0.9704
1.000	0.9681
0.618	0.9667
HIGH	0.9644
0.618	0.9630
0.500	0.9626
0.382	0.9621
LOW	0.9607
0.618	0.9584
1.000	0.9570
1.618	0.9547
2.618	0.9510
4.250	0.9450

Fisher Pivots for day following 19-Jul-2013
Pivot	1 day	3 day
R1	0.9629	0.9620
PP	0.9627	0.9609
S1	0.9626	0.9598

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

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