CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 23-Jul-2013

Day Change Summary
	Previous	Current
	22-Jul-2013	23-Jul-2013	Change	Change %	Previous Week
Open	0.9630	0.9659	0.0029	0.3%	0.9607
High	0.9675	0.9717	0.0042	0.4%	0.9644
Low	0.9630	0.9649	0.0019	0.2%	0.9552
Close	0.9657	0.9714	0.0057	0.6%	0.9631
Range	0.0045	0.0068	0.0023	51.1%	0.0092
ATR	0.0071	0.0071	0.0000	-0.3%	0.0000
Volume	50,685	68,019	17,334	34.2%	290,546

Daily Pivots for day following 23-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9897	0.9874	0.9751
R3	0.9829	0.9806	0.9733
R2	0.9761	0.9761	0.9726
R1	0.9738	0.9738	0.9720	0.9750
PP	0.9693	0.9693	0.9693	0.9699
S1	0.9670	0.9670	0.9708	0.9682
S2	0.9625	0.9625	0.9702
S3	0.9557	0.9602	0.9695
S4	0.9489	0.9534	0.9677

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	0.9717	0.9552	0.0165	1.7%	0.0060	0.6%	98%	True	False	58,576
10	0.9717	0.9471	0.0246	2.5%	0.0071	0.7%	99%	True	False	63,802
20	0.9717	0.9409	0.0308	3.2%	0.0071	0.7%	99%	True	False	68,960
40	0.9846	0.9409	0.0437	4.5%	0.0077	0.8%	70%	False	False	53,162
60	0.9955	0.9409	0.0546	5.6%	0.0073	0.7%	56%	False	False	35,664
80	0.9955	0.9409	0.0546	5.6%	0.0065	0.7%	56%	False	False	26,783
100	0.9955	0.9409	0.0546	5.6%	0.0060	0.6%	56%	False	False	21,456
120	1.0000	0.9409	0.0591	6.1%	0.0056	0.6%	52%	False	False	17,895

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0006
2.618	0.9895
1.618	0.9827
1.000	0.9785
0.618	0.9759
HIGH	0.9717
0.618	0.9691
0.500	0.9683
0.382	0.9675
LOW	0.9649
0.618	0.9607
1.000	0.9581
1.618	0.9539
2.618	0.9471
4.250	0.9360

Fisher Pivots for day following 23-Jul-2013
Pivot	1 day	3 day
R1	0.9704	0.9697
PP	0.9693	0.9679
S1	0.9683	0.9662

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

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