CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 26-Jul-2013

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	0.9683	0.9711	0.0028	0.3%	0.9630
High	0.9739	0.9733	-0.0006	-0.1%	0.9739
Low	0.9678	0.9694	0.0016	0.2%	0.9630
Close	0.9710	0.9713	0.0003	0.0%	0.9713
Range	0.0061	0.0039	-0.0022	-36.1%	0.0109
ATR	0.0069	0.0067	-0.0002	-3.1%	0.0000
Volume	59,141	51,590	-7,551	-12.8%	300,166

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9830	0.9811	0.9734
R3	0.9791	0.9772	0.9724
R2	0.9752	0.9752	0.9720
R1	0.9733	0.9733	0.9717	0.9743
PP	0.9713	0.9713	0.9713	0.9718
S1	0.9694	0.9694	0.9709	0.9704
S2	0.9674	0.9674	0.9706
S3	0.9635	0.9655	0.9702
S4	0.9596	0.9616	0.9692

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0021	0.9976	0.9773
R3	0.9912	0.9867	0.9743
R2	0.9803	0.9803	0.9733
R1	0.9758	0.9758	0.9723	0.9781
PP	0.9694	0.9694	0.9694	0.9705
S1	0.9649	0.9649	0.9703	0.9672
S2	0.9585	0.9585	0.9693
S3	0.9476	0.9540	0.9683
S4	0.9367	0.9431	0.9653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9739	0.9630	0.0109	1.1%	0.0054	0.6%	76%	False	False	60,033
10	0.9739	0.9552	0.0187	1.9%	0.0058	0.6%	86%	False	False	59,071
20	0.9739	0.9409	0.0330	3.4%	0.0068	0.7%	92%	False	False	65,616
40	0.9846	0.9409	0.0437	4.5%	0.0075	0.8%	70%	False	False	57,575
60	0.9955	0.9409	0.0546	5.6%	0.0073	0.7%	56%	False	False	38,672
80	0.9955	0.9409	0.0546	5.6%	0.0067	0.7%	56%	False	False	29,050
100	0.9955	0.9409	0.0546	5.6%	0.0060	0.6%	56%	False	False	23,264
120	1.0000	0.9409	0.0591	6.1%	0.0056	0.6%	51%	False	False	19,405

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9899
2.618	0.9835
1.618	0.9796
1.000	0.9772
0.618	0.9757
HIGH	0.9733
0.618	0.9718
0.500	0.9714
0.382	0.9709
LOW	0.9694
0.618	0.9670
1.000	0.9655
1.618	0.9631
2.618	0.9592
4.250	0.9528

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	0.9714	0.9711
PP	0.9713	0.9708
S1	0.9713	0.9706

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

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