CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	0.9718	0.9654	-0.0064	-0.7%	0.9713
High	0.9745	0.9662	-0.0083	-0.9%	0.9749
Low	0.9650	0.9603	-0.0047	-0.5%	0.9603
Close	0.9655	0.9616	-0.0039	-0.4%	0.9616
Range	0.0095	0.0059	-0.0036	-37.9%	0.0146
ATR	0.0067	0.0067	-0.0001	-0.9%	0.0000
Volume	69,228	81,067	11,839	17.1%	351,489

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9804	0.9769	0.9648
R3	0.9745	0.9710	0.9632
R2	0.9686	0.9686	0.9627
R1	0.9651	0.9651	0.9621	0.9639
PP	0.9627	0.9627	0.9627	0.9621
S1	0.9592	0.9592	0.9611	0.9580
S2	0.9568	0.9568	0.9605
S3	0.9509	0.9533	0.9600
S4	0.9450	0.9474	0.9584

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0094	1.0001	0.9696
R3	0.9948	0.9855	0.9656
R2	0.9802	0.9802	0.9643
R1	0.9709	0.9709	0.9629	0.9683
PP	0.9656	0.9656	0.9656	0.9643
S1	0.9563	0.9563	0.9603	0.9537
S2	0.9510	0.9510	0.9589
S3	0.9364	0.9417	0.9576
S4	0.9218	0.9271	0.9536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9749	0.9603	0.0146	1.5%	0.0064	0.7%	9%	False	True	70,297
10	0.9749	0.9603	0.0146	1.5%	0.0059	0.6%	9%	False	True	65,165
20	0.9749	0.9431	0.0318	3.3%	0.0064	0.7%	58%	False	False	64,638
40	0.9846	0.9409	0.0437	4.5%	0.0071	0.7%	47%	False	False	65,833
60	0.9955	0.9409	0.0546	5.7%	0.0075	0.8%	38%	False	False	44,519
80	0.9955	0.9409	0.0546	5.7%	0.0068	0.7%	38%	False	False	33,434
100	0.9955	0.9409	0.0546	5.7%	0.0062	0.6%	38%	False	False	26,772
120	0.9955	0.9409	0.0546	5.7%	0.0058	0.6%	38%	False	False	22,333

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9913
2.618	0.9816
1.618	0.9757
1.000	0.9721
0.618	0.9698
HIGH	0.9662
0.618	0.9639
0.500	0.9633
0.382	0.9626
LOW	0.9603
0.618	0.9567
1.000	0.9544
1.618	0.9508
2.618	0.9449
4.250	0.9352

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	0.9633	0.9676
PP	0.9627	0.9656
S1	0.9622	0.9636

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

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