CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 06-Aug-2013

Day Change Summary
	Previous	Current
	05-Aug-2013	06-Aug-2013	Change	Change %	Previous Week
Open	0.9616	0.9642	0.0026	0.3%	0.9713
High	0.9644	0.9653	0.0009	0.1%	0.9749
Low	0.9602	0.9614	0.0012	0.1%	0.9603
Close	0.9635	0.9636	0.0001	0.0%	0.9616
Range	0.0042	0.0039	-0.0003	-7.1%	0.0146
ATR	0.0065	0.0063	-0.0002	-2.9%	0.0000
Volume	43,971	49,519	5,548	12.6%	351,489

Daily Pivots for day following 06-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9751	0.9733	0.9657
R3	0.9712	0.9694	0.9647
R2	0.9673	0.9673	0.9643
R1	0.9655	0.9655	0.9640	0.9645
PP	0.9634	0.9634	0.9634	0.9629
S1	0.9616	0.9616	0.9632	0.9606
S2	0.9595	0.9595	0.9629
S3	0.9556	0.9577	0.9625
S4	0.9517	0.9538	0.9615

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	0.9602	0.0147	1.5%	0.0064	0.7%	23%	False	False	68,029
10	0.9749	0.9602	0.0147	1.5%	0.0056	0.6%	23%	False	False	62,644
20	0.9749	0.9471	0.0278	2.9%	0.0064	0.7%	59%	False	False	63,223
40	0.9846	0.9409	0.0437	4.5%	0.0069	0.7%	52%	False	False	67,208
60	0.9883	0.9409	0.0474	4.9%	0.0073	0.8%	48%	False	False	46,056
80	0.9955	0.9409	0.0546	5.7%	0.0068	0.7%	42%	False	False	34,600
100	0.9955	0.9409	0.0546	5.7%	0.0062	0.6%	42%	False	False	27,702
120	0.9955	0.9409	0.0546	5.7%	0.0058	0.6%	42%	False	False	23,112

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9819
2.618	0.9755
1.618	0.9716
1.000	0.9692
0.618	0.9677
HIGH	0.9653
0.618	0.9638
0.500	0.9634
0.382	0.9629
LOW	0.9614
0.618	0.9590
1.000	0.9575
1.618	0.9551
2.618	0.9512
4.250	0.9448

Fisher Pivots for day following 06-Aug-2013
Pivot	1 day	3 day
R1	0.9635	0.9635
PP	0.9634	0.9633
S1	0.9634	0.9632

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

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