CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 07-Aug-2013

Day Change Summary
	Previous	Current
	06-Aug-2013	07-Aug-2013	Change	Change %	Previous Week
Open	0.9642	0.9630	-0.0012	-0.1%	0.9713
High	0.9653	0.9636	-0.0017	-0.2%	0.9749
Low	0.9614	0.9564	-0.0050	-0.5%	0.9603
Close	0.9636	0.9585	-0.0051	-0.5%	0.9616
Range	0.0039	0.0072	0.0033	84.6%	0.0146
ATR	0.0063	0.0064	0.0001	1.0%	0.0000
Volume	49,519	66,820	17,301	34.9%	351,489

Daily Pivots for day following 07-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9811	0.9770	0.9625
R3	0.9739	0.9698	0.9605
R2	0.9667	0.9667	0.9598
R1	0.9626	0.9626	0.9592	0.9611
PP	0.9595	0.9595	0.9595	0.9587
S1	0.9554	0.9554	0.9578	0.9539
S2	0.9523	0.9523	0.9572
S3	0.9451	0.9482	0.9565
S4	0.9379	0.9410	0.9545

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	0.9745	0.9564	0.0181	1.9%	0.0061	0.6%	12%	False	True	62,121
10	0.9749	0.9564	0.0185	1.9%	0.0057	0.6%	11%	False	True	62,253
20	0.9749	0.9502	0.0247	2.6%	0.0063	0.7%	34%	False	False	63,225
40	0.9846	0.9409	0.0437	4.6%	0.0069	0.7%	40%	False	False	68,123
60	0.9881	0.9409	0.0472	4.9%	0.0074	0.8%	37%	False	False	47,161
80	0.9955	0.9409	0.0546	5.7%	0.0067	0.7%	32%	False	False	35,435
100	0.9955	0.9409	0.0546	5.7%	0.0062	0.6%	32%	False	False	28,370
120	0.9955	0.9409	0.0546	5.7%	0.0058	0.6%	32%	False	False	23,668

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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9942
2.618	0.9824
1.618	0.9752
1.000	0.9708
0.618	0.9680
HIGH	0.9636
0.618	0.9608
0.500	0.9600
0.382	0.9592
LOW	0.9564
0.618	0.9520
1.000	0.9492
1.618	0.9448
2.618	0.9376
4.250	0.9258

Fisher Pivots for day following 07-Aug-2013
Pivot	1 day	3 day
R1	0.9600	0.9609
PP	0.9595	0.9601
S1	0.9590	0.9593

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

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