CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 08-Aug-2013

Day Change Summary
	Previous	Current
	07-Aug-2013	08-Aug-2013	Change	Change %	Previous Week
Open	0.9630	0.9587	-0.0043	-0.4%	0.9713
High	0.9636	0.9696	0.0060	0.6%	0.9749
Low	0.9564	0.9578	0.0014	0.1%	0.9603
Close	0.9585	0.9684	0.0099	1.0%	0.9616
Range	0.0072	0.0118	0.0046	63.9%	0.0146
ATR	0.0064	0.0068	0.0004	6.1%	0.0000
Volume	66,820	80,137	13,317	19.9%	351,489

Daily Pivots for day following 08-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0007	0.9963	0.9749
R3	0.9889	0.9845	0.9716
R2	0.9771	0.9771	0.9706
R1	0.9727	0.9727	0.9695	0.9749
PP	0.9653	0.9653	0.9653	0.9664
S1	0.9609	0.9609	0.9673	0.9631
S2	0.9535	0.9535	0.9662
S3	0.9417	0.9491	0.9652
S4	0.9299	0.9373	0.9619

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	0.9696	0.9564	0.0132	1.4%	0.0066	0.7%	91%	True	False	64,302
10	0.9749	0.9564	0.0185	1.9%	0.0063	0.7%	65%	False	False	64,352
20	0.9749	0.9552	0.0197	2.0%	0.0061	0.6%	67%	False	False	62,233
40	0.9846	0.9409	0.0437	4.5%	0.0070	0.7%	63%	False	False	69,016
60	0.9846	0.9409	0.0437	4.5%	0.0074	0.8%	63%	False	False	48,477
80	0.9955	0.9409	0.0546	5.6%	0.0068	0.7%	50%	False	False	36,430
100	0.9955	0.9409	0.0546	5.6%	0.0063	0.6%	50%	False	False	29,169
120	0.9955	0.9409	0.0546	5.6%	0.0059	0.6%	50%	False	False	24,336

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 20 trading days

Fibonacci Retracements and Extensions
4.250	1.0198
2.618	1.0005
1.618	0.9887
1.000	0.9814
0.618	0.9769
HIGH	0.9696
0.618	0.9651
0.500	0.9637
0.382	0.9623
LOW	0.9578
0.618	0.9505
1.000	0.9460
1.618	0.9387
2.618	0.9269
4.250	0.9077

Fisher Pivots for day following 08-Aug-2013
Pivot	1 day	3 day
R1	0.9668	0.9666
PP	0.9653	0.9648
S1	0.9637	0.9630

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

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