CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	0.9673	0.9706	0.0033	0.3%	0.9616
High	0.9724	0.9719	-0.0005	-0.1%	0.9724
Low	0.9650	0.9684	0.0034	0.4%	0.9564
Close	0.9723	0.9705	-0.0018	-0.2%	0.9723
Range	0.0074	0.0035	-0.0039	-52.7%	0.0160
ATR	0.0068	0.0066	-0.0002	-3.0%	0.0000
Volume	80,585	41,459	-39,126	-48.6%	321,032

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9808	0.9791	0.9724
R3	0.9773	0.9756	0.9715
R2	0.9738	0.9738	0.9711
R1	0.9721	0.9721	0.9708	0.9712
PP	0.9703	0.9703	0.9703	0.9698
S1	0.9686	0.9686	0.9702	0.9677
S2	0.9668	0.9668	0.9699
S3	0.9633	0.9651	0.9695
S4	0.9598	0.9616	0.9686

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0150	1.0097	0.9811
R3	0.9990	0.9937	0.9767
R2	0.9830	0.9830	0.9752
R1	0.9777	0.9777	0.9738	0.9804
PP	0.9670	0.9670	0.9670	0.9684
S1	0.9617	0.9617	0.9708	0.9644
S2	0.9510	0.9510	0.9694
S3	0.9350	0.9457	0.9679
S4	0.9190	0.9297	0.9635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9724	0.9564	0.0160	1.6%	0.0068	0.7%	88%	False	False	63,704
10	0.9749	0.9564	0.0185	1.9%	0.0067	0.7%	76%	False	False	67,102
20	0.9749	0.9552	0.0197	2.0%	0.0062	0.6%	78%	False	False	62,754
40	0.9831	0.9409	0.0422	4.3%	0.0070	0.7%	70%	False	False	69,341
60	0.9846	0.9409	0.0437	4.5%	0.0074	0.8%	68%	False	False	50,490
80	0.9955	0.9409	0.0546	5.6%	0.0068	0.7%	54%	False	False	37,950
100	0.9955	0.9409	0.0546	5.6%	0.0063	0.7%	54%	False	False	30,388
120	0.9955	0.9409	0.0546	5.6%	0.0059	0.6%	54%	False	False	25,352

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9868
2.618	0.9811
1.618	0.9776
1.000	0.9754
0.618	0.9741
HIGH	0.9719
0.618	0.9706
0.500	0.9702
0.382	0.9697
LOW	0.9684
0.618	0.9662
1.000	0.9649
1.618	0.9627
2.618	0.9592
4.250	0.9535

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	0.9704	0.9687
PP	0.9703	0.9669
S1	0.9702	0.9651

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

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