CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	0.9663	0.9665	0.0002	0.0%	0.9616
High	0.9683	0.9704	0.0021	0.2%	0.9724
Low	0.9635	0.9640	0.0005	0.1%	0.9564
Close	0.9671	0.9701	0.0030	0.3%	0.9723
Range	0.0048	0.0064	0.0016	33.3%	0.0160
ATR	0.0064	0.0064	0.0000	0.0%	0.0000
Volume	43,498	66,855	23,357	53.7%	321,032

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9874	0.9851	0.9736
R3	0.9810	0.9787	0.9719
R2	0.9746	0.9746	0.9713
R1	0.9723	0.9723	0.9707	0.9735
PP	0.9682	0.9682	0.9682	0.9687
S1	0.9659	0.9659	0.9695	0.9671
S2	0.9618	0.9618	0.9689
S3	0.9554	0.9595	0.9683
S4	0.9490	0.9531	0.9666

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	0.9635	0.0089	0.9%	0.0054	0.6%	74%	False	False	56,141
10	0.9724	0.9564	0.0160	1.6%	0.0060	0.6%	86%	False	False	60,221
20	0.9749	0.9564	0.0185	1.9%	0.0059	0.6%	74%	False	False	61,025
40	0.9749	0.9409	0.0340	3.5%	0.0069	0.7%	86%	False	False	69,148
60	0.9846	0.9409	0.0437	4.5%	0.0073	0.7%	67%	False	False	53,084
80	0.9955	0.9409	0.0546	5.6%	0.0069	0.7%	53%	False	False	39,930
100	0.9955	0.9409	0.0546	5.6%	0.0064	0.7%	53%	False	False	31,972
120	0.9955	0.9409	0.0546	5.6%	0.0059	0.6%	53%	False	False	26,672

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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9976
2.618	0.9872
1.618	0.9808
1.000	0.9768
0.618	0.9744
HIGH	0.9704
0.618	0.9680
0.500	0.9672
0.382	0.9664
LOW	0.9640
0.618	0.9600
1.000	0.9576
1.618	0.9536
2.618	0.9472
4.250	0.9368

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	0.9691	0.9691
PP	0.9682	0.9680
S1	0.9672	0.9670

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

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