CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 16-Aug-2013

Day Change Summary
	Previous	Current
	15-Aug-2013	16-Aug-2013	Change	Change %	Previous Week
Open	0.9665	0.9695	0.0030	0.3%	0.9706
High	0.9704	0.9708	0.0004	0.0%	0.9719
Low	0.9640	0.9645	0.0005	0.1%	0.9635
Close	0.9701	0.9680	-0.0021	-0.2%	0.9680
Range	0.0064	0.0063	-0.0001	-1.6%	0.0084
ATR	0.0064	0.0064	0.0000	-0.1%	0.0000
Volume	66,855	53,781	-13,074	-19.6%	253,901

Daily Pivots for day following 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9867	0.9836	0.9715
R3	0.9804	0.9773	0.9697
R2	0.9741	0.9741	0.9692
R1	0.9710	0.9710	0.9686	0.9694
PP	0.9678	0.9678	0.9678	0.9670
S1	0.9647	0.9647	0.9674	0.9631
S2	0.9615	0.9615	0.9668
S3	0.9552	0.9584	0.9663
S4	0.9489	0.9521	0.9645

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9930	0.9889	0.9726
R3	0.9846	0.9805	0.9703
R2	0.9762	0.9762	0.9695
R1	0.9721	0.9721	0.9688	0.9700
PP	0.9678	0.9678	0.9678	0.9667
S1	0.9637	0.9637	0.9672	0.9616
S2	0.9594	0.9594	0.9665
S3	0.9510	0.9553	0.9657
S4	0.9426	0.9469	0.9634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9719	0.9635	0.0084	0.9%	0.0052	0.5%	54%	False	False	50,780
10	0.9724	0.9564	0.0160	1.7%	0.0060	0.6%	73%	False	False	57,493
20	0.9749	0.9564	0.0185	1.9%	0.0060	0.6%	63%	False	False	61,329
40	0.9749	0.9409	0.0340	3.5%	0.0068	0.7%	80%	False	False	67,853
60	0.9846	0.9409	0.0437	4.5%	0.0072	0.7%	62%	False	False	53,964
80	0.9955	0.9409	0.0546	5.6%	0.0069	0.7%	50%	False	False	40,600
100	0.9955	0.9409	0.0546	5.6%	0.0064	0.7%	50%	False	False	32,508
120	0.9955	0.9409	0.0546	5.6%	0.0060	0.6%	50%	False	False	27,116

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9976
2.618	0.9873
1.618	0.9810
1.000	0.9771
0.618	0.9747
HIGH	0.9708
0.618	0.9684
0.500	0.9677
0.382	0.9669
LOW	0.9645
0.618	0.9606
1.000	0.9582
1.618	0.9543
2.618	0.9480
4.250	0.9377

Fisher Pivots for day following 16-Aug-2013
Pivot	1 day	3 day
R1	0.9679	0.9677
PP	0.9678	0.9674
S1	0.9677	0.9672

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

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