CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 19-Aug-2013

Day Change Summary
	Previous	Current
	16-Aug-2013	19-Aug-2013	Change	Change %	Previous Week
Open	0.9695	0.9673	-0.0022	-0.2%	0.9706
High	0.9708	0.9687	-0.0021	-0.2%	0.9719
Low	0.9645	0.9656	0.0011	0.1%	0.9635
Close	0.9680	0.9661	-0.0019	-0.2%	0.9680
Range	0.0063	0.0031	-0.0032	-50.8%	0.0084
ATR	0.0064	0.0061	-0.0002	-3.7%	0.0000
Volume	53,781	34,943	-18,838	-35.0%	253,901

Daily Pivots for day following 19-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9761	0.9742	0.9678
R3	0.9730	0.9711	0.9670
R2	0.9699	0.9699	0.9667
R1	0.9680	0.9680	0.9664	0.9674
PP	0.9668	0.9668	0.9668	0.9665
S1	0.9649	0.9649	0.9658	0.9643
S2	0.9637	0.9637	0.9655
S3	0.9606	0.9618	0.9652
S4	0.9575	0.9587	0.9644

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	0.9708	0.9635	0.0073	0.8%	0.0051	0.5%	36%	False	False	49,477
10	0.9724	0.9564	0.0160	1.7%	0.0059	0.6%	61%	False	False	56,590
20	0.9749	0.9564	0.0185	1.9%	0.0059	0.6%	52%	False	False	60,542
40	0.9749	0.9409	0.0340	3.5%	0.0065	0.7%	74%	False	False	65,929
60	0.9846	0.9409	0.0437	4.5%	0.0070	0.7%	58%	False	False	54,518
80	0.9955	0.9409	0.0546	5.7%	0.0069	0.7%	46%	False	False	41,036
100	0.9955	0.9409	0.0546	5.7%	0.0064	0.7%	46%	False	False	32,856
120	0.9955	0.9409	0.0546	5.7%	0.0060	0.6%	46%	False	False	27,404

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	0.0014
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9819
2.618	0.9768
1.618	0.9737
1.000	0.9718
0.618	0.9706
HIGH	0.9687
0.618	0.9675
0.500	0.9672
0.382	0.9668
LOW	0.9656
0.618	0.9637
1.000	0.9625
1.618	0.9606
2.618	0.9575
4.250	0.9524

Fisher Pivots for day following 19-Aug-2013
Pivot	1 day	3 day
R1	0.9672	0.9674
PP	0.9668	0.9670
S1	0.9665	0.9665

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

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