CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	0.9616	0.9540	-0.0076	-0.8%	0.9706
High	0.9620	0.9544	-0.0076	-0.8%	0.9719
Low	0.9533	0.9490	-0.0043	-0.5%	0.9635
Close	0.9555	0.9495	-0.0060	-0.6%	0.9680
Range	0.0087	0.0054	-0.0033	-37.9%	0.0084
ATR	0.0063	0.0063	0.0000	0.3%	0.0000
Volume	79,217	77,449	-1,768	-2.2%	253,901

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9672	0.9637	0.9525
R3	0.9618	0.9583	0.9510
R2	0.9564	0.9564	0.9505
R1	0.9529	0.9529	0.9500	0.9520
PP	0.9510	0.9510	0.9510	0.9505
S1	0.9475	0.9475	0.9490	0.9466
S2	0.9456	0.9456	0.9485
S3	0.9402	0.9421	0.9480
S4	0.9348	0.9367	0.9465

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	0.9490	0.0218	2.3%	0.0058	0.6%	2%	False	True	62,019
10	0.9724	0.9490	0.0234	2.5%	0.0056	0.6%	2%	False	True	59,080
20	0.9749	0.9490	0.0259	2.7%	0.0060	0.6%	2%	False	True	61,716
40	0.9749	0.9409	0.0340	3.6%	0.0064	0.7%	25%	False	False	64,258
60	0.9846	0.9409	0.0437	4.6%	0.0070	0.7%	20%	False	False	58,127
80	0.9955	0.9409	0.0546	5.8%	0.0069	0.7%	16%	False	False	43,794
100	0.9955	0.9409	0.0546	5.8%	0.0065	0.7%	16%	False	False	35,068
120	0.9955	0.9409	0.0546	5.8%	0.0060	0.6%	16%	False	False	29,243

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9774
2.618	0.9685
1.618	0.9631
1.000	0.9598
0.618	0.9577
HIGH	0.9544
0.618	0.9523
0.500	0.9517
0.382	0.9511
LOW	0.9490
0.618	0.9457
1.000	0.9436
1.618	0.9403
2.618	0.9349
4.250	0.9261

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	0.9517	0.9577
PP	0.9510	0.9549
S1	0.9502	0.9522

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

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