CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	0.9502	0.9508	0.0006	0.1%	0.9673
High	0.9522	0.9521	-0.0001	0.0%	0.9687
Low	0.9455	0.9488	0.0033	0.3%	0.9455
Close	0.9508	0.9516	0.0008	0.1%	0.9508
Range	0.0067	0.0033	-0.0034	-50.7%	0.0232
ATR	0.0063	0.0061	-0.0002	-3.4%	0.0000
Volume	75,506	38,373	-37,133	-49.2%	331,823

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9607	0.9595	0.9534
R3	0.9574	0.9562	0.9525
R2	0.9541	0.9541	0.9522
R1	0.9529	0.9529	0.9519	0.9535
PP	0.9508	0.9508	0.9508	0.9512
S1	0.9496	0.9496	0.9513	0.9502
S2	0.9475	0.9475	0.9510
S3	0.9442	0.9463	0.9507
S4	0.9409	0.9430	0.9498

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0246	1.0109	0.9636
R3	1.0014	0.9877	0.9572
R2	0.9782	0.9782	0.9551
R1	0.9645	0.9645	0.9529	0.9598
PP	0.9550	0.9550	0.9550	0.9526
S1	0.9413	0.9413	0.9487	0.9366
S2	0.9318	0.9318	0.9465
S3	0.9086	0.9181	0.9444
S4	0.8854	0.8949	0.9380

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9663	0.9455	0.0208	2.2%	0.0059	0.6%	29%	False	False	67,050
10	0.9708	0.9455	0.0253	2.7%	0.0055	0.6%	24%	False	False	58,263
20	0.9749	0.9455	0.0294	3.1%	0.0061	0.6%	21%	False	False	62,682
40	0.9749	0.9409	0.0340	3.6%	0.0063	0.7%	31%	False	False	63,039
60	0.9846	0.9409	0.0437	4.6%	0.0069	0.7%	24%	False	False	59,960
80	0.9955	0.9409	0.0546	5.7%	0.0069	0.7%	20%	False	False	45,210
100	0.9955	0.9409	0.0546	5.7%	0.0065	0.7%	20%	False	False	36,205
120	0.9955	0.9409	0.0546	5.7%	0.0060	0.6%	20%	False	False	30,191

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9661
2.618	0.9607
1.618	0.9574
1.000	0.9554
0.618	0.9541
HIGH	0.9521
0.618	0.9508
0.500	0.9505
0.382	0.9501
LOW	0.9488
0.618	0.9468
1.000	0.9455
1.618	0.9435
2.618	0.9402
4.250	0.9348

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	0.9512	0.9511
PP	0.9508	0.9505
S1	0.9505	0.9500

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

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