CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 28-Aug-2013

Day Change Summary
	Previous	Current
	27-Aug-2013	28-Aug-2013	Change	Change %	Previous Week
Open	0.9518	0.9541	0.0023	0.2%	0.9673
High	0.9544	0.9542	-0.0002	0.0%	0.9687
Low	0.9482	0.9509	0.0027	0.3%	0.9455
Close	0.9530	0.9535	0.0005	0.1%	0.9508
Range	0.0062	0.0033	-0.0029	-46.8%	0.0232
ATR	0.0061	0.0059	-0.0002	-3.3%	0.0000
Volume	49,463	51,276	1,813	3.7%	331,823

Daily Pivots for day following 28-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9628	0.9614	0.9553
R3	0.9595	0.9581	0.9544
R2	0.9562	0.9562	0.9541
R1	0.9548	0.9548	0.9538	0.9539
PP	0.9529	0.9529	0.9529	0.9524
S1	0.9515	0.9515	0.9532	0.9506
S2	0.9496	0.9496	0.9529
S3	0.9463	0.9482	0.9526
S4	0.9430	0.9449	0.9517

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	0.9544	0.9455	0.0089	0.9%	0.0050	0.5%	90%	False	False	58,413
10	0.9708	0.9455	0.0253	2.7%	0.0055	0.6%	32%	False	False	59,157
20	0.9745	0.9455	0.0290	3.0%	0.0059	0.6%	28%	False	False	59,808
40	0.9749	0.9409	0.0340	3.6%	0.0062	0.7%	37%	False	False	62,605
60	0.9846	0.9409	0.0437	4.6%	0.0068	0.7%	29%	False	False	61,522
80	0.9955	0.9409	0.0546	5.7%	0.0070	0.7%	23%	False	False	46,465
100	0.9955	0.9409	0.0546	5.7%	0.0065	0.7%	23%	False	False	37,208
120	0.9955	0.9409	0.0546	5.7%	0.0060	0.6%	23%	False	False	31,028

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9682
2.618	0.9628
1.618	0.9595
1.000	0.9575
0.618	0.9562
HIGH	0.9542
0.618	0.9529
0.500	0.9526
0.382	0.9522
LOW	0.9509
0.618	0.9489
1.000	0.9476
1.618	0.9456
2.618	0.9423
4.250	0.9369

Fisher Pivots for day following 28-Aug-2013
Pivot	1 day	3 day
R1	0.9532	0.9528
PP	0.9529	0.9520
S1	0.9526	0.9513

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

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