CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 29-Aug-2013

Day Change Summary
	Previous	Current
	28-Aug-2013	29-Aug-2013	Change	Change %	Previous Week
Open	0.9541	0.9530	-0.0011	-0.1%	0.9673
High	0.9542	0.9537	-0.0005	-0.1%	0.9687
Low	0.9509	0.9481	-0.0028	-0.3%	0.9455
Close	0.9535	0.9492	-0.0043	-0.5%	0.9508
Range	0.0033	0.0056	0.0023	69.7%	0.0232
ATR	0.0059	0.0059	0.0000	-0.4%	0.0000
Volume	51,276	49,977	-1,299	-2.5%	331,823

Daily Pivots for day following 29-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9671	0.9638	0.9523
R3	0.9615	0.9582	0.9507
R2	0.9559	0.9559	0.9502
R1	0.9526	0.9526	0.9497	0.9515
PP	0.9503	0.9503	0.9503	0.9498
S1	0.9470	0.9470	0.9487	0.9459
S2	0.9447	0.9447	0.9482
S3	0.9391	0.9414	0.9477
S4	0.9335	0.9358	0.9461

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%	42%	False	False	52,919
10	0.9708	0.9455	0.0253	2.7%	0.0054	0.6%	15%	False	False	57,469
20	0.9724	0.9455	0.0269	2.8%	0.0057	0.6%	14%	False	False	58,845
40	0.9749	0.9409	0.0340	3.6%	0.0062	0.7%	24%	False	False	62,448
60	0.9846	0.9409	0.0437	4.6%	0.0068	0.7%	19%	False	False	62,315
80	0.9955	0.9409	0.0546	5.8%	0.0070	0.7%	15%	False	False	47,089
100	0.9955	0.9409	0.0546	5.8%	0.0065	0.7%	15%	False	False	37,707
120	0.9955	0.9409	0.0546	5.8%	0.0061	0.6%	15%	False	False	31,443

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9775
2.618	0.9684
1.618	0.9628
1.000	0.9593
0.618	0.9572
HIGH	0.9537
0.618	0.9516
0.500	0.9509
0.382	0.9502
LOW	0.9481
0.618	0.9446
1.000	0.9425
1.618	0.9390
2.618	0.9334
4.250	0.9243

Fisher Pivots for day following 29-Aug-2013
Pivot	1 day	3 day
R1	0.9509	0.9513
PP	0.9503	0.9506
S1	0.9498	0.9499

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

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