CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 30-Aug-2013

Day Change Summary
	Previous	Current
	29-Aug-2013	30-Aug-2013	Change	Change %	Previous Week
Open	0.9530	0.9490	-0.0040	-0.4%	0.9508
High	0.9537	0.9512	-0.0025	-0.3%	0.9544
Low	0.9481	0.9467	-0.0014	-0.1%	0.9467
Close	0.9492	0.9492	0.0000	0.0%	0.9492
Range	0.0056	0.0045	-0.0011	-19.6%	0.0077
ATR	0.0059	0.0058	-0.0001	-1.7%	0.0000
Volume	49,977	55,203	5,226	10.5%	244,292

Daily Pivots for day following 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9625	0.9604	0.9517
R3	0.9580	0.9559	0.9504
R2	0.9535	0.9535	0.9500
R1	0.9514	0.9514	0.9496	0.9525
PP	0.9490	0.9490	0.9490	0.9496
S1	0.9469	0.9469	0.9488	0.9480
S2	0.9445	0.9445	0.9484
S3	0.9400	0.9424	0.9480
S4	0.9355	0.9379	0.9467

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9732	0.9689	0.9534
R3	0.9655	0.9612	0.9513
R2	0.9578	0.9578	0.9506
R1	0.9535	0.9535	0.9499	0.9518
PP	0.9501	0.9501	0.9501	0.9493
S1	0.9458	0.9458	0.9485	0.9441
S2	0.9424	0.9424	0.9478
S3	0.9347	0.9381	0.9471
S4	0.9270	0.9304	0.9450

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9544	0.9467	0.0077	0.8%	0.0046	0.5%	32%	False	True	48,858
10	0.9687	0.9455	0.0232	2.4%	0.0052	0.6%	16%	False	False	57,611
20	0.9724	0.9455	0.0269	2.8%	0.0056	0.6%	14%	False	False	57,552
40	0.9749	0.9431	0.0318	3.4%	0.0060	0.6%	19%	False	False	61,095
60	0.9846	0.9409	0.0437	4.6%	0.0066	0.7%	19%	False	False	63,072
80	0.9955	0.9409	0.0546	5.8%	0.0070	0.7%	15%	False	False	47,777
100	0.9955	0.9409	0.0546	5.8%	0.0065	0.7%	15%	False	False	38,258
120	0.9955	0.9409	0.0546	5.8%	0.0061	0.6%	15%	False	False	31,902

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9703
2.618	0.9630
1.618	0.9585
1.000	0.9557
0.618	0.9540
HIGH	0.9512
0.618	0.9495
0.500	0.9490
0.382	0.9484
LOW	0.9467
0.618	0.9439
1.000	0.9422
1.618	0.9394
2.618	0.9349
4.250	0.9276

Fisher Pivots for day following 30-Aug-2013
Pivot	1 day	3 day
R1	0.9491	0.9505
PP	0.9490	0.9500
S1	0.9490	0.9496

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

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