CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 03-Sep-2013

Day Change Summary
	Previous	Current
	30-Aug-2013	03-Sep-2013	Change	Change %	Previous Week
Open	0.9490	0.9492	0.0002	0.0%	0.9508
High	0.9512	0.9513	0.0001	0.0%	0.9544
Low	0.9467	0.9461	-0.0006	-0.1%	0.9467
Close	0.9492	0.9488	-0.0004	0.0%	0.9492
Range	0.0045	0.0052	0.0007	15.6%	0.0077
ATR	0.0058	0.0057	0.0000	-0.7%	0.0000
Volume	55,203	71,556	16,353	29.6%	244,292

Daily Pivots for day following 03-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9643	0.9618	0.9517
R3	0.9591	0.9566	0.9502
R2	0.9539	0.9539	0.9498
R1	0.9514	0.9514	0.9493	0.9501
PP	0.9487	0.9487	0.9487	0.9481
S1	0.9462	0.9462	0.9483	0.9449
S2	0.9435	0.9435	0.9478
S3	0.9383	0.9410	0.9474
S4	0.9331	0.9358	0.9459

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	0.9461	0.0083	0.9%	0.0050	0.5%	33%	False	True	55,495
10	0.9663	0.9455	0.0208	2.2%	0.0055	0.6%	16%	False	False	61,272
20	0.9724	0.9455	0.0269	2.8%	0.0057	0.6%	12%	False	False	58,931
40	0.9749	0.9440	0.0309	3.3%	0.0061	0.6%	16%	False	False	61,464
60	0.9846	0.9409	0.0437	4.6%	0.0065	0.7%	18%	False	False	64,009
80	0.9906	0.9409	0.0497	5.2%	0.0070	0.7%	16%	False	False	48,665
100	0.9955	0.9409	0.0546	5.8%	0.0065	0.7%	14%	False	False	38,973
120	0.9955	0.9409	0.0546	5.8%	0.0061	0.6%	14%	False	False	32,495

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

Fibonacci Retracements and Extensions
4.250	0.9734
2.618	0.9649
1.618	0.9597
1.000	0.9565
0.618	0.9545
HIGH	0.9513
0.618	0.9493
0.500	0.9487
0.382	0.9481
LOW	0.9461
0.618	0.9429
1.000	0.9409
1.618	0.9377
2.618	0.9325
4.250	0.9240

Fisher Pivots for day following 03-Sep-2013
Pivot	1 day	3 day
R1	0.9488	0.9499
PP	0.9487	0.9495
S1	0.9487	0.9492

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

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