CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 04-Sep-2013

Day Change Summary
	Previous	Current
	03-Sep-2013	04-Sep-2013	Change	Change %	Previous Week
Open	0.9492	0.9489	-0.0003	0.0%	0.9508
High	0.9513	0.9543	0.0030	0.3%	0.9544
Low	0.9461	0.9482	0.0021	0.2%	0.9467
Close	0.9488	0.9526	0.0038	0.4%	0.9492
Range	0.0052	0.0061	0.0009	17.3%	0.0077
ATR	0.0057	0.0058	0.0000	0.4%	0.0000
Volume	71,556	49,081	-22,475	-31.4%	244,292

Daily Pivots for day following 04-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9700	0.9674	0.9560
R3	0.9639	0.9613	0.9543
R2	0.9578	0.9578	0.9537
R1	0.9552	0.9552	0.9532	0.9565
PP	0.9517	0.9517	0.9517	0.9524
S1	0.9491	0.9491	0.9520	0.9504
S2	0.9456	0.9456	0.9515
S3	0.9395	0.9430	0.9509
S4	0.9334	0.9369	0.9492

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	0.9543	0.9461	0.0082	0.9%	0.0049	0.5%	79%	True	False	55,418
10	0.9620	0.9455	0.0165	1.7%	0.0055	0.6%	43%	False	False	59,710
20	0.9724	0.9455	0.0269	2.8%	0.0058	0.6%	26%	False	False	58,909
40	0.9749	0.9455	0.0294	3.1%	0.0061	0.6%	24%	False	False	61,066
60	0.9846	0.9409	0.0437	4.6%	0.0065	0.7%	27%	False	False	64,441
80	0.9883	0.9409	0.0474	5.0%	0.0070	0.7%	25%	False	False	49,269
100	0.9955	0.9409	0.0546	5.7%	0.0066	0.7%	21%	False	False	39,462
120	0.9955	0.9409	0.0546	5.7%	0.0061	0.6%	21%	False	False	32,903

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9802
2.618	0.9703
1.618	0.9642
1.000	0.9604
0.618	0.9581
HIGH	0.9543
0.618	0.9520
0.500	0.9513
0.382	0.9505
LOW	0.9482
0.618	0.9444
1.000	0.9421
1.618	0.9383
2.618	0.9322
4.250	0.9223

Fisher Pivots for day following 04-Sep-2013
Pivot	1 day	3 day
R1	0.9522	0.9518
PP	0.9517	0.9510
S1	0.9513	0.9502

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

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