CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 05-Sep-2013

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	0.9489	0.9521	0.0032	0.3%	0.9508
High	0.9543	0.9543	0.0000	0.0%	0.9544
Low	0.9482	0.9506	0.0024	0.3%	0.9467
Close	0.9526	0.9519	-0.0007	-0.1%	0.9492
Range	0.0061	0.0037	-0.0024	-39.3%	0.0077
ATR	0.0058	0.0056	-0.0001	-2.6%	0.0000
Volume	49,081	54,395	5,314	10.8%	244,292

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9634	0.9613	0.9539
R3	0.9597	0.9576	0.9529
R2	0.9560	0.9560	0.9526
R1	0.9539	0.9539	0.9522	0.9531
PP	0.9523	0.9523	0.9523	0.9519
S1	0.9502	0.9502	0.9516	0.9494
S2	0.9486	0.9486	0.9512
S3	0.9449	0.9465	0.9509
S4	0.9412	0.9428	0.9499

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%	0.0050	0.5%	71%	True	False	56,042
10	0.9544	0.9455	0.0089	0.9%	0.0050	0.5%	72%	False	False	57,227
20	0.9724	0.9455	0.0269	2.8%	0.0056	0.6%	24%	False	False	58,288
40	0.9749	0.9455	0.0294	3.1%	0.0060	0.6%	22%	False	False	60,757
60	0.9846	0.9409	0.0437	4.6%	0.0065	0.7%	25%	False	False	64,845
80	0.9881	0.9409	0.0472	5.0%	0.0070	0.7%	23%	False	False	49,943
100	0.9955	0.9409	0.0546	5.7%	0.0065	0.7%	20%	False	False	40,005
120	0.9955	0.9409	0.0546	5.7%	0.0061	0.6%	20%	False	False	33,356

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9700
2.618	0.9640
1.618	0.9603
1.000	0.9580
0.618	0.9566
HIGH	0.9543
0.618	0.9529
0.500	0.9525
0.382	0.9520
LOW	0.9506
0.618	0.9483
1.000	0.9469
1.618	0.9446
2.618	0.9409
4.250	0.9349

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	0.9525	0.9513
PP	0.9523	0.9508
S1	0.9521	0.9502

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

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