CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	0.9521	0.9517	-0.0004	0.0%	0.9492
High	0.9543	0.9632	0.0089	0.9%	0.9632
Low	0.9506	0.9516	0.0010	0.1%	0.9461
Close	0.9519	0.9614	0.0095	1.0%	0.9614
Range	0.0037	0.0116	0.0079	213.5%	0.0171
ATR	0.0056	0.0060	0.0004	7.6%	0.0000
Volume	54,395	74,623	20,228	37.2%	249,655

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9935	0.9891	0.9678
R3	0.9819	0.9775	0.9646
R2	0.9703	0.9703	0.9635
R1	0.9659	0.9659	0.9625	0.9681
PP	0.9587	0.9587	0.9587	0.9599
S1	0.9543	0.9543	0.9603	0.9565
S2	0.9471	0.9471	0.9593
S3	0.9355	0.9427	0.9582
S4	0.9239	0.9311	0.9550

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0082	1.0019	0.9708
R3	0.9911	0.9848	0.9661
R2	0.9740	0.9740	0.9645
R1	0.9677	0.9677	0.9630	0.9709
PP	0.9569	0.9569	0.9569	0.9585
S1	0.9506	0.9506	0.9598	0.9538
S2	0.9398	0.9398	0.9583
S3	0.9227	0.9335	0.9567
S4	0.9056	0.9164	0.9520

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9632	0.9461	0.0171	1.8%	0.0062	0.6%	89%	True	False	60,971
10	0.9632	0.9455	0.0177	1.8%	0.0056	0.6%	90%	True	False	56,945
20	0.9724	0.9455	0.0269	2.8%	0.0056	0.6%	59%	False	False	58,012
40	0.9749	0.9455	0.0294	3.1%	0.0058	0.6%	54%	False	False	60,123
60	0.9846	0.9409	0.0437	4.5%	0.0066	0.7%	47%	False	False	65,348
80	0.9846	0.9409	0.0437	4.5%	0.0070	0.7%	47%	False	False	50,861
100	0.9955	0.9409	0.0546	5.7%	0.0066	0.7%	38%	False	False	40,746
120	0.9955	0.9409	0.0546	5.7%	0.0062	0.6%	38%	False	False	33,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.0125
2.618	0.9936
1.618	0.9820
1.000	0.9748
0.618	0.9704
HIGH	0.9632
0.618	0.9588
0.500	0.9574
0.382	0.9560
LOW	0.9516
0.618	0.9444
1.000	0.9400
1.618	0.9328
2.618	0.9212
4.250	0.9023

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	0.9601	0.9595
PP	0.9587	0.9576
S1	0.9574	0.9557

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

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