CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 10-Sep-2013

Day Change Summary
	Previous	Current
	09-Sep-2013	10-Sep-2013	Change	Change %	Previous Week
Open	0.9607	0.9640	0.0033	0.3%	0.9492
High	0.9651	0.9679	0.0028	0.3%	0.9632
Low	0.9597	0.9631	0.0034	0.4%	0.9461
Close	0.9644	0.9662	0.0018	0.2%	0.9614
Range	0.0054	0.0048	-0.0006	-11.1%	0.0171
ATR	0.0060	0.0059	-0.0001	-1.4%	0.0000
Volume	52,731	66,202	13,471	25.5%	249,655

Daily Pivots for day following 10-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9801	0.9780	0.9688
R3	0.9753	0.9732	0.9675
R2	0.9705	0.9705	0.9671
R1	0.9684	0.9684	0.9666	0.9695
PP	0.9657	0.9657	0.9657	0.9663
S1	0.9636	0.9636	0.9658	0.9647
S2	0.9609	0.9609	0.9653
S3	0.9561	0.9588	0.9649
S4	0.9513	0.9540	0.9636

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	0.9679	0.9482	0.0197	2.0%	0.0063	0.7%	91%	True	False	59,406
10	0.9679	0.9461	0.0218	2.3%	0.0056	0.6%	92%	True	False	57,450
20	0.9708	0.9455	0.0253	2.6%	0.0056	0.6%	82%	False	False	57,857
40	0.9749	0.9455	0.0294	3.0%	0.0059	0.6%	70%	False	False	60,305
60	0.9831	0.9409	0.0422	4.4%	0.0065	0.7%	60%	False	False	65,513
80	0.9846	0.9409	0.0437	4.5%	0.0070	0.7%	58%	False	False	52,332
100	0.9955	0.9409	0.0546	5.7%	0.0066	0.7%	46%	False	False	41,931
120	0.9955	0.9409	0.0546	5.7%	0.0062	0.6%	46%	False	False	34,966

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9883
2.618	0.9805
1.618	0.9757
1.000	0.9727
0.618	0.9709
HIGH	0.9679
0.618	0.9661
0.500	0.9655
0.382	0.9649
LOW	0.9631
0.618	0.9601
1.000	0.9583
1.618	0.9553
2.618	0.9505
4.250	0.9427

Fisher Pivots for day following 10-Sep-2013
Pivot	1 day	3 day
R1	0.9660	0.9641
PP	0.9657	0.9619
S1	0.9655	0.9598

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

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