CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 12-Sep-2013

Day Change Summary
	Previous	Current
	11-Sep-2013	12-Sep-2013	Change	Change %	Previous Week
Open	0.9658	0.9692	0.0034	0.4%	0.9492
High	0.9695	0.9702	0.0007	0.1%	0.9632
Low	0.9646	0.9670	0.0024	0.2%	0.9461
Close	0.9691	0.9686	-0.0005	-0.1%	0.9614
Range	0.0049	0.0032	-0.0017	-34.7%	0.0171
ATR	0.0058	0.0057	-0.0002	-3.2%	0.0000
Volume	78,863	55,607	-23,256	-29.5%	249,655

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9782	0.9766	0.9704
R3	0.9750	0.9734	0.9695
R2	0.9718	0.9718	0.9692
R1	0.9702	0.9702	0.9689	0.9694
PP	0.9686	0.9686	0.9686	0.9682
S1	0.9670	0.9670	0.9683	0.9662
S2	0.9654	0.9654	0.9680
S3	0.9622	0.9638	0.9677
S4	0.9590	0.9606	0.9668

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	0.9702	0.9516	0.0186	1.9%	0.0060	0.6%	91%	True	False	65,605
10	0.9702	0.9461	0.0241	2.5%	0.0055	0.6%	93%	True	False	60,823
20	0.9708	0.9455	0.0253	2.6%	0.0055	0.6%	91%	False	False	59,990
40	0.9749	0.9455	0.0294	3.0%	0.0057	0.6%	79%	False	False	60,047
60	0.9808	0.9409	0.0399	4.1%	0.0065	0.7%	69%	False	False	66,153
80	0.9846	0.9409	0.0437	4.5%	0.0068	0.7%	63%	False	False	53,980
100	0.9955	0.9409	0.0546	5.6%	0.0066	0.7%	51%	False	False	43,274
120	0.9955	0.9409	0.0546	5.6%	0.0062	0.6%	51%	False	False	36,085

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9838
2.618	0.9786
1.618	0.9754
1.000	0.9734
0.618	0.9722
HIGH	0.9702
0.618	0.9690
0.500	0.9686
0.382	0.9682
LOW	0.9670
0.618	0.9650
1.000	0.9638
1.618	0.9618
2.618	0.9586
4.250	0.9534

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	0.9686	0.9680
PP	0.9686	0.9673
S1	0.9686	0.9667

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

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