CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 09-Jul-2013

Day Change Summary
	Previous	Current
	08-Jul-2013	09-Jul-2013	Change	Change %	Previous Week
Open	0.9419	0.9447	0.0028	0.3%	0.9468
High	0.9444	0.9468	0.0024	0.3%	0.9505
Low	0.9414	0.9445	0.0031	0.3%	0.9390
Close	0.9436	0.9462	0.0026	0.3%	0.9415
Range	0.0030	0.0023	-0.0007	-23.3%	0.0115
ATR	0.0066	0.0064	-0.0002	-3.7%	0.0000
Volume	994	165	-829	-83.4%	884

Daily Pivots for day following 09-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9527	0.9518	0.9475
R3	0.9504	0.9495	0.9468
R2	0.9481	0.9481	0.9466
R1	0.9472	0.9472	0.9464	0.9477
PP	0.9458	0.9458	0.9458	0.9461
S1	0.9449	0.9449	0.9460	0.9454
S2	0.9435	0.9435	0.9458
S3	0.9412	0.9426	0.9456
S4	0.9389	0.9403	0.9449

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9782	0.9713	0.9478
R3	0.9667	0.9598	0.9447
R2	0.9552	0.9552	0.9436
R1	0.9483	0.9483	0.9426	0.9460
PP	0.9437	0.9437	0.9437	0.9425
S1	0.9368	0.9368	0.9404	0.9345
S2	0.9322	0.9322	0.9394
S3	0.9207	0.9253	0.9383
S4	0.9092	0.9138	0.9352

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9505	0.9390	0.0115	1.2%	0.0056	0.6%	63%	False	False	350
10	0.9552	0.9390	0.0162	1.7%	0.0058	0.6%	44%	False	False	398
20	0.9822	0.9390	0.0432	4.6%	0.0062	0.7%	17%	False	False	390
40	0.9865	0.9390	0.0475	5.0%	0.0066	0.7%	15%	False	False	306
60	0.9924	0.9390	0.0534	5.6%	0.0056	0.6%	13%	False	False	251
80	0.9924	0.9390	0.0534	5.6%	0.0051	0.5%	13%	False	False	199
100	0.9932	0.9390	0.0542	5.7%	0.0047	0.5%	13%	False	False	170

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	0.0013
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.9566
2.618	0.9528
1.618	0.9505
1.000	0.9491
0.618	0.9482
HIGH	0.9468
0.618	0.9459
0.500	0.9457
0.382	0.9454
LOW	0.9445
0.618	0.9431
1.000	0.9422
1.618	0.9408
2.618	0.9385
4.250	0.9347

Fisher Pivots for day following 09-Jul-2013
Pivot	1 day	3 day
R1	0.9460	0.9457
PP	0.9458	0.9452
S1	0.9457	0.9448

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

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