CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	0.9603	0.9560	-0.0043	-0.4%	0.9419
High	0.9613	0.9576	-0.0037	-0.4%	0.9640
Low	0.9576	0.9550	-0.0026	-0.3%	0.9414
Close	0.9586	0.9561	-0.0025	-0.3%	0.9586
Range	0.0037	0.0026	-0.0011	-29.7%	0.0226
ATR	0.0069	0.0067	-0.0002	-3.4%	0.0000
Volume	660	115	-545	-82.6%	2,047

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9640	0.9627	0.9575
R3	0.9614	0.9601	0.9568
R2	0.9588	0.9588	0.9566
R1	0.9575	0.9575	0.9563	0.9582
PP	0.9562	0.9562	0.9562	0.9566
S1	0.9549	0.9549	0.9559	0.9556
S2	0.9536	0.9536	0.9556
S3	0.9510	0.9523	0.9554
S4	0.9484	0.9497	0.9547

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0225	1.0131	0.9710
R3	0.9999	0.9905	0.9648
R2	0.9773	0.9773	0.9627
R1	0.9679	0.9679	0.9607	0.9726
PP	0.9547	0.9547	0.9547	0.9570
S1	0.9453	0.9453	0.9565	0.9500
S2	0.9321	0.9321	0.9545
S3	0.9095	0.9227	0.9524
S4	0.8869	0.9001	0.9462

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9640	0.9445	0.0195	2.0%	0.0053	0.6%	59%	False	False	233
10	0.9640	0.9390	0.0250	2.6%	0.0056	0.6%	68%	False	False	304
20	0.9801	0.9390	0.0411	4.3%	0.0063	0.7%	42%	False	False	387
40	0.9822	0.9390	0.0432	4.5%	0.0068	0.7%	40%	False	False	311
60	0.9924	0.9390	0.0534	5.6%	0.0057	0.6%	32%	False	False	264
80	0.9924	0.9390	0.0534	5.6%	0.0052	0.5%	32%	False	False	207
100	0.9924	0.9390	0.0534	5.6%	0.0048	0.5%	32%	False	False	179

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9687
2.618	0.9644
1.618	0.9618
1.000	0.9602
0.618	0.9592
HIGH	0.9576
0.618	0.9566
0.500	0.9563
0.382	0.9560
LOW	0.9550
0.618	0.9534
1.000	0.9524
1.618	0.9508
2.618	0.9482
4.250	0.9440

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	0.9563	0.9590
PP	0.9562	0.9580
S1	0.9562	0.9571

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

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