CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 18-Jul-2013

Day Change Summary
	Previous	Current
	17-Jul-2013	18-Jul-2013	Change	Change %	Previous Week
Open	0.9588	0.9575	-0.0013	-0.1%	0.9419
High	0.9610	0.9600	-0.0010	-0.1%	0.9640
Low	0.9535	0.9545	0.0010	0.1%	0.9414
Close	0.9565	0.9596	0.0031	0.3%	0.9586
Range	0.0075	0.0055	-0.0020	-26.7%	0.0226
ATR	0.0068	0.0067	-0.0001	-1.3%	0.0000
Volume	113	138	25	22.1%	2,047

Daily Pivots for day following 18-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9745	0.9726	0.9626
R3	0.9690	0.9671	0.9611
R2	0.9635	0.9635	0.9606
R1	0.9616	0.9616	0.9601	0.9626
PP	0.9580	0.9580	0.9580	0.9585
S1	0.9561	0.9561	0.9591	0.9571
S2	0.9525	0.9525	0.9586
S3	0.9470	0.9506	0.9581
S4	0.9415	0.9451	0.9566

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	0.9613	0.9535	0.0078	0.8%	0.0053	0.6%	78%	False	False	237
10	0.9640	0.9390	0.0250	2.6%	0.0061	0.6%	82%	False	False	287
20	0.9681	0.9390	0.0291	3.0%	0.0065	0.7%	71%	False	False	380
40	0.9822	0.9390	0.0432	4.5%	0.0067	0.7%	48%	False	False	310
60	0.9924	0.9390	0.0534	5.6%	0.0059	0.6%	39%	False	False	270
80	0.9924	0.9390	0.0534	5.6%	0.0053	0.6%	39%	False	False	211
100	0.9924	0.9390	0.0534	5.6%	0.0049	0.5%	39%	False	False	182

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9834
2.618	0.9744
1.618	0.9689
1.000	0.9655
0.618	0.9634
HIGH	0.9600
0.618	0.9579
0.500	0.9573
0.382	0.9566
LOW	0.9545
0.618	0.9511
1.000	0.9490
1.618	0.9456
2.618	0.9401
4.250	0.9311

Fisher Pivots for day following 18-Jul-2013
Pivot	1 day	3 day
R1	0.9588	0.9588
PP	0.9580	0.9581
S1	0.9573	0.9573

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

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