CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	0.9685	0.9659	-0.0026	-0.3%	0.9560
High	0.9705	0.9715	0.0010	0.1%	0.9622
Low	0.9652	0.9659	0.0007	0.1%	0.9535
Close	0.9658	0.9688	0.0030	0.3%	0.9610
Range	0.0053	0.0056	0.0003	5.7%	0.0087
ATR	0.0062	0.0062	0.0000	-0.6%	0.0000
Volume	811	353	-458	-56.5%	745

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9855	0.9828	0.9719
R3	0.9799	0.9772	0.9703
R2	0.9743	0.9743	0.9698
R1	0.9716	0.9716	0.9693	0.9730
PP	0.9687	0.9687	0.9687	0.9694
S1	0.9660	0.9660	0.9683	0.9674
S2	0.9631	0.9631	0.9678
S3	0.9575	0.9604	0.9673
S4	0.9519	0.9548	0.9657

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9850	0.9817	0.9658
R3	0.9763	0.9730	0.9634
R2	0.9676	0.9676	0.9626
R1	0.9643	0.9643	0.9618	0.9660
PP	0.9589	0.9589	0.9589	0.9597
S1	0.9556	0.9556	0.9602	0.9573
S2	0.9502	0.9502	0.9594
S3	0.9415	0.9469	0.9586
S4	0.9328	0.9382	0.9562

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9715	0.9589	0.0126	1.3%	0.0048	0.5%	79%	True	False	411
10	0.9715	0.9535	0.0180	1.9%	0.0051	0.5%	85%	True	False	324
20	0.9715	0.9390	0.0325	3.4%	0.0057	0.6%	92%	True	False	315
40	0.9822	0.9390	0.0432	4.5%	0.0064	0.7%	69%	False	False	330
60	0.9924	0.9390	0.0534	5.5%	0.0060	0.6%	56%	False	False	276
80	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	56%	False	False	235
100	0.9924	0.9390	0.0534	5.5%	0.0049	0.5%	56%	False	False	200
120	0.9975	0.9390	0.0585	6.0%	0.0047	0.5%	51%	False	False	173

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9953
2.618	0.9862
1.618	0.9806
1.000	0.9771
0.618	0.9750
HIGH	0.9715
0.618	0.9694
0.500	0.9687
0.382	0.9680
LOW	0.9659
0.618	0.9624
1.000	0.9603
1.618	0.9568
2.618	0.9512
4.250	0.9421

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	0.9688	0.9683
PP	0.9687	0.9678
S1	0.9687	0.9673

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

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