CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 26-Jul-2013

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	0.9659	0.9689	0.0030	0.3%	0.9614
High	0.9715	0.9704	-0.0011	-0.1%	0.9715
Low	0.9659	0.9675	0.0016	0.2%	0.9614
Close	0.9688	0.9691	0.0003	0.0%	0.9691
Range	0.0056	0.0029	-0.0027	-48.2%	0.0101
ATR	0.0062	0.0059	-0.0002	-3.8%	0.0000
Volume	353	437	84	23.8%	2,278

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9777	0.9763	0.9707
R3	0.9748	0.9734	0.9699
R2	0.9719	0.9719	0.9696
R1	0.9705	0.9705	0.9694	0.9712
PP	0.9690	0.9690	0.9690	0.9694
S1	0.9676	0.9676	0.9688	0.9683
S2	0.9661	0.9661	0.9686
S3	0.9632	0.9647	0.9683
S4	0.9603	0.9618	0.9675

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9976	0.9935	0.9747
R3	0.9875	0.9834	0.9719
R2	0.9774	0.9774	0.9710
R1	0.9733	0.9733	0.9700	0.9754
PP	0.9673	0.9673	0.9673	0.9684
S1	0.9632	0.9632	0.9682	0.9653
S2	0.9572	0.9572	0.9672
S3	0.9471	0.9531	0.9663
S4	0.9370	0.9430	0.9635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9715	0.9614	0.0101	1.0%	0.0048	0.5%	76%	False	False	455
10	0.9715	0.9535	0.0180	1.9%	0.0050	0.5%	87%	False	False	302
20	0.9715	0.9390	0.0325	3.4%	0.0055	0.6%	93%	False	False	315
40	0.9822	0.9390	0.0432	4.5%	0.0063	0.6%	70%	False	False	331
60	0.9924	0.9390	0.0534	5.5%	0.0060	0.6%	56%	False	False	278
80	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	56%	False	False	240
100	0.9924	0.9390	0.0534	5.5%	0.0050	0.5%	56%	False	False	204
120	0.9975	0.9390	0.0585	6.0%	0.0047	0.5%	51%	False	False	177

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9827
2.618	0.9780
1.618	0.9751
1.000	0.9733
0.618	0.9722
HIGH	0.9704
0.618	0.9693
0.500	0.9690
0.382	0.9686
LOW	0.9675
0.618	0.9657
1.000	0.9646
1.618	0.9628
2.618	0.9599
4.250	0.9552

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	0.9691	0.9689
PP	0.9690	0.9686
S1	0.9690	0.9684

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

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