CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	0.9702	0.9690	-0.0012	-0.1%	0.9614
High	0.9719	0.9710	-0.0009	-0.1%	0.9715
Low	0.9695	0.9665	-0.0030	-0.3%	0.9614
Close	0.9717	0.9666	-0.0051	-0.5%	0.9691
Range	0.0024	0.0045	0.0021	87.5%	0.0101
ATR	0.0057	0.0057	0.0000	-0.6%	0.0000
Volume	403	302	-101	-25.1%	2,278

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9815	0.9786	0.9691
R3	0.9770	0.9741	0.9678
R2	0.9725	0.9725	0.9674
R1	0.9696	0.9696	0.9670	0.9688
PP	0.9680	0.9680	0.9680	0.9677
S1	0.9651	0.9651	0.9662	0.9643
S2	0.9635	0.9635	0.9658
S3	0.9590	0.9606	0.9654
S4	0.9545	0.9561	0.9641

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	0.9719	0.9652	0.0067	0.7%	0.0041	0.4%	21%	False	False	461
10	0.9719	0.9535	0.0184	1.9%	0.0047	0.5%	71%	False	False	345
20	0.9719	0.9390	0.0329	3.4%	0.0053	0.6%	84%	False	False	318
40	0.9822	0.9390	0.0432	4.5%	0.0061	0.6%	64%	False	False	344
60	0.9924	0.9390	0.0534	5.5%	0.0060	0.6%	52%	False	False	285
80	0.9924	0.9390	0.0534	5.5%	0.0054	0.6%	52%	False	False	248
100	0.9924	0.9390	0.0534	5.5%	0.0050	0.5%	52%	False	False	209
120	0.9951	0.9390	0.0561	5.8%	0.0047	0.5%	49%	False	False	182

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9901
2.618	0.9828
1.618	0.9783
1.000	0.9755
0.618	0.9738
HIGH	0.9710
0.618	0.9693
0.500	0.9688
0.382	0.9682
LOW	0.9665
0.618	0.9637
1.000	0.9620
1.618	0.9592
2.618	0.9547
4.250	0.9474

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	0.9688	0.9692
PP	0.9680	0.9683
S1	0.9673	0.9675

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

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