CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 31-Jul-2013

Day Change Summary
	Previous	Current
	30-Jul-2013	31-Jul-2013	Change	Change %	Previous Week
Open	0.9690	0.9676	-0.0014	-0.1%	0.9614
High	0.9710	0.9726	0.0016	0.2%	0.9715
Low	0.9665	0.9645	-0.0020	-0.2%	0.9614
Close	0.9666	0.9723	0.0057	0.6%	0.9691
Range	0.0045	0.0081	0.0036	80.0%	0.0101
ATR	0.0057	0.0058	0.0002	3.1%	0.0000
Volume	302	326	24	7.9%	2,278

Daily Pivots for day following 31-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9941	0.9913	0.9768
R3	0.9860	0.9832	0.9745
R2	0.9779	0.9779	0.9738
R1	0.9751	0.9751	0.9730	0.9765
PP	0.9698	0.9698	0.9698	0.9705
S1	0.9670	0.9670	0.9716	0.9684
S2	0.9617	0.9617	0.9708
S3	0.9536	0.9589	0.9701
S4	0.9455	0.9508	0.9678

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	0.9726	0.9645	0.0081	0.8%	0.0047	0.5%	96%	True	True	364
10	0.9726	0.9545	0.0181	1.9%	0.0048	0.5%	98%	True	False	366
20	0.9726	0.9390	0.0336	3.5%	0.0054	0.6%	99%	True	False	331
40	0.9822	0.9390	0.0432	4.4%	0.0061	0.6%	77%	False	False	348
60	0.9924	0.9390	0.0534	5.5%	0.0061	0.6%	62%	False	False	289
80	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	62%	False	False	251
100	0.9924	0.9390	0.0534	5.5%	0.0050	0.5%	62%	False	False	211
120	0.9932	0.9390	0.0542	5.6%	0.0048	0.5%	61%	False	False	184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0070
2.618	0.9938
1.618	0.9857
1.000	0.9807
0.618	0.9776
HIGH	0.9726
0.618	0.9695
0.500	0.9686
0.382	0.9676
LOW	0.9645
0.618	0.9595
1.000	0.9564
1.618	0.9514
2.618	0.9433
4.250	0.9301

Fisher Pivots for day following 31-Jul-2013
Pivot	1 day	3 day
R1	0.9711	0.9711
PP	0.9698	0.9698
S1	0.9686	0.9686

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

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