CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	0.9696	0.9630	-0.0066	-0.7%	0.9702
High	0.9696	0.9632	-0.0064	-0.7%	0.9726
Low	0.9630	0.9585	-0.0045	-0.5%	0.9585
Close	0.9633	0.9595	-0.0038	-0.4%	0.9595
Range	0.0066	0.0047	-0.0019	-28.8%	0.0141
ATR	0.0061	0.0060	-0.0001	-1.5%	0.0000
Volume	394	292	-102	-25.9%	1,717

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9745	0.9717	0.9621
R3	0.9698	0.9670	0.9608
R2	0.9651	0.9651	0.9604
R1	0.9623	0.9623	0.9599	0.9614
PP	0.9604	0.9604	0.9604	0.9599
S1	0.9576	0.9576	0.9591	0.9567
S2	0.9557	0.9557	0.9586
S3	0.9510	0.9529	0.9582
S4	0.9463	0.9482	0.9569

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0058	0.9968	0.9673
R3	0.9917	0.9827	0.9634
R2	0.9776	0.9776	0.9621
R1	0.9686	0.9686	0.9608	0.9661
PP	0.9635	0.9635	0.9635	0.9623
S1	0.9545	0.9545	0.9582	0.9520
S2	0.9494	0.9494	0.9569
S3	0.9353	0.9404	0.9556
S4	0.9212	0.9263	0.9517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9726	0.9585	0.0141	1.5%	0.0053	0.5%	7%	False	True	343
10	0.9726	0.9585	0.0141	1.5%	0.0050	0.5%	7%	False	True	399
20	0.9726	0.9414	0.0312	3.3%	0.0052	0.5%	58%	False	False	339
40	0.9822	0.9390	0.0432	4.5%	0.0059	0.6%	47%	False	False	361
60	0.9924	0.9390	0.0534	5.6%	0.0063	0.7%	38%	False	False	299
80	0.9924	0.9390	0.0534	5.6%	0.0056	0.6%	38%	False	False	259
100	0.9924	0.9390	0.0534	5.6%	0.0051	0.5%	38%	False	False	217
120	0.9932	0.9390	0.0542	5.6%	0.0048	0.5%	38%	False	False	189

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9832
2.618	0.9755
1.618	0.9708
1.000	0.9679
0.618	0.9661
HIGH	0.9632
0.618	0.9614
0.500	0.9609
0.382	0.9603
LOW	0.9585
0.618	0.9556
1.000	0.9538
1.618	0.9509
2.618	0.9462
4.250	0.9385

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	0.9609	0.9656
PP	0.9604	0.9635
S1	0.9600	0.9615

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

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