CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 06-Aug-2013

Day Change Summary
	Previous	Current
	05-Aug-2013	06-Aug-2013	Change	Change %	Previous Week
Open	0.9594	0.9620	0.0026	0.3%	0.9702
High	0.9620	0.9632	0.0012	0.1%	0.9726
Low	0.9583	0.9599	0.0016	0.2%	0.9585
Close	0.9614	0.9615	0.0001	0.0%	0.9595
Range	0.0037	0.0033	-0.0004	-10.8%	0.0141
ATR	0.0058	0.0057	-0.0002	-3.1%	0.0000
Volume	689	46	-643	-93.3%	1,717

Daily Pivots for day following 06-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9714	0.9698	0.9633
R3	0.9681	0.9665	0.9624
R2	0.9648	0.9648	0.9621
R1	0.9632	0.9632	0.9618	0.9624
PP	0.9615	0.9615	0.9615	0.9611
S1	0.9599	0.9599	0.9612	0.9591
S2	0.9582	0.9582	0.9609
S3	0.9549	0.9566	0.9606
S4	0.9516	0.9533	0.9597

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	0.9583	0.0143	1.5%	0.0053	0.5%	22%	False	False	349
10	0.9726	0.9583	0.0143	1.5%	0.0047	0.5%	22%	False	False	405
20	0.9726	0.9454	0.0272	2.8%	0.0052	0.5%	59%	False	False	318
40	0.9822	0.9390	0.0432	4.5%	0.0057	0.6%	52%	False	False	354
60	0.9865	0.9390	0.0475	4.9%	0.0061	0.6%	47%	False	False	310
80	0.9924	0.9390	0.0534	5.6%	0.0055	0.6%	42%	False	False	268
100	0.9924	0.9390	0.0534	5.6%	0.0051	0.5%	42%	False	False	223
120	0.9932	0.9390	0.0542	5.6%	0.0048	0.5%	42%	False	False	194

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9772
2.618	0.9718
1.618	0.9685
1.000	0.9665
0.618	0.9652
HIGH	0.9632
0.618	0.9619
0.500	0.9616
0.382	0.9612
LOW	0.9599
0.618	0.9579
1.000	0.9566
1.618	0.9546
2.618	0.9513
4.250	0.9459

Fisher Pivots for day following 06-Aug-2013
Pivot	1 day	3 day
R1	0.9616	0.9613
PP	0.9615	0.9610
S1	0.9615	0.9608

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

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