CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 08-Aug-2013

Day Change Summary
	Previous	Current
	07-Aug-2013	08-Aug-2013	Change	Change %	Previous Week
Open	0.9596	0.9563	-0.0033	-0.3%	0.9702
High	0.9596	0.9675	0.0079	0.8%	0.9726
Low	0.9544	0.9560	0.0016	0.2%	0.9585
Close	0.9564	0.9663	0.0099	1.0%	0.9595
Range	0.0052	0.0115	0.0063	121.2%	0.0141
ATR	0.0058	0.0062	0.0004	7.1%	0.0000
Volume	488	667	179	36.7%	1,717

Daily Pivots for day following 08-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9978	0.9935	0.9726
R3	0.9863	0.9820	0.9695
R2	0.9748	0.9748	0.9684
R1	0.9705	0.9705	0.9674	0.9727
PP	0.9633	0.9633	0.9633	0.9643
S1	0.9590	0.9590	0.9652	0.9612
S2	0.9518	0.9518	0.9642
S3	0.9403	0.9475	0.9631
S4	0.9288	0.9360	0.9600

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	0.9675	0.9544	0.0131	1.4%	0.0057	0.6%	91%	True	False	436
10	0.9726	0.9544	0.0182	1.9%	0.0053	0.5%	65%	False	False	404
20	0.9726	0.9535	0.0191	2.0%	0.0052	0.5%	67%	False	False	364
40	0.9822	0.9390	0.0432	4.5%	0.0059	0.6%	63%	False	False	370
60	0.9822	0.9390	0.0432	4.5%	0.0063	0.6%	63%	False	False	323
80	0.9924	0.9390	0.0534	5.5%	0.0056	0.6%	51%	False	False	280
100	0.9924	0.9390	0.0534	5.5%	0.0052	0.5%	51%	False	False	231
120	0.9924	0.9390	0.0534	5.5%	0.0049	0.5%	51%	False	False	204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.0164
2.618	0.9976
1.618	0.9861
1.000	0.9790
0.618	0.9746
HIGH	0.9675
0.618	0.9631
0.500	0.9618
0.382	0.9604
LOW	0.9560
0.618	0.9489
1.000	0.9445
1.618	0.9374
2.618	0.9259
4.250	0.9071

Fisher Pivots for day following 08-Aug-2013
Pivot	1 day	3 day
R1	0.9648	0.9645
PP	0.9633	0.9627
S1	0.9618	0.9610

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

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