CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	0.9652	0.9692	0.0040	0.4%	0.9594
High	0.9702	0.9692	-0.0010	-0.1%	0.9702
Low	0.9629	0.9665	0.0036	0.4%	0.9544
Close	0.9702	0.9684	-0.0018	-0.2%	0.9702
Range	0.0073	0.0027	-0.0046	-63.0%	0.0158
ATR	0.0063	0.0061	-0.0002	-2.9%	0.0000
Volume	3,002	548	-2,454	-81.7%	4,892

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9761	0.9750	0.9699
R3	0.9734	0.9723	0.9691
R2	0.9707	0.9707	0.9689
R1	0.9696	0.9696	0.9686	0.9688
PP	0.9680	0.9680	0.9680	0.9677
S1	0.9669	0.9669	0.9682	0.9661
S2	0.9653	0.9653	0.9679
S3	0.9626	0.9642	0.9677
S4	0.9599	0.9615	0.9669

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0123	1.0071	0.9789
R3	0.9965	0.9913	0.9745
R2	0.9807	0.9807	0.9731
R1	0.9755	0.9755	0.9716	0.9781
PP	0.9649	0.9649	0.9649	0.9663
S1	0.9597	0.9597	0.9688	0.9623
S2	0.9491	0.9491	0.9673
S3	0.9333	0.9439	0.9659
S4	0.9175	0.9281	0.9615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9702	0.9544	0.0158	1.6%	0.0060	0.6%	89%	False	False	950
10	0.9726	0.9544	0.0182	1.9%	0.0058	0.6%	77%	False	False	675
20	0.9726	0.9535	0.0191	2.0%	0.0054	0.6%	78%	False	False	503
40	0.9801	0.9390	0.0411	4.2%	0.0058	0.6%	72%	False	False	445
60	0.9822	0.9390	0.0432	4.5%	0.0063	0.6%	68%	False	False	375
80	0.9924	0.9390	0.0534	5.5%	0.0056	0.6%	55%	False	False	324
100	0.9924	0.9390	0.0534	5.5%	0.0052	0.5%	55%	False	False	266
120	0.9924	0.9390	0.0534	5.5%	0.0049	0.5%	55%	False	False	233

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9807
2.618	0.9763
1.618	0.9736
1.000	0.9719
0.618	0.9709
HIGH	0.9692
0.618	0.9682
0.500	0.9679
0.382	0.9675
LOW	0.9665
0.618	0.9648
1.000	0.9638
1.618	0.9621
2.618	0.9594
4.250	0.9550

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	0.9682	0.9666
PP	0.9680	0.9649
S1	0.9679	0.9631

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

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