CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	0.9692	0.9670	-0.0022	-0.2%	0.9594
High	0.9692	0.9670	-0.0022	-0.2%	0.9702
Low	0.9665	0.9635	-0.0030	-0.3%	0.9544
Close	0.9684	0.9639	-0.0045	-0.5%	0.9702
Range	0.0027	0.0035	0.0008	29.6%	0.0158
ATR	0.0061	0.0060	-0.0001	-1.4%	0.0000
Volume	548	272	-276	-50.4%	4,892

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9753	0.9731	0.9658
R3	0.9718	0.9696	0.9649
R2	0.9683	0.9683	0.9645
R1	0.9661	0.9661	0.9642	0.9655
PP	0.9648	0.9648	0.9648	0.9645
S1	0.9626	0.9626	0.9636	0.9620
S2	0.9613	0.9613	0.9633
S3	0.9578	0.9591	0.9629
S4	0.9543	0.9556	0.9620

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%	60%	False	False	995
10	0.9726	0.9544	0.0182	1.9%	0.0057	0.6%	52%	False	False	672
20	0.9726	0.9535	0.0191	2.0%	0.0052	0.5%	54%	False	False	508
40	0.9785	0.9390	0.0395	4.1%	0.0058	0.6%	63%	False	False	449
60	0.9822	0.9390	0.0432	4.5%	0.0062	0.6%	58%	False	False	378
80	0.9924	0.9390	0.0534	5.5%	0.0056	0.6%	47%	False	False	327
100	0.9924	0.9390	0.0534	5.5%	0.0052	0.5%	47%	False	False	268
120	0.9924	0.9390	0.0534	5.5%	0.0049	0.5%	47%	False	False	235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9819
2.618	0.9762
1.618	0.9727
1.000	0.9705
0.618	0.9692
HIGH	0.9670
0.618	0.9657
0.500	0.9653
0.382	0.9648
LOW	0.9635
0.618	0.9613
1.000	0.9600
1.618	0.9578
2.618	0.9543
4.250	0.9486

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	0.9653	0.9666
PP	0.9648	0.9657
S1	0.9644	0.9648

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

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