CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 14-Aug-2013

Day Change Summary
	Previous	Current
	13-Aug-2013	14-Aug-2013	Change	Change %	Previous Week
Open	0.9670	0.9640	-0.0030	-0.3%	0.9594
High	0.9670	0.9660	-0.0010	-0.1%	0.9702
Low	0.9635	0.9615	-0.0020	-0.2%	0.9544
Close	0.9639	0.9650	0.0011	0.1%	0.9702
Range	0.0035	0.0045	0.0010	28.6%	0.0158
ATR	0.0060	0.0059	-0.0001	-1.8%	0.0000
Volume	272	440	168	61.8%	4,892

Daily Pivots for day following 14-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9777	0.9758	0.9675
R3	0.9732	0.9713	0.9662
R2	0.9687	0.9687	0.9658
R1	0.9668	0.9668	0.9654	0.9678
PP	0.9642	0.9642	0.9642	0.9646
S1	0.9623	0.9623	0.9646	0.9633
S2	0.9597	0.9597	0.9642
S3	0.9552	0.9578	0.9638
S4	0.9507	0.9533	0.9625

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	0.9560	0.0142	1.5%	0.0059	0.6%	63%	False	False	985
10	0.9702	0.9544	0.0158	1.6%	0.0053	0.5%	67%	False	False	683
20	0.9726	0.9544	0.0182	1.9%	0.0050	0.5%	58%	False	False	525
40	0.9785	0.9390	0.0395	4.1%	0.0059	0.6%	66%	False	False	450
60	0.9822	0.9390	0.0432	4.5%	0.0062	0.6%	60%	False	False	380
80	0.9924	0.9390	0.0534	5.5%	0.0056	0.6%	49%	False	False	332
100	0.9924	0.9390	0.0534	5.5%	0.0052	0.5%	49%	False	False	273
120	0.9924	0.9390	0.0534	5.5%	0.0049	0.5%	49%	False	False	238

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9851
2.618	0.9778
1.618	0.9733
1.000	0.9705
0.618	0.9688
HIGH	0.9660
0.618	0.9643
0.500	0.9638
0.382	0.9632
LOW	0.9615
0.618	0.9587
1.000	0.9570
1.618	0.9542
2.618	0.9497
4.250	0.9424

Fisher Pivots for day following 14-Aug-2013
Pivot	1 day	3 day
R1	0.9646	0.9654
PP	0.9642	0.9652
S1	0.9638	0.9651

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

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