CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 16-Aug-2013

Day Change Summary
	Previous	Current
	15-Aug-2013	16-Aug-2013	Change	Change %	Previous Week
Open	0.9665	0.9685	0.0020	0.2%	0.9692
High	0.9680	0.9686	0.0006	0.1%	0.9692
Low	0.9620	0.9625	0.0005	0.1%	0.9615
Close	0.9680	0.9659	-0.0021	-0.2%	0.9659
Range	0.0060	0.0061	0.0001	1.7%	0.0077
ATR	0.0059	0.0059	0.0000	0.3%	0.0000
Volume	554	546	-8	-1.4%	2,360

Daily Pivots for day following 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9840	0.9810	0.9693
R3	0.9779	0.9749	0.9676
R2	0.9718	0.9718	0.9670
R1	0.9688	0.9688	0.9665	0.9673
PP	0.9657	0.9657	0.9657	0.9649
S1	0.9627	0.9627	0.9653	0.9612
S2	0.9596	0.9596	0.9648
S3	0.9535	0.9566	0.9642
S4	0.9474	0.9505	0.9625

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9886	0.9850	0.9701
R3	0.9809	0.9773	0.9680
R2	0.9732	0.9732	0.9673
R1	0.9696	0.9696	0.9666	0.9676
PP	0.9655	0.9655	0.9655	0.9645
S1	0.9619	0.9619	0.9652	0.9599
S2	0.9578	0.9578	0.9645
S3	0.9501	0.9542	0.9638
S4	0.9424	0.9465	0.9617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9692	0.9615	0.0077	0.8%	0.0046	0.5%	57%	False	False	472
10	0.9702	0.9544	0.0158	1.6%	0.0054	0.6%	73%	False	False	725
20	0.9726	0.9544	0.0182	1.9%	0.0052	0.5%	63%	False	False	562
40	0.9726	0.9390	0.0336	3.5%	0.0057	0.6%	80%	False	False	471
60	0.9822	0.9390	0.0432	4.5%	0.0061	0.6%	62%	False	False	395
80	0.9924	0.9390	0.0534	5.5%	0.0057	0.6%	50%	False	False	341
100	0.9924	0.9390	0.0534	5.5%	0.0053	0.5%	50%	False	False	283
120	0.9924	0.9390	0.0534	5.5%	0.0050	0.5%	50%	False	False	247

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9945
2.618	0.9846
1.618	0.9785
1.000	0.9747
0.618	0.9724
HIGH	0.9686
0.618	0.9663
0.500	0.9656
0.382	0.9648
LOW	0.9625
0.618	0.9587
1.000	0.9564
1.618	0.9526
2.618	0.9465
4.250	0.9366

Fisher Pivots for day following 16-Aug-2013
Pivot	1 day	3 day
R1	0.9658	0.9656
PP	0.9657	0.9653
S1	0.9656	0.9651

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

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