CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 21-Aug-2013

Day Change Summary
	Previous	Current
	20-Aug-2013	21-Aug-2013	Change	Change %	Previous Week
Open	0.9638	0.9586	-0.0052	-0.5%	0.9692
High	0.9638	0.9588	-0.0050	-0.5%	0.9692
Low	0.9588	0.9514	-0.0074	-0.8%	0.9615
Close	0.9599	0.9535	-0.0064	-0.7%	0.9659
Range	0.0050	0.0074	0.0024	48.0%	0.0077
ATR	0.0057	0.0059	0.0002	3.6%	0.0000
Volume	324	891	567	175.0%	2,360

Daily Pivots for day following 21-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9768	0.9725	0.9576
R3	0.9694	0.9651	0.9555
R2	0.9620	0.9620	0.9549
R1	0.9577	0.9577	0.9542	0.9562
PP	0.9546	0.9546	0.9546	0.9538
S1	0.9503	0.9503	0.9528	0.9488
S2	0.9472	0.9472	0.9521
S3	0.9398	0.9429	0.9515
S4	0.9324	0.9355	0.9494

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	0.9686	0.9514	0.0172	1.8%	0.0055	0.6%	12%	False	True	639
10	0.9702	0.9514	0.0188	2.0%	0.0057	0.6%	11%	False	True	812
20	0.9726	0.9514	0.0212	2.2%	0.0052	0.5%	10%	False	True	592
40	0.9726	0.9390	0.0336	3.5%	0.0054	0.6%	43%	False	False	453
60	0.9822	0.9390	0.0432	4.5%	0.0060	0.6%	34%	False	False	420
80	0.9924	0.9390	0.0534	5.6%	0.0058	0.6%	27%	False	False	352
100	0.9924	0.9390	0.0534	5.6%	0.0054	0.6%	27%	False	False	303
120	0.9924	0.9390	0.0534	5.6%	0.0050	0.5%	27%	False	False	263

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	0.0007
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9903
2.618	0.9782
1.618	0.9708
1.000	0.9662
0.618	0.9634
HIGH	0.9588
0.618	0.9560
0.500	0.9551
0.382	0.9542
LOW	0.9514
0.618	0.9468
1.000	0.9440
1.618	0.9394
2.618	0.9320
4.250	0.9200

Fisher Pivots for day following 21-Aug-2013
Pivot	1 day	3 day
R1	0.9551	0.9589
PP	0.9546	0.9571
S1	0.9540	0.9553

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

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