CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	0.9586	0.9520	-0.0066	-0.7%	0.9692
High	0.9588	0.9521	-0.0067	-0.7%	0.9692
Low	0.9514	0.9473	-0.0041	-0.4%	0.9615
Close	0.9535	0.9475	-0.0060	-0.6%	0.9659
Range	0.0074	0.0048	-0.0026	-35.1%	0.0077
ATR	0.0059	0.0059	0.0000	0.4%	0.0000
Volume	891	2,101	1,210	135.8%	2,360

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9634	0.9602	0.9501
R3	0.9586	0.9554	0.9488
R2	0.9538	0.9538	0.9484
R1	0.9506	0.9506	0.9479	0.9498
PP	0.9490	0.9490	0.9490	0.9486
S1	0.9458	0.9458	0.9471	0.9450
S2	0.9442	0.9442	0.9466
S3	0.9394	0.9410	0.9462
S4	0.9346	0.9362	0.9449

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	0.9473	0.0213	2.2%	0.0052	0.6%	1%	False	True	948
10	0.9702	0.9473	0.0229	2.4%	0.0050	0.5%	1%	False	True	956
20	0.9726	0.9473	0.0253	2.7%	0.0052	0.5%	1%	False	True	680
40	0.9726	0.9390	0.0336	3.5%	0.0054	0.6%	25%	False	False	498
60	0.9822	0.9390	0.0432	4.6%	0.0060	0.6%	20%	False	False	447
80	0.9924	0.9390	0.0534	5.6%	0.0058	0.6%	16%	False	False	377
100	0.9924	0.9390	0.0534	5.6%	0.0054	0.6%	16%	False	False	324
120	0.9924	0.9390	0.0534	5.6%	0.0050	0.5%	16%	False	False	280

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9725
2.618	0.9647
1.618	0.9599
1.000	0.9569
0.618	0.9551
HIGH	0.9521
0.618	0.9503
0.500	0.9497
0.382	0.9491
LOW	0.9473
0.618	0.9443
1.000	0.9425
1.618	0.9395
2.618	0.9347
4.250	0.9269

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	0.9497	0.9556
PP	0.9490	0.9529
S1	0.9482	0.9502

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

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