CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 23-Aug-2013

Day Change Summary
	Previous	Current
	22-Aug-2013	23-Aug-2013	Change	Change %	Previous Week
Open	0.9520	0.9481	-0.0039	-0.4%	0.9658
High	0.9521	0.9500	-0.0021	-0.2%	0.9664
Low	0.9473	0.9437	-0.0036	-0.4%	0.9437
Close	0.9475	0.9488	0.0013	0.1%	0.9488
Range	0.0048	0.0063	0.0015	31.3%	0.0227
ATR	0.0059	0.0059	0.0000	0.5%	0.0000
Volume	2,101	2,404	303	14.4%	6,602

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9664	0.9639	0.9523
R3	0.9601	0.9576	0.9505
R2	0.9538	0.9538	0.9500
R1	0.9513	0.9513	0.9494	0.9526
PP	0.9475	0.9475	0.9475	0.9481
S1	0.9450	0.9450	0.9482	0.9463
S2	0.9412	0.9412	0.9476
S3	0.9349	0.9387	0.9471
S4	0.9286	0.9324	0.9453

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0211	1.0076	0.9613
R3	0.9984	0.9849	0.9550
R2	0.9757	0.9757	0.9530
R1	0.9622	0.9622	0.9509	0.9576
PP	0.9530	0.9530	0.9530	0.9507
S1	0.9395	0.9395	0.9467	0.9349
S2	0.9303	0.9303	0.9446
S3	0.9076	0.9168	0.9426
S4	0.8849	0.8941	0.9363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9664	0.9437	0.0227	2.4%	0.0053	0.6%	22%	False	True	1,320
10	0.9692	0.9437	0.0255	2.7%	0.0049	0.5%	20%	False	True	896
20	0.9726	0.9437	0.0289	3.0%	0.0053	0.6%	18%	False	True	778
40	0.9726	0.9390	0.0336	3.5%	0.0054	0.6%	29%	False	False	546
60	0.9822	0.9390	0.0432	4.6%	0.0060	0.6%	23%	False	False	480
80	0.9924	0.9390	0.0534	5.6%	0.0058	0.6%	18%	False	False	403
100	0.9924	0.9390	0.0534	5.6%	0.0055	0.6%	18%	False	False	348
120	0.9924	0.9390	0.0534	5.6%	0.0050	0.5%	18%	False	False	300

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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9768
2.618	0.9665
1.618	0.9602
1.000	0.9563
0.618	0.9539
HIGH	0.9500
0.618	0.9476
0.500	0.9469
0.382	0.9461
LOW	0.9437
0.618	0.9398
1.000	0.9374
1.618	0.9335
2.618	0.9272
4.250	0.9169

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	0.9482	0.9513
PP	0.9475	0.9504
S1	0.9469	0.9496

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

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