CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	0.9481	0.9492	0.0011	0.1%	0.9658
High	0.9500	0.9498	-0.0002	0.0%	0.9664
Low	0.9437	0.9471	0.0034	0.4%	0.9437
Close	0.9488	0.9496	0.0008	0.1%	0.9488
Range	0.0063	0.0027	-0.0036	-57.1%	0.0227
ATR	0.0059	0.0057	-0.0002	-3.9%	0.0000
Volume	2,404	1,513	-891	-37.1%	6,602

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9569	0.9560	0.9511
R3	0.9542	0.9533	0.9503
R2	0.9515	0.9515	0.9501
R1	0.9506	0.9506	0.9498	0.9511
PP	0.9488	0.9488	0.9488	0.9491
S1	0.9479	0.9479	0.9494	0.9484
S2	0.9461	0.9461	0.9491
S3	0.9434	0.9452	0.9489
S4	0.9407	0.9425	0.9481

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	0.9638	0.9437	0.0201	2.1%	0.0052	0.6%	29%	False	False	1,446
10	0.9686	0.9437	0.0249	2.6%	0.0049	0.5%	24%	False	False	992
20	0.9726	0.9437	0.0289	3.0%	0.0053	0.6%	20%	False	False	834
40	0.9726	0.9390	0.0336	3.5%	0.0053	0.6%	32%	False	False	575
60	0.9822	0.9390	0.0432	4.5%	0.0059	0.6%	25%	False	False	504
80	0.9924	0.9390	0.0534	5.6%	0.0058	0.6%	20%	False	False	421
100	0.9924	0.9390	0.0534	5.6%	0.0054	0.6%	20%	False	False	362
120	0.9924	0.9390	0.0534	5.6%	0.0050	0.5%	20%	False	False	311

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9613
2.618	0.9569
1.618	0.9542
1.000	0.9525
0.618	0.9515
HIGH	0.9498
0.618	0.9488
0.500	0.9485
0.382	0.9481
LOW	0.9471
0.618	0.9454
1.000	0.9444
1.618	0.9427
2.618	0.9400
4.250	0.9356

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	0.9492	0.9490
PP	0.9488	0.9485
S1	0.9485	0.9479

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

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