CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 28-Aug-2013

Day Change Summary
	Previous	Current
	27-Aug-2013	28-Aug-2013	Change	Change %	Previous Week
Open	0.9497	0.9519	0.0022	0.2%	0.9658
High	0.9522	0.9520	-0.0002	0.0%	0.9664
Low	0.9462	0.9490	0.0028	0.3%	0.9437
Close	0.9510	0.9515	0.0005	0.1%	0.9488
Range	0.0060	0.0030	-0.0030	-50.0%	0.0227
ATR	0.0057	0.0055	-0.0002	-3.4%	0.0000
Volume	1,979	1,177	-802	-40.5%	6,602

Daily Pivots for day following 28-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9598	0.9587	0.9532
R3	0.9568	0.9557	0.9523
R2	0.9538	0.9538	0.9521
R1	0.9527	0.9527	0.9518	0.9518
PP	0.9508	0.9508	0.9508	0.9504
S1	0.9497	0.9497	0.9512	0.9488
S2	0.9478	0.9478	0.9510
S3	0.9448	0.9467	0.9507
S4	0.9418	0.9437	0.9499

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	0.9522	0.9437	0.0085	0.9%	0.0046	0.5%	92%	False	False	1,834
10	0.9686	0.9437	0.0249	2.6%	0.0050	0.5%	31%	False	False	1,237
20	0.9702	0.9437	0.0265	2.8%	0.0052	0.5%	29%	False	False	960
40	0.9726	0.9390	0.0336	3.5%	0.0053	0.6%	37%	False	False	645
60	0.9822	0.9390	0.0432	4.5%	0.0058	0.6%	29%	False	False	552
80	0.9924	0.9390	0.0534	5.6%	0.0059	0.6%	23%	False	False	457
100	0.9924	0.9390	0.0534	5.6%	0.0054	0.6%	23%	False	False	393
120	0.9924	0.9390	0.0534	5.6%	0.0050	0.5%	23%	False	False	336

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9648
2.618	0.9599
1.618	0.9569
1.000	0.9550
0.618	0.9539
HIGH	0.9520
0.618	0.9509
0.500	0.9505
0.382	0.9501
LOW	0.9490
0.618	0.9471
1.000	0.9460
1.618	0.9441
2.618	0.9411
4.250	0.9363

Fisher Pivots for day following 28-Aug-2013
Pivot	1 day	3 day
R1	0.9512	0.9507
PP	0.9508	0.9500
S1	0.9505	0.9492

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

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