CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 30-Aug-2013

Day Change Summary
	Previous	Current
	29-Aug-2013	30-Aug-2013	Change	Change %	Previous Week
Open	0.9509	0.9468	-0.0041	-0.4%	0.9492
High	0.9517	0.9490	-0.0027	-0.3%	0.9522
Low	0.9460	0.9448	-0.0012	-0.1%	0.9448
Close	0.9471	0.9471	0.0000	0.0%	0.9471
Range	0.0057	0.0042	-0.0015	-26.3%	0.0074
ATR	0.0055	0.0054	-0.0001	-1.7%	0.0000
Volume	899	2,809	1,910	212.5%	8,377

Daily Pivots for day following 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9596	0.9575	0.9494
R3	0.9554	0.9533	0.9483
R2	0.9512	0.9512	0.9479
R1	0.9491	0.9491	0.9475	0.9502
PP	0.9470	0.9470	0.9470	0.9475
S1	0.9449	0.9449	0.9467	0.9460
S2	0.9428	0.9428	0.9463
S3	0.9386	0.9407	0.9459
S4	0.9344	0.9365	0.9448

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9702	0.9661	0.9512
R3	0.9628	0.9587	0.9491
R2	0.9554	0.9554	0.9485
R1	0.9513	0.9513	0.9478	0.9497
PP	0.9480	0.9480	0.9480	0.9472
S1	0.9439	0.9439	0.9464	0.9423
S2	0.9406	0.9406	0.9457
S3	0.9332	0.9365	0.9451
S4	0.9258	0.9291	0.9430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9522	0.9448	0.0074	0.8%	0.0043	0.5%	31%	False	True	1,675
10	0.9664	0.9437	0.0227	2.4%	0.0048	0.5%	15%	False	False	1,497
20	0.9702	0.9437	0.0265	2.8%	0.0051	0.5%	13%	False	False	1,111
40	0.9726	0.9414	0.0312	3.3%	0.0051	0.5%	18%	False	False	725
60	0.9822	0.9390	0.0432	4.6%	0.0057	0.6%	19%	False	False	611
80	0.9924	0.9390	0.0534	5.6%	0.0060	0.6%	15%	False	False	502
100	0.9924	0.9390	0.0534	5.6%	0.0055	0.6%	15%	False	False	429
120	0.9924	0.9390	0.0534	5.6%	0.0051	0.5%	15%	False	False	366

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9669
2.618	0.9600
1.618	0.9558
1.000	0.9532
0.618	0.9516
HIGH	0.9490
0.618	0.9474
0.500	0.9469
0.382	0.9464
LOW	0.9448
0.618	0.9422
1.000	0.9406
1.618	0.9380
2.618	0.9338
4.250	0.9270

Fisher Pivots for day following 30-Aug-2013
Pivot	1 day	3 day
R1	0.9470	0.9484
PP	0.9470	0.9480
S1	0.9469	0.9475

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

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