CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 03-Sep-2013

Day Change Summary
	Previous	Current
	30-Aug-2013	03-Sep-2013	Change	Change %	Previous Week
Open	0.9468	0.9466	-0.0002	0.0%	0.9492
High	0.9490	0.9491	0.0001	0.0%	0.9522
Low	0.9448	0.9445	-0.0003	0.0%	0.9448
Close	0.9471	0.9467	-0.0004	0.0%	0.9471
Range	0.0042	0.0046	0.0004	9.5%	0.0074
ATR	0.0054	0.0054	-0.0001	-1.1%	0.0000
Volume	2,809	1,663	-1,146	-40.8%	8,377

Daily Pivots for day following 03-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9606	0.9582	0.9492
R3	0.9560	0.9536	0.9480
R2	0.9514	0.9514	0.9475
R1	0.9490	0.9490	0.9471	0.9502
PP	0.9468	0.9468	0.9468	0.9474
S1	0.9444	0.9444	0.9463	0.9456
S2	0.9422	0.9422	0.9459
S3	0.9376	0.9398	0.9454
S4	0.9330	0.9352	0.9442

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	0.9445	0.0077	0.8%	0.0047	0.5%	29%	False	True	1,705
10	0.9638	0.9437	0.0201	2.1%	0.0050	0.5%	15%	False	False	1,576
20	0.9702	0.9437	0.0265	2.8%	0.0051	0.5%	11%	False	False	1,160
40	0.9726	0.9437	0.0289	3.1%	0.0052	0.5%	10%	False	False	742
60	0.9822	0.9390	0.0432	4.6%	0.0055	0.6%	18%	False	False	629
80	0.9880	0.9390	0.0490	5.2%	0.0060	0.6%	16%	False	False	523
100	0.9924	0.9390	0.0534	5.6%	0.0055	0.6%	14%	False	False	446
120	0.9924	0.9390	0.0534	5.6%	0.0051	0.5%	14%	False	False	380

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9687
2.618	0.9611
1.618	0.9565
1.000	0.9537
0.618	0.9519
HIGH	0.9491
0.618	0.9473
0.500	0.9468
0.382	0.9463
LOW	0.9445
0.618	0.9417
1.000	0.9399
1.618	0.9371
2.618	0.9325
4.250	0.9250

Fisher Pivots for day following 03-Sep-2013
Pivot	1 day	3 day
R1	0.9468	0.9481
PP	0.9468	0.9476
S1	0.9467	0.9472

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

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