CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 04-Sep-2013

Day Change Summary
	Previous	Current
	03-Sep-2013	04-Sep-2013	Change	Change %	Previous Week
Open	0.9466	0.9469	0.0003	0.0%	0.9492
High	0.9491	0.9522	0.0031	0.3%	0.9522
Low	0.9445	0.9461	0.0016	0.2%	0.9448
Close	0.9467	0.9505	0.0038	0.4%	0.9471
Range	0.0046	0.0061	0.0015	32.6%	0.0074
ATR	0.0054	0.0054	0.0001	1.0%	0.0000
Volume	1,663	2,068	405	24.4%	8,377

Daily Pivots for day following 04-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9679	0.9653	0.9539
R3	0.9618	0.9592	0.9522
R2	0.9557	0.9557	0.9516
R1	0.9531	0.9531	0.9511	0.9544
PP	0.9496	0.9496	0.9496	0.9503
S1	0.9470	0.9470	0.9499	0.9483
S2	0.9435	0.9435	0.9494
S3	0.9374	0.9409	0.9488
S4	0.9313	0.9348	0.9471

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%	78%	True	False	1,723
10	0.9588	0.9437	0.0151	1.6%	0.0051	0.5%	45%	False	False	1,750
20	0.9702	0.9437	0.0265	2.8%	0.0053	0.6%	26%	False	False	1,261
40	0.9726	0.9437	0.0289	3.0%	0.0053	0.6%	24%	False	False	789
60	0.9822	0.9390	0.0432	4.5%	0.0056	0.6%	27%	False	False	656
80	0.9865	0.9390	0.0475	5.0%	0.0059	0.6%	24%	False	False	547
100	0.9924	0.9390	0.0534	5.6%	0.0055	0.6%	22%	False	False	466
120	0.9924	0.9390	0.0534	5.6%	0.0051	0.5%	22%	False	False	396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9781
2.618	0.9682
1.618	0.9621
1.000	0.9583
0.618	0.9560
HIGH	0.9522
0.618	0.9499
0.500	0.9492
0.382	0.9484
LOW	0.9461
0.618	0.9423
1.000	0.9400
1.618	0.9362
2.618	0.9301
4.250	0.9202

Fisher Pivots for day following 04-Sep-2013
Pivot	1 day	3 day
R1	0.9501	0.9498
PP	0.9496	0.9491
S1	0.9492	0.9484

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

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