CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 05-Sep-2013

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	0.9469	0.9503	0.0034	0.4%	0.9492
High	0.9522	0.9521	-0.0001	0.0%	0.9522
Low	0.9461	0.9487	0.0026	0.3%	0.9448
Close	0.9505	0.9497	-0.0008	-0.1%	0.9471
Range	0.0061	0.0034	-0.0027	-44.3%	0.0074
ATR	0.0054	0.0053	-0.0001	-2.7%	0.0000
Volume	2,068	6,209	4,141	200.2%	8,377

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9604	0.9584	0.9516
R3	0.9570	0.9550	0.9506
R2	0.9536	0.9536	0.9503
R1	0.9516	0.9516	0.9500	0.9509
PP	0.9502	0.9502	0.9502	0.9498
S1	0.9482	0.9482	0.9494	0.9475
S2	0.9468	0.9468	0.9491
S3	0.9434	0.9448	0.9488
S4	0.9400	0.9414	0.9478

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%	0.0048	0.5%	68%	False	False	2,729
10	0.9522	0.9437	0.0085	0.9%	0.0047	0.5%	71%	False	False	2,282
20	0.9702	0.9437	0.0265	2.8%	0.0052	0.5%	23%	False	False	1,547
40	0.9726	0.9437	0.0289	3.0%	0.0051	0.5%	21%	False	False	942
60	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	25%	False	False	755
80	0.9844	0.9390	0.0454	4.8%	0.0059	0.6%	24%	False	False	622
100	0.9924	0.9390	0.0534	5.6%	0.0054	0.6%	20%	False	False	528
120	0.9924	0.9390	0.0534	5.6%	0.0051	0.5%	20%	False	False	448

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9666
2.618	0.9610
1.618	0.9576
1.000	0.9555
0.618	0.9542
HIGH	0.9521
0.618	0.9508
0.500	0.9504
0.382	0.9500
LOW	0.9487
0.618	0.9466
1.000	0.9453
1.618	0.9432
2.618	0.9398
4.250	0.9343

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	0.9504	0.9493
PP	0.9502	0.9488
S1	0.9499	0.9484

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

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