CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	0.9503	0.9496	-0.0007	-0.1%	0.9466
High	0.9521	0.9609	0.0088	0.9%	0.9609
Low	0.9487	0.9494	0.0007	0.1%	0.9445
Close	0.9497	0.9592	0.0095	1.0%	0.9592
Range	0.0034	0.0115	0.0081	238.2%	0.0164
ATR	0.0053	0.0057	0.0004	8.4%	0.0000
Volume	6,209	7,932	1,723	27.8%	17,872

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9910	0.9866	0.9655
R3	0.9795	0.9751	0.9624
R2	0.9680	0.9680	0.9613
R1	0.9636	0.9636	0.9603	0.9658
PP	0.9565	0.9565	0.9565	0.9576
S1	0.9521	0.9521	0.9581	0.9543
S2	0.9450	0.9450	0.9571
S3	0.9335	0.9406	0.9560
S4	0.9220	0.9291	0.9529

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0041	0.9980	0.9682
R3	0.9877	0.9816	0.9637
R2	0.9713	0.9713	0.9622
R1	0.9652	0.9652	0.9607	0.9683
PP	0.9549	0.9549	0.9549	0.9564
S1	0.9488	0.9488	0.9577	0.9519
S2	0.9385	0.9385	0.9562
S3	0.9221	0.9324	0.9547
S4	0.9057	0.9160	0.9502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9609	0.9445	0.0164	1.7%	0.0060	0.6%	90%	True	False	4,136
10	0.9609	0.9437	0.0172	1.8%	0.0054	0.6%	90%	True	False	2,865
20	0.9702	0.9437	0.0265	2.8%	0.0052	0.5%	58%	False	False	1,910
40	0.9726	0.9437	0.0289	3.0%	0.0052	0.5%	54%	False	False	1,137
60	0.9822	0.9390	0.0432	4.5%	0.0056	0.6%	47%	False	False	883
80	0.9822	0.9390	0.0432	4.5%	0.0060	0.6%	47%	False	False	720
100	0.9924	0.9390	0.0534	5.6%	0.0055	0.6%	38%	False	False	606
120	0.9924	0.9390	0.0534	5.6%	0.0052	0.5%	38%	False	False	511

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.0098
2.618	0.9910
1.618	0.9795
1.000	0.9724
0.618	0.9680
HIGH	0.9609
0.618	0.9565
0.500	0.9552
0.382	0.9538
LOW	0.9494
0.618	0.9423
1.000	0.9379
1.618	0.9308
2.618	0.9193
4.250	0.9005

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	0.9579	0.9573
PP	0.9565	0.9554
S1	0.9552	0.9535

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

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