CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 10-Sep-2013

Day Change Summary
	Previous	Current
	09-Sep-2013	10-Sep-2013	Change	Change %	Previous Week
Open	0.9585	0.9616	0.0031	0.3%	0.9466
High	0.9628	0.9656	0.0028	0.3%	0.9609
Low	0.9577	0.9609	0.0032	0.3%	0.9445
Close	0.9622	0.9640	0.0018	0.2%	0.9592
Range	0.0051	0.0047	-0.0004	-7.8%	0.0164
ATR	0.0057	0.0056	-0.0001	-1.2%	0.0000
Volume	15,935	27,343	11,408	71.6%	17,872

Daily Pivots for day following 10-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9776	0.9755	0.9666
R3	0.9729	0.9708	0.9653
R2	0.9682	0.9682	0.9649
R1	0.9661	0.9661	0.9644	0.9672
PP	0.9635	0.9635	0.9635	0.9640
S1	0.9614	0.9614	0.9636	0.9625
S2	0.9588	0.9588	0.9631
S3	0.9541	0.9567	0.9627
S4	0.9494	0.9520	0.9614

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	0.9656	0.9461	0.0195	2.0%	0.0062	0.6%	92%	True	False	11,897
10	0.9656	0.9445	0.0211	2.2%	0.0054	0.6%	92%	True	False	6,801
20	0.9686	0.9437	0.0249	2.6%	0.0052	0.5%	82%	False	False	3,897
40	0.9726	0.9437	0.0289	3.0%	0.0053	0.5%	70%	False	False	2,200
60	0.9801	0.9390	0.0411	4.3%	0.0056	0.6%	61%	False	False	1,595
80	0.9822	0.9390	0.0432	4.5%	0.0060	0.6%	58%	False	False	1,255
100	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	47%	False	False	1,038
120	0.9924	0.9390	0.0534	5.5%	0.0052	0.5%	47%	False	False	871

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9856
2.618	0.9779
1.618	0.9732
1.000	0.9703
0.618	0.9685
HIGH	0.9656
0.618	0.9638
0.500	0.9633
0.382	0.9627
LOW	0.9609
0.618	0.9580
1.000	0.9562
1.618	0.9533
2.618	0.9486
4.250	0.9409

Fisher Pivots for day following 10-Sep-2013
Pivot	1 day	3 day
R1	0.9638	0.9618
PP	0.9635	0.9597
S1	0.9633	0.9575

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

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