CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 12-Sep-2013

Day Change Summary
	Previous	Current
	11-Sep-2013	12-Sep-2013	Change	Change %	Previous Week
Open	0.9640	0.9672	0.0032	0.3%	0.9466
High	0.9674	0.9681	0.0007	0.1%	0.9609
Low	0.9625	0.9653	0.0028	0.3%	0.9445
Close	0.9669	0.9664	-0.0005	-0.1%	0.9592
Range	0.0049	0.0028	-0.0021	-42.9%	0.0164
ATR	0.0056	0.0054	-0.0002	-3.5%	0.0000
Volume	39,357	37,127	-2,230	-5.7%	17,872

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9750	0.9735	0.9679
R3	0.9722	0.9707	0.9672
R2	0.9694	0.9694	0.9669
R1	0.9679	0.9679	0.9667	0.9673
PP	0.9666	0.9666	0.9666	0.9663
S1	0.9651	0.9651	0.9661	0.9645
S2	0.9638	0.9638	0.9659
S3	0.9610	0.9623	0.9656
S4	0.9582	0.9595	0.9649

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	0.9681	0.9494	0.0187	1.9%	0.0058	0.6%	91%	True	False	25,538
10	0.9681	0.9445	0.0236	2.4%	0.0053	0.5%	93%	True	False	14,134
20	0.9686	0.9437	0.0249	2.6%	0.0052	0.5%	91%	False	False	7,685
40	0.9726	0.9437	0.0289	3.0%	0.0051	0.5%	79%	False	False	4,105
60	0.9785	0.9390	0.0395	4.1%	0.0056	0.6%	69%	False	False	2,861
80	0.9822	0.9390	0.0432	4.5%	0.0059	0.6%	63%	False	False	2,206
100	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	51%	False	False	1,803
120	0.9924	0.9390	0.0534	5.5%	0.0052	0.5%	51%	False	False	1,508

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9800
2.618	0.9754
1.618	0.9726
1.000	0.9709
0.618	0.9698
HIGH	0.9681
0.618	0.9670
0.500	0.9667
0.382	0.9664
LOW	0.9653
0.618	0.9636
1.000	0.9625
1.618	0.9608
2.618	0.9580
4.250	0.9534

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	0.9667	0.9658
PP	0.9666	0.9651
S1	0.9665	0.9645

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

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