CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 13-Sep-2013

Day Change Summary
	Previous	Current
	12-Sep-2013	13-Sep-2013	Change	Change %	Previous Week
Open	0.9672	0.9664	-0.0008	-0.1%	0.9585
High	0.9681	0.9666	-0.0015	-0.2%	0.9681
Low	0.9653	0.9634	-0.0019	-0.2%	0.9577
Close	0.9664	0.9651	-0.0013	-0.1%	0.9651
Range	0.0028	0.0032	0.0004	14.3%	0.0104
ATR	0.0054	0.0052	-0.0002	-2.9%	0.0000
Volume	37,127	37,557	430	1.2%	157,319

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9746	0.9731	0.9669
R3	0.9714	0.9699	0.9660
R2	0.9682	0.9682	0.9657
R1	0.9667	0.9667	0.9654	0.9659
PP	0.9650	0.9650	0.9650	0.9646
S1	0.9635	0.9635	0.9648	0.9627
S2	0.9618	0.9618	0.9645
S3	0.9586	0.9603	0.9642
S4	0.9554	0.9571	0.9633

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9948	0.9904	0.9708
R3	0.9844	0.9800	0.9680
R2	0.9740	0.9740	0.9670
R1	0.9696	0.9696	0.9661	0.9718
PP	0.9636	0.9636	0.9636	0.9648
S1	0.9592	0.9592	0.9641	0.9614
S2	0.9532	0.9532	0.9632
S3	0.9428	0.9488	0.9622
S4	0.9324	0.9384	0.9594

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9681	0.9577	0.0104	1.1%	0.0041	0.4%	71%	False	False	31,463
10	0.9681	0.9445	0.0236	2.4%	0.0051	0.5%	87%	False	False	17,800
20	0.9686	0.9437	0.0249	2.6%	0.0050	0.5%	86%	False	False	9,535
40	0.9726	0.9437	0.0289	3.0%	0.0050	0.5%	74%	False	False	5,040
60	0.9726	0.9390	0.0336	3.5%	0.0055	0.6%	78%	False	False	3,487
80	0.9822	0.9390	0.0432	4.5%	0.0059	0.6%	60%	False	False	2,675
100	0.9924	0.9390	0.0534	5.5%	0.0056	0.6%	49%	False	False	2,178
120	0.9924	0.9390	0.0534	5.5%	0.0052	0.5%	49%	False	False	1,821

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

Fibonacci Retracements and Extensions
4.250	0.9802
2.618	0.9750
1.618	0.9718
1.000	0.9698
0.618	0.9686
HIGH	0.9666
0.618	0.9654
0.500	0.9650
0.382	0.9646
LOW	0.9634
0.618	0.9614
1.000	0.9602
1.618	0.9582
2.618	0.9550
4.250	0.9498

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	0.9651	0.9653
PP	0.9650	0.9652
S1	0.9650	0.9652

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

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