CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 17-Sep-2013

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	0.9667	0.9663	-0.0004	0.0%	0.9585
High	0.9704	0.9711	0.0007	0.1%	0.9681
Low	0.9651	0.9655	0.0004	0.0%	0.9577
Close	0.9667	0.9694	0.0027	0.3%	0.9651
Range	0.0053	0.0056	0.0003	5.7%	0.0104
ATR	0.0052	0.0052	0.0000	0.5%	0.0000
Volume	52,623	51,327	-1,296	-2.5%	157,319

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9855	0.9830	0.9725
R3	0.9799	0.9774	0.9709
R2	0.9743	0.9743	0.9704
R1	0.9718	0.9718	0.9699	0.9731
PP	0.9687	0.9687	0.9687	0.9693
S1	0.9662	0.9662	0.9689	0.9675
S2	0.9631	0.9631	0.9684
S3	0.9575	0.9606	0.9679
S4	0.9519	0.9550	0.9663

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	0.9711	0.9625	0.0086	0.9%	0.0044	0.4%	80%	True	False	43,598
10	0.9711	0.9461	0.0250	2.6%	0.0053	0.5%	93%	True	False	27,747
20	0.9711	0.9437	0.0274	2.8%	0.0051	0.5%	94%	True	False	14,661
40	0.9726	0.9437	0.0289	3.0%	0.0051	0.5%	89%	False	False	7,622
60	0.9726	0.9390	0.0336	3.5%	0.0054	0.6%	90%	False	False	5,202
80	0.9822	0.9390	0.0432	4.5%	0.0058	0.6%	70%	False	False	3,969
100	0.9924	0.9390	0.0534	5.5%	0.0056	0.6%	57%	False	False	3,213
120	0.9924	0.9390	0.0534	5.5%	0.0053	0.5%	57%	False	False	2,686

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	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9949
2.618	0.9858
1.618	0.9802
1.000	0.9767
0.618	0.9746
HIGH	0.9711
0.618	0.9690
0.500	0.9683
0.382	0.9676
LOW	0.9655
0.618	0.9620
1.000	0.9599
1.618	0.9564
2.618	0.9508
4.250	0.9417

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	0.9690	0.9687
PP	0.9687	0.9680
S1	0.9683	0.9673

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

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