CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 20-Sep-2013

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	0.9754	0.9722	-0.0032	-0.3%	0.9667
High	0.9799	0.9725	-0.0074	-0.8%	0.9799
Low	0.9719	0.9679	-0.0040	-0.4%	0.9651
Close	0.9725	0.9695	-0.0030	-0.3%	0.9695
Range	0.0080	0.0046	-0.0034	-42.5%	0.0148
ATR	0.0058	0.0057	-0.0001	-1.5%	0.0000
Volume	78,093	50,384	-27,709	-35.5%	301,955

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9838	0.9812	0.9720
R3	0.9792	0.9766	0.9708
R2	0.9746	0.9746	0.9703
R1	0.9720	0.9720	0.9699	0.9710
PP	0.9700	0.9700	0.9700	0.9695
S1	0.9674	0.9674	0.9691	0.9664
S2	0.9654	0.9654	0.9687
S3	0.9608	0.9628	0.9682
S4	0.9562	0.9582	0.9670

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0159	1.0075	0.9776
R3	1.0011	0.9927	0.9736
R2	0.9863	0.9863	0.9722
R1	0.9779	0.9779	0.9709	0.9821
PP	0.9715	0.9715	0.9715	0.9736
S1	0.9631	0.9631	0.9681	0.9673
S2	0.9567	0.9567	0.9668
S3	0.9419	0.9483	0.9654
S4	0.9271	0.9335	0.9614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9799	0.9651	0.0148	1.5%	0.0069	0.7%	30%	False	False	60,391
10	0.9799	0.9577	0.0222	2.3%	0.0055	0.6%	53%	False	False	45,927
20	0.9799	0.9437	0.0362	3.7%	0.0054	0.6%	71%	False	False	24,396
40	0.9799	0.9437	0.0362	3.7%	0.0053	0.5%	71%	False	False	12,538
60	0.9799	0.9390	0.0409	4.2%	0.0054	0.6%	75%	False	False	8,464
80	0.9822	0.9390	0.0432	4.5%	0.0058	0.6%	71%	False	False	6,434
100	0.9924	0.9390	0.0534	5.5%	0.0057	0.6%	57%	False	False	5,181
120	0.9924	0.9390	0.0534	5.5%	0.0054	0.6%	57%	False	False	4,336

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9921
2.618	0.9845
1.618	0.9799
1.000	0.9771
0.618	0.9753
HIGH	0.9725
0.618	0.9707
0.500	0.9702
0.382	0.9697
LOW	0.9679
0.618	0.9651
1.000	0.9633
1.618	0.9605
2.618	0.9559
4.250	0.9484

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	0.9702	0.9735
PP	0.9700	0.9721
S1	0.9697	0.9708

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

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