CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 23-Sep-2013

Day Change Summary
	Previous	Current
	20-Sep-2013	23-Sep-2013	Change	Change %	Previous Week
Open	0.9722	0.9685	-0.0037	-0.4%	0.9667
High	0.9725	0.9712	-0.0013	-0.1%	0.9799
Low	0.9679	0.9682	0.0003	0.0%	0.9651
Close	0.9695	0.9711	0.0016	0.2%	0.9695
Range	0.0046	0.0030	-0.0016	-34.8%	0.0148
ATR	0.0057	0.0055	-0.0002	-3.4%	0.0000
Volume	50,384	45,300	-5,084	-10.1%	301,955

Daily Pivots for day following 23-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9792	0.9781	0.9728
R3	0.9762	0.9751	0.9719
R2	0.9732	0.9732	0.9717
R1	0.9721	0.9721	0.9714	0.9727
PP	0.9702	0.9702	0.9702	0.9704
S1	0.9691	0.9691	0.9708	0.9697
S2	0.9672	0.9672	0.9706
S3	0.9642	0.9661	0.9703
S4	0.9612	0.9631	0.9695

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	0.9655	0.0144	1.5%	0.0065	0.7%	39%	False	False	58,926
10	0.9799	0.9609	0.0190	2.0%	0.0053	0.5%	54%	False	False	48,863
20	0.9799	0.9445	0.0354	3.6%	0.0053	0.5%	75%	False	False	26,541
40	0.9799	0.9437	0.0362	3.7%	0.0053	0.5%	76%	False	False	13,659
60	0.9799	0.9390	0.0409	4.2%	0.0054	0.6%	78%	False	False	9,211
80	0.9822	0.9390	0.0432	4.4%	0.0058	0.6%	74%	False	False	6,995
100	0.9924	0.9390	0.0534	5.5%	0.0057	0.6%	60%	False	False	5,630
120	0.9924	0.9390	0.0534	5.5%	0.0054	0.6%	60%	False	False	4,713

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9840
2.618	0.9791
1.618	0.9761
1.000	0.9742
0.618	0.9731
HIGH	0.9712
0.618	0.9701
0.500	0.9697
0.382	0.9693
LOW	0.9682
0.618	0.9663
1.000	0.9652
1.618	0.9633
2.618	0.9603
4.250	0.9555

Fisher Pivots for day following 23-Sep-2013
Pivot	1 day	3 day
R1	0.9706	0.9739
PP	0.9702	0.9730
S1	0.9697	0.9720

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

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