CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 27-Sep-2013

Day Change Summary
	Previous	Current
	26-Sep-2013	27-Sep-2013	Change	Change %	Previous Week
Open	0.9676	0.9680	0.0004	0.0%	0.9685
High	0.9687	0.9692	0.0005	0.1%	0.9723
Low	0.9651	0.9660	0.0009	0.1%	0.9651
Close	0.9679	0.9689	0.0010	0.1%	0.9689
Range	0.0036	0.0032	-0.0004	-11.1%	0.0072
ATR	0.0052	0.0050	-0.0001	-2.7%	0.0000
Volume	38,330	31,444	-6,886	-18.0%	194,724

Daily Pivots for day following 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9776	0.9765	0.9707
R3	0.9744	0.9733	0.9698
R2	0.9712	0.9712	0.9695
R1	0.9701	0.9701	0.9692	0.9707
PP	0.9680	0.9680	0.9680	0.9683
S1	0.9669	0.9669	0.9686	0.9675
S2	0.9648	0.9648	0.9683
S3	0.9616	0.9637	0.9680
S4	0.9584	0.9605	0.9671

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9904	0.9868	0.9729
R3	0.9832	0.9796	0.9709
R2	0.9760	0.9760	0.9702
R1	0.9724	0.9724	0.9696	0.9742
PP	0.9688	0.9688	0.9688	0.9697
S1	0.9652	0.9652	0.9682	0.9670
S2	0.9616	0.9616	0.9676
S3	0.9544	0.9580	0.9669
S4	0.9472	0.9508	0.9649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9723	0.9651	0.0072	0.7%	0.0035	0.4%	53%	False	False	38,944
10	0.9799	0.9651	0.0148	1.5%	0.0052	0.5%	26%	False	False	49,667
20	0.9799	0.9445	0.0354	3.7%	0.0051	0.5%	69%	False	False	33,733
40	0.9799	0.9437	0.0362	3.7%	0.0051	0.5%	70%	False	False	17,359
60	0.9799	0.9390	0.0409	4.2%	0.0052	0.5%	73%	False	False	11,686
80	0.9822	0.9390	0.0432	4.5%	0.0056	0.6%	69%	False	False	8,857
100	0.9924	0.9390	0.0534	5.5%	0.0058	0.6%	56%	False	False	7,121
120	0.9924	0.9390	0.0534	5.5%	0.0054	0.6%	56%	False	False	5,957

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9828
2.618	0.9776
1.618	0.9744
1.000	0.9724
0.618	0.9712
HIGH	0.9692
0.618	0.9680
0.500	0.9676
0.382	0.9672
LOW	0.9660
0.618	0.9640
1.000	0.9628
1.618	0.9608
2.618	0.9576
4.250	0.9524

Fisher Pivots for day following 27-Sep-2013
Pivot	1 day	3 day
R1	0.9685	0.9685
PP	0.9680	0.9681
S1	0.9676	0.9677

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

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