CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 30-Sep-2013

Day Change Summary
	Previous	Current
	27-Sep-2013	30-Sep-2013	Change	Change %	Previous Week
Open	0.9680	0.9676	-0.0004	0.0%	0.9685
High	0.9692	0.9725	0.0033	0.3%	0.9723
Low	0.9660	0.9673	0.0013	0.1%	0.9651
Close	0.9689	0.9687	-0.0002	0.0%	0.9689
Range	0.0032	0.0052	0.0020	62.5%	0.0072
ATR	0.0050	0.0051	0.0000	0.2%	0.0000
Volume	31,444	46,457	15,013	47.7%	194,724

Daily Pivots for day following 30-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9851	0.9821	0.9716
R3	0.9799	0.9769	0.9701
R2	0.9747	0.9747	0.9697
R1	0.9717	0.9717	0.9692	0.9732
PP	0.9695	0.9695	0.9695	0.9703
S1	0.9665	0.9665	0.9682	0.9680
S2	0.9643	0.9643	0.9677
S3	0.9591	0.9613	0.9673
S4	0.9539	0.9561	0.9658

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	0.9725	0.9651	0.0074	0.8%	0.0039	0.4%	49%	True	False	39,176
10	0.9799	0.9651	0.0148	1.5%	0.0052	0.5%	24%	False	False	49,051
20	0.9799	0.9445	0.0354	3.7%	0.0052	0.5%	68%	False	False	35,916
40	0.9799	0.9437	0.0362	3.7%	0.0051	0.5%	69%	False	False	18,513
60	0.9799	0.9414	0.0385	4.0%	0.0051	0.5%	71%	False	False	12,455
80	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	69%	False	False	9,437
100	0.9924	0.9390	0.0534	5.5%	0.0058	0.6%	56%	False	False	7,585
120	0.9924	0.9390	0.0534	5.5%	0.0054	0.6%	56%	False	False	6,344

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	0.0013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9946
2.618	0.9861
1.618	0.9809
1.000	0.9777
0.618	0.9757
HIGH	0.9725
0.618	0.9705
0.500	0.9699
0.382	0.9693
LOW	0.9673
0.618	0.9641
1.000	0.9621
1.618	0.9589
2.618	0.9537
4.250	0.9452

Fisher Pivots for day following 30-Sep-2013
Pivot	1 day	3 day
R1	0.9699	0.9688
PP	0.9695	0.9688
S1	0.9691	0.9687

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

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