CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 12-Jul-2013

Day Change Summary
	Previous	Current
	11-Jul-2013	12-Jul-2013	Change	Change %	Previous Week
Open	0.9542	0.9585	0.0043	0.5%	0.9421
High	0.9620	0.9585	-0.0035	-0.4%	0.9620
Low	0.9542	0.9566	0.0024	0.3%	0.9398
Close	0.9582	0.9566	-0.0016	-0.2%	0.9566
Range	0.0078	0.0019	-0.0059	-75.6%	0.0222
ATR	0.0058	0.0055	-0.0003	-4.8%	0.0000
Volume	56	63	7	12.5%	392

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9629	0.9617	0.9576
R3	0.9610	0.9598	0.9571
R2	0.9591	0.9591	0.9569
R1	0.9579	0.9579	0.9568	0.9576
PP	0.9572	0.9572	0.9572	0.9571
S1	0.9560	0.9560	0.9564	0.9557
S2	0.9553	0.9553	0.9563
S3	0.9534	0.9541	0.9561
S4	0.9515	0.9522	0.9556

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0194	1.0102	0.9688
R3	0.9972	0.9880	0.9627
R2	0.9750	0.9750	0.9607
R1	0.9658	0.9658	0.9586	0.9704
PP	0.9528	0.9528	0.9528	0.9551
S1	0.9436	0.9436	0.9546	0.9482
S2	0.9306	0.9306	0.9525
S3	0.9084	0.9214	0.9505
S4	0.8862	0.8992	0.9444

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9620	0.9398	0.0222	2.3%	0.0040	0.4%	76%	False	False	78
10	0.9620	0.9360	0.0260	2.7%	0.0041	0.4%	79%	False	False	78
20	0.9777	0.9360	0.0417	4.4%	0.0040	0.4%	49%	False	False	63
40	0.9777	0.9360	0.0417	4.4%	0.0033	0.3%	49%	False	False	38

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9666
2.618	0.9635
1.618	0.9616
1.000	0.9604
0.618	0.9597
HIGH	0.9585
0.618	0.9578
0.500	0.9576
0.382	0.9573
LOW	0.9566
0.618	0.9554
1.000	0.9547
1.618	0.9535
2.618	0.9516
4.250	0.9485

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	0.9576	0.9555
PP	0.9572	0.9545
S1	0.9569	0.9534

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

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