CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	0.9663	0.9675	0.0012	0.1%	0.9558
High	0.9665	0.9690	0.0025	0.3%	0.9600
Low	0.9637	0.9666	0.0029	0.3%	0.9528
Close	0.9637	0.9666	0.0029	0.3%	0.9589
Range	0.0028	0.0024	-0.0004	-14.3%	0.0072
ATR	0.0049	0.0049	0.0000	0.7%	0.0000
Volume	3	6	3	100.0%	86

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9746	0.9730	0.9679
R3	0.9722	0.9706	0.9673
R2	0.9698	0.9698	0.9670
R1	0.9682	0.9682	0.9668	0.9678
PP	0.9674	0.9674	0.9674	0.9672
S1	0.9658	0.9658	0.9664	0.9654
S2	0.9650	0.9650	0.9662
S3	0.9626	0.9634	0.9659
S4	0.9602	0.9610	0.9653

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9788	0.9761	0.9629
R3	0.9716	0.9689	0.9609
R2	0.9644	0.9644	0.9602
R1	0.9617	0.9617	0.9596	0.9631
PP	0.9572	0.9572	0.9572	0.9579
S1	0.9545	0.9545	0.9582	0.9559
S2	0.9500	0.9500	0.9576
S3	0.9428	0.9473	0.9569
S4	0.9356	0.9401	0.9549

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9690	0.9567	0.0123	1.3%	0.0029	0.3%	80%	True	False	28
10	0.9690	0.9528	0.0162	1.7%	0.0021	0.2%	85%	True	False	28
20	0.9690	0.9360	0.0330	3.4%	0.0031	0.3%	93%	True	False	57
40	0.9777	0.9360	0.0417	4.3%	0.0034	0.4%	73%	False	False	43

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9792
2.618	0.9753
1.618	0.9729
1.000	0.9714
0.618	0.9705
HIGH	0.9690
0.618	0.9681
0.500	0.9678
0.382	0.9675
LOW	0.9666
0.618	0.9651
1.000	0.9642
1.618	0.9627
2.618	0.9603
4.250	0.9564

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	0.9678	0.9665
PP	0.9674	0.9664
S1	0.9670	0.9664

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

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