CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 04-Sep-2013

Day Change Summary
	Previous	Current
	03-Sep-2013	04-Sep-2013	Change	Change %	Previous Week
Open	0.9434	0.9455	0.0021	0.2%	0.9463
High	0.9468	0.9500	0.0032	0.3%	0.9503
Low	0.9434	0.9455	0.0021	0.2%	0.9426
Close	0.9446	0.9483	0.0037	0.4%	0.9450
Range	0.0034	0.0045	0.0011	32.4%	0.0077
ATR	0.0043	0.0044	0.0001	1.8%	0.0000
Volume	14	59	45	321.4%	291

Daily Pivots for day following 04-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9614	0.9594	0.9508
R3	0.9569	0.9549	0.9495
R2	0.9524	0.9524	0.9491
R1	0.9504	0.9504	0.9487	0.9514
PP	0.9479	0.9479	0.9479	0.9485
S1	0.9459	0.9459	0.9479	0.9469
S2	0.9434	0.9434	0.9475
S3	0.9389	0.9414	0.9471
S4	0.9344	0.9369	0.9458

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9691	0.9647	0.9492
R3	0.9614	0.9570	0.9471
R2	0.9537	0.9537	0.9464
R1	0.9493	0.9493	0.9457	0.9477
PP	0.9460	0.9460	0.9460	0.9451
S1	0.9416	0.9416	0.9443	0.9400
S2	0.9383	0.9383	0.9436
S3	0.9306	0.9339	0.9429
S4	0.9229	0.9262	0.9408

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9500	0.9426	0.0074	0.8%	0.0031	0.3%	77%	True	False	46
10	0.9541	0.9420	0.0121	1.3%	0.0036	0.4%	52%	False	False	56
20	0.9680	0.9420	0.0260	2.7%	0.0035	0.4%	24%	False	False	78
40	0.9700	0.9420	0.0280	3.0%	0.0031	0.3%	23%	False	False	51
60	0.9777	0.9360	0.0417	4.4%	0.0031	0.3%	29%	False	False	53
80	0.9823	0.9360	0.0463	4.9%	0.0031	0.3%	27%	False	False	43

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9691
2.618	0.9618
1.618	0.9573
1.000	0.9545
0.618	0.9528
HIGH	0.9500
0.618	0.9483
0.500	0.9478
0.382	0.9472
LOW	0.9455
0.618	0.9427
1.000	0.9410
1.618	0.9382
2.618	0.9337
4.250	0.9264

Fisher Pivots for day following 04-Sep-2013
Pivot	1 day	3 day
R1	0.9481	0.9476
PP	0.9479	0.9470
S1	0.9478	0.9463

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

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