CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	0.9499	0.9505	0.0006	0.1%	0.9434
High	0.9499	0.9600	0.0101	1.1%	0.9600
Low	0.9465	0.9505	0.0040	0.4%	0.9434
Close	0.9476	0.9571	0.0095	1.0%	0.9571
Range	0.0034	0.0095	0.0061	179.4%	0.0166
ATR	0.0043	0.0049	0.0006	13.3%	0.0000
Volume	27	46	19	70.4%	146

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9844	0.9802	0.9623
R3	0.9749	0.9707	0.9597
R2	0.9654	0.9654	0.9588
R1	0.9612	0.9612	0.9580	0.9633
PP	0.9559	0.9559	0.9559	0.9569
S1	0.9517	0.9517	0.9562	0.9538
S2	0.9464	0.9464	0.9554
S3	0.9369	0.9422	0.9545
S4	0.9274	0.9327	0.9519

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0033	0.9968	0.9662
R3	0.9867	0.9802	0.9617
R2	0.9701	0.9701	0.9601
R1	0.9636	0.9636	0.9586	0.9669
PP	0.9535	0.9535	0.9535	0.9551
S1	0.9470	0.9470	0.9556	0.9503
S2	0.9369	0.9369	0.9541
S3	0.9203	0.9304	0.9525
S4	0.9037	0.9138	0.9480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9600	0.9426	0.0174	1.8%	0.0048	0.5%	83%	True	False	44
10	0.9600	0.9420	0.0180	1.9%	0.0040	0.4%	84%	True	False	55
20	0.9680	0.9420	0.0260	2.7%	0.0038	0.4%	58%	False	False	73
40	0.9700	0.9420	0.0280	2.9%	0.0031	0.3%	54%	False	False	52
60	0.9777	0.9360	0.0417	4.4%	0.0034	0.4%	51%	False	False	54
80	0.9777	0.9360	0.0417	4.4%	0.0032	0.3%	51%	False	False	44

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	0.0003
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	1.0004
2.618	0.9849
1.618	0.9754
1.000	0.9695
0.618	0.9659
HIGH	0.9600
0.618	0.9564
0.500	0.9553
0.382	0.9541
LOW	0.9505
0.618	0.9446
1.000	0.9410
1.618	0.9351
2.618	0.9256
4.250	0.9101

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	0.9565	0.9557
PP	0.9559	0.9542
S1	0.9553	0.9528

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

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