CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 19-Sep-2013

Day Change Summary
	Previous	Current
	18-Sep-2013	19-Sep-2013	Change	Change %	Previous Week
Open	0.9661	0.9744	0.0083	0.9%	0.9563
High	0.9755	0.9775	0.0020	0.2%	0.9655
Low	0.9657	0.9700	0.0043	0.4%	0.9563
Close	0.9748	0.9703	-0.0045	-0.5%	0.9629
Range	0.0098	0.0075	-0.0023	-23.5%	0.0092
ATR	0.0048	0.0050	0.0002	4.0%	0.0000
Volume	41	310	269	656.1%	1,252

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9951	0.9902	0.9744
R3	0.9876	0.9827	0.9724
R2	0.9801	0.9801	0.9717
R1	0.9752	0.9752	0.9710	0.9739
PP	0.9726	0.9726	0.9726	0.9720
S1	0.9677	0.9677	0.9696	0.9664
S2	0.9651	0.9651	0.9689
S3	0.9576	0.9602	0.9682
S4	0.9501	0.9527	0.9662

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9892	0.9852	0.9680
R3	0.9800	0.9760	0.9654
R2	0.9708	0.9708	0.9646
R1	0.9668	0.9668	0.9637	0.9688
PP	0.9616	0.9616	0.9616	0.9626
S1	0.9576	0.9576	0.9621	0.9596
S2	0.9524	0.9524	0.9612
S3	0.9432	0.9484	0.9604
S4	0.9340	0.9392	0.9578

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9775	0.9616	0.0159	1.6%	0.0052	0.5%	55%	True	False	104
10	0.9775	0.9505	0.0270	2.8%	0.0050	0.5%	73%	True	False	176
20	0.9775	0.9420	0.0355	3.7%	0.0042	0.4%	80%	True	False	116
40	0.9775	0.9420	0.0355	3.7%	0.0036	0.4%	80%	True	False	87
60	0.9775	0.9360	0.0415	4.3%	0.0034	0.4%	83%	True	False	78
80	0.9777	0.9360	0.0417	4.3%	0.0035	0.4%	82%	False	False	65

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0094
2.618	0.9971
1.618	0.9896
1.000	0.9850
0.618	0.9821
HIGH	0.9775
0.618	0.9746
0.500	0.9738
0.382	0.9729
LOW	0.9700
0.618	0.9654
1.000	0.9625
1.618	0.9579
2.618	0.9504
4.250	0.9381

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	0.9738	0.9713
PP	0.9726	0.9710
S1	0.9715	0.9706

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

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