CME Canadian Dollar Future March 2014

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Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary Previous Current 17-Jul-2013 18-Jul-2013 Change Change % Previous Week Open 0.9549 0.9575 0.0026 0.3% 0.9421 High 0.9558 0.9575 0.0017 0.2% 0.9620 Low 0.9528 0.9575 0.0047 0.5% 0.9398 Close 0.9545 0.9575 0.0030 0.3% 0.9566 Range 0.0030 0.0000 -0.0030 -100.0% 0.0222 ATR 0.0053 0.0051 -0.0002 -3.1% 0.0000 Volume 18 27 9 50.0% 392
Daily Pivots for day following 18-Jul-2013 Classic Woodie Camarilla DeMark R4 0.9575 0.9575 0.9575 R3 0.9575 0.9575 0.9575 R2 0.9575 0.9575 0.9575 R1 0.9575 0.9575 0.9575 0.9575 PP 0.9575 0.9575 0.9575 0.9575 S1 0.9575 0.9575 0.9575 0.9575 S2 0.9575 0.9575 0.9575 S3 0.9575 0.9575 0.9575 S4 0.9575 0.9575 0.9575	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 0.9587 0.9528 0.0059 0.6% 0.0013 0.1% 80% False False 29 10 0.9620 0.9360 0.0260 2.7% 0.0029 0.3% 83% False False 52 20 0.9663 0.9360 0.0303 3.2% 0.0035 0.4% 71% False False 65 40 0.9777 0.9360 0.0417 4.4% 0.0032 0.3% 52% False False 40
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 23 trading days	Fibonacci Retracements and Extensions 4.250 0.9575 2.618 0.9575 1.618 0.9575 1.000 0.9575 0.618 0.9575 HIGH 0.9575 0.618 0.9575 0.500 0.9575 0.382 0.9575 LOW 0.9575 0.618 0.9575 1.000 0.9575 1.618 0.9575 2.618 0.9575 4.250 0.9575
Fisher Pivots for day following 18-Jul-2013 Pivot 1 day 3 day R1 0.9575 0.9569 PP 0.9575 0.9563 S1 0.9575 0.9558

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