CME Canadian Dollar Future June 2014

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Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary Previous Current 27-Aug-2013 28-Aug-2013 Change Change % Previous Week Open 0.9460 0.9472 0.0012 0.1% 0.9611 High 0.9468 0.9472 0.0004 0.0% 0.9611 Low 0.9460 0.9472 0.0012 0.1% 0.9400 Close 0.9468 0.9472 0.0004 0.0% 0.9448 Range 0.0008 0.0000 -0.0008 -100.0% 0.0211 ATR 0.0039 0.0036 -0.0002 -6.4% 0.0000 Volume 32 1 -31 -96.9% 24
Daily Pivots for day following 28-Aug-2013 Classic Woodie Camarilla DeMark R4 0.9472 0.9472 0.9472 R3 0.9472 0.9472 0.9472 R2 0.9472 0.9472 0.9472 R1 0.9472 0.9472 0.9472 0.9472 PP 0.9472 0.9472 0.9472 0.9472 S1 0.9472 0.9472 0.9472 0.9472 S2 0.9472 0.9472 0.9472 S3 0.9472 0.9472 0.9472 S4 0.9472 0.9472 0.9472	Weekly Pivots for week ending 23-Aug-2013 Classic Woodie Camarilla DeMark R4 1.0119 0.9995 0.9564 R3 0.9908 0.9784 0.9506 R2 0.9697 0.9697 0.9487 R1 0.9573 0.9573 0.9467 0.9530 PP 0.9486 0.9486 0.9486 0.9465 S1 0.9362 0.9362 0.9429 0.9319 S2 0.9275 0.9275 0.9409 S3 0.9064 0.9151 0.9390 S4 0.8853 0.8940 0.9332
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9472 0.9400 0.0072 0.8% 0.0017 0.2% 100% True False 17 10 0.9636 0.9400 0.0236 2.5% 0.0015 0.2% 31% False False 9 20 0.9658 0.9400 0.0258 2.7% 0.0017 0.2% 28% False False 31
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 9 trading days	Fibonacci Retracements and Extensions 4.250 0.9472 2.618 0.9472 1.618 0.9472 1.000 0.9472 0.618 0.9472 HIGH 0.9472 0.618 0.9472 0.500 0.9472 0.382 0.9472 LOW 0.9472 0.618 0.9472 1.000 0.9472 1.618 0.9472 2.618 0.9472 4.250 0.9472
Fisher Pivots for day following 28-Aug-2013 Pivot 1 day 3 day R1 0.9472 0.9467 PP 0.9472 0.9462 S1 0.9472 0.9457

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