CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 31-Jan-2013

Day Change Summary
	Previous	Current
	30-Jan-2013	31-Jan-2013	Change	Change %	Previous Week
Open	0.9955	0.9956	0.0001	0.0%	1.0042
High	0.9962	1.0010	0.0048	0.5%	1.0060
Low	0.9924	0.9938	0.0014	0.1%	0.9870
Close	0.9953	0.9995	0.0042	0.4%	0.9891
Range	0.0038	0.0072	0.0034	89.5%	0.0190
ATR	0.0044	0.0046	0.0002	4.5%	0.0000
Volume	149	148	-1	-0.7%	2,968

Daily Pivots for day following 31-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0197	1.0168	1.0035
R3	1.0125	1.0096	1.0015
R2	1.0053	1.0053	1.0008
R1	1.0024	1.0024	1.0002	1.0039
PP	0.9981	0.9981	0.9981	0.9988
S1	0.9952	0.9952	0.9988	0.9967
S2	0.9909	0.9909	0.9982
S3	0.9837	0.9880	0.9975
S4	0.9765	0.9808	0.9955

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0510	1.0391	0.9996
R3	1.0320	1.0201	0.9943
R2	1.0130	1.0130	0.9926
R1	1.0011	1.0011	0.9908	0.9976
PP	0.9940	0.9940	0.9940	0.9923
S1	0.9821	0.9821	0.9874	0.9786
S2	0.9750	0.9750	0.9856
S3	0.9560	0.9631	0.9839
S4	0.9370	0.9441	0.9787

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0010	0.9870	0.0140	1.4%	0.0053	0.5%	89%	True	False	1,036
10	1.0123	0.9870	0.0253	2.5%	0.0054	0.5%	49%	False	False	689
20	1.0151	0.9870	0.0281	2.8%	0.0042	0.4%	44%	False	False	370
40	1.0151	0.9870	0.0281	2.8%	0.0033	0.3%	44%	False	False	224
60	1.0151	0.9870	0.0281	2.8%	0.0030	0.3%	44%	False	False	167
80	1.0186	0.9870	0.0316	3.2%	0.0028	0.3%	40%	False	False	133
100	1.0254	0.9870	0.0384	3.8%	0.0027	0.3%	33%	False	False	111
120	1.0254	0.9870	0.0384	3.8%	0.0025	0.3%	33%	False	False	97

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0316
2.618	1.0198
1.618	1.0126
1.000	1.0082
0.618	1.0054
HIGH	1.0010
0.618	0.9982
0.500	0.9974
0.382	0.9966
LOW	0.9938
0.618	0.9894
1.000	0.9866
1.618	0.9822
2.618	0.9750
4.250	0.9632

Fisher Pivots for day following 31-Jan-2013
Pivot	1 day	3 day
R1	0.9988	0.9983
PP	0.9981	0.9971
S1	0.9974	0.9960

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

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