CME Canadian Dollar Future June 2013

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

Day Change Summary
	Previous	Current
	05-Feb-2013	06-Feb-2013	Change	Change %	Previous Week
Open	0.9990	1.0011	0.0021	0.2%	0.9898
High	1.0014	1.0017	0.0003	0.0%	1.0010
Low	0.9979	0.9984	0.0005	0.1%	0.9871
Close	1.0014	1.0010	-0.0004	0.0%	1.0000
Range	0.0035	0.0033	-0.0002	-5.7%	0.0139
ATR	0.0045	0.0044	-0.0001	-1.9%	0.0000
Volume	259	197	-62	-23.9%	3,985

Daily Pivots for day following 06-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0103	1.0089	1.0028
R3	1.0070	1.0056	1.0019
R2	1.0037	1.0037	1.0016
R1	1.0023	1.0023	1.0013	1.0014
PP	1.0004	1.0004	1.0004	0.9999
S1	0.9990	0.9990	1.0007	0.9981
S2	0.9971	0.9971	1.0004
S3	0.9938	0.9957	1.0001
S4	0.9905	0.9924	0.9992

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0377	1.0328	1.0076
R3	1.0238	1.0189	1.0038
R2	1.0099	1.0099	1.0025
R1	1.0050	1.0050	1.0013	1.0075
PP	0.9960	0.9960	0.9960	0.9973
S1	0.9911	0.9911	0.9987	0.9936
S2	0.9821	0.9821	0.9975
S3	0.9682	0.9772	0.9962
S4	0.9543	0.9633	0.9924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0020	0.9938	0.0082	0.8%	0.0044	0.4%	88%	False	False	268
10	1.0020	0.9870	0.0150	1.5%	0.0046	0.5%	93%	False	False	757
20	1.0151	0.9870	0.0281	2.8%	0.0043	0.4%	50%	False	False	419
40	1.0151	0.9870	0.0281	2.8%	0.0035	0.3%	50%	False	False	252
60	1.0151	0.9870	0.0281	2.8%	0.0030	0.3%	50%	False	False	186
80	1.0169	0.9870	0.0299	3.0%	0.0030	0.3%	47%	False	False	147
100	1.0232	0.9870	0.0362	3.6%	0.0027	0.3%	39%	False	False	123
120	1.0254	0.9870	0.0384	3.8%	0.0026	0.3%	36%	False	False	106

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	0.0009
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0157
2.618	1.0103
1.618	1.0070
1.000	1.0050
0.618	1.0037
HIGH	1.0017
0.618	1.0004
0.500	1.0001
0.382	0.9997
LOW	0.9984
0.618	0.9964
1.000	0.9951
1.618	0.9931
2.618	0.9898
4.250	0.9844

Fisher Pivots for day following 06-Feb-2013
Pivot	1 day	3 day
R1	1.0007	1.0006
PP	1.0004	1.0003
S1	1.0001	0.9999

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

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