CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 01-Apr-2013

Day Change Summary
	Previous	Current
	28-Mar-2013	01-Apr-2013	Change	Change %	Previous Week
Open	0.9820	0.9818	-0.0002	0.0%	0.9749
High	0.9849	0.9825	-0.0024	-0.2%	0.9849
Low	0.9812	0.9802	-0.0010	-0.1%	0.9749
Close	0.9821	0.9820	-0.0001	0.0%	0.9821
Range	0.0037	0.0023	-0.0014	-37.8%	0.0100
ATR	0.0051	0.0049	-0.0002	-3.9%	0.0000
Volume	61,746	33,560	-28,186	-45.6%	268,387

Daily Pivots for day following 01-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9885	0.9875	0.9833
R3	0.9862	0.9852	0.9826
R2	0.9839	0.9839	0.9824
R1	0.9829	0.9829	0.9822	0.9834
PP	0.9816	0.9816	0.9816	0.9818
S1	0.9806	0.9806	0.9818	0.9811
S2	0.9793	0.9793	0.9816
S3	0.9770	0.9783	0.9814
S4	0.9747	0.9760	0.9807

Weekly Pivots for week ending 29-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0106	1.0064	0.9876
R3	1.0006	0.9964	0.9849
R2	0.9906	0.9906	0.9839
R1	0.9864	0.9864	0.9830	0.9885
PP	0.9806	0.9806	0.9806	0.9817
S1	0.9764	0.9764	0.9812	0.9785
S2	0.9706	0.9706	0.9803
S3	0.9606	0.9664	0.9794
S4	0.9506	0.9564	0.9766

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9849	0.9749	0.0100	1.0%	0.0043	0.4%	71%	False	False	60,389
10	0.9849	0.9704	0.0145	1.5%	0.0047	0.5%	80%	False	False	60,314
20	0.9849	0.9650	0.0199	2.0%	0.0048	0.5%	85%	False	False	46,450
40	1.0035	0.9646	0.0389	4.0%	0.0051	0.5%	45%	False	False	23,635
60	1.0151	0.9646	0.0505	5.1%	0.0048	0.5%	34%	False	False	15,880
80	1.0151	0.9646	0.0505	5.1%	0.0042	0.4%	34%	False	False	11,930
100	1.0151	0.9646	0.0505	5.1%	0.0038	0.4%	34%	False	False	9,554
120	1.0186	0.9646	0.0540	5.5%	0.0036	0.4%	32%	False	False	7,967

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	0.0007
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.9923
2.618	0.9885
1.618	0.9862
1.000	0.9848
0.618	0.9839
HIGH	0.9825
0.618	0.9816
0.500	0.9814
0.382	0.9811
LOW	0.9802
0.618	0.9788
1.000	0.9779
1.618	0.9765
2.618	0.9742
4.250	0.9704

Fisher Pivots for day following 01-Apr-2013
Pivot	1 day	3 day
R1	0.9818	0.9820
PP	0.9816	0.9820
S1	0.9814	0.9820

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

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