CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 02-Apr-2013

Day Change Summary
	Previous	Current
	01-Apr-2013	02-Apr-2013	Change	Change %	Previous Week
Open	0.9818	0.9819	0.0001	0.0%	0.9749
High	0.9825	0.9860	0.0035	0.4%	0.9849
Low	0.9802	0.9818	0.0016	0.2%	0.9749
Close	0.9820	0.9838	0.0018	0.2%	0.9821
Range	0.0023	0.0042	0.0019	82.6%	0.0100
ATR	0.0049	0.0048	0.0000	-1.0%	0.0000
Volume	33,560	60,453	26,893	80.1%	268,387

Daily Pivots for day following 02-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9965	0.9943	0.9861
R3	0.9923	0.9901	0.9850
R2	0.9881	0.9881	0.9846
R1	0.9859	0.9859	0.9842	0.9870
PP	0.9839	0.9839	0.9839	0.9844
S1	0.9817	0.9817	0.9834	0.9828
S2	0.9797	0.9797	0.9830
S3	0.9755	0.9775	0.9826
S4	0.9713	0.9733	0.9815

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	0.9860	0.9768	0.0092	0.9%	0.0041	0.4%	76%	True	False	58,524
10	0.9860	0.9704	0.0156	1.6%	0.0046	0.5%	86%	True	False	59,938
20	0.9860	0.9650	0.0210	2.1%	0.0049	0.5%	90%	True	False	49,152
40	1.0035	0.9646	0.0389	4.0%	0.0051	0.5%	49%	False	False	25,142
60	1.0151	0.9646	0.0505	5.1%	0.0048	0.5%	38%	False	False	16,887
80	1.0151	0.9646	0.0505	5.1%	0.0042	0.4%	38%	False	False	12,685
100	1.0151	0.9646	0.0505	5.1%	0.0039	0.4%	38%	False	False	10,158
120	1.0169	0.9646	0.0523	5.3%	0.0036	0.4%	37%	False	False	8,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0039
2.618	0.9970
1.618	0.9928
1.000	0.9902
0.618	0.9886
HIGH	0.9860
0.618	0.9844
0.500	0.9839
0.382	0.9834
LOW	0.9818
0.618	0.9792
1.000	0.9776
1.618	0.9750
2.618	0.9708
4.250	0.9640

Fisher Pivots for day following 02-Apr-2013
Pivot	1 day	3 day
R1	0.9839	0.9836
PP	0.9839	0.9833
S1	0.9838	0.9831

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

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