CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 03-Apr-2013

Day Change Summary
	Previous	Current
	02-Apr-2013	03-Apr-2013	Change	Change %	Previous Week
Open	0.9819	0.9840	0.0021	0.2%	0.9749
High	0.9860	0.9860	0.0000	0.0%	0.9849
Low	0.9818	0.9830	0.0012	0.1%	0.9749
Close	0.9838	0.9841	0.0003	0.0%	0.9821
Range	0.0042	0.0030	-0.0012	-28.6%	0.0100
ATR	0.0048	0.0047	-0.0001	-2.7%	0.0000
Volume	60,453	64,352	3,899	6.4%	268,387

Daily Pivots for day following 03-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9934	0.9917	0.9858
R3	0.9904	0.9887	0.9849
R2	0.9874	0.9874	0.9847
R1	0.9857	0.9857	0.9844	0.9866
PP	0.9844	0.9844	0.9844	0.9848
S1	0.9827	0.9827	0.9838	0.9836
S2	0.9814	0.9814	0.9836
S3	0.9784	0.9797	0.9833
S4	0.9754	0.9767	0.9825

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	0.9790	0.0070	0.7%	0.0035	0.4%	73%	True	False	58,329
10	0.9860	0.9712	0.0148	1.5%	0.0043	0.4%	87%	True	False	60,050
20	0.9860	0.9650	0.0210	2.1%	0.0049	0.5%	91%	True	False	52,255
40	1.0035	0.9646	0.0389	4.0%	0.0051	0.5%	50%	False	False	26,737
60	1.0151	0.9646	0.0505	5.1%	0.0047	0.5%	39%	False	False	17,959
80	1.0151	0.9646	0.0505	5.1%	0.0043	0.4%	39%	False	False	13,490
100	1.0151	0.9646	0.0505	5.1%	0.0039	0.4%	39%	False	False	10,802
120	1.0169	0.9646	0.0523	5.3%	0.0036	0.4%	37%	False	False	9,007

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9988
2.618	0.9939
1.618	0.9909
1.000	0.9890
0.618	0.9879
HIGH	0.9860
0.618	0.9849
0.500	0.9845
0.382	0.9841
LOW	0.9830
0.618	0.9811
1.000	0.9800
1.618	0.9781
2.618	0.9751
4.250	0.9703

Fisher Pivots for day following 03-Apr-2013
Pivot	1 day	3 day
R1	0.9845	0.9838
PP	0.9844	0.9834
S1	0.9842	0.9831

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

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