CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 08-Apr-2013

Day Change Summary
	Previous	Current
	05-Apr-2013	08-Apr-2013	Change	Change %	Previous Week
Open	0.9862	0.9817	-0.0045	-0.5%	0.9818
High	0.9867	0.9830	-0.0037	-0.4%	0.9883
Low	0.9754	0.9774	0.0020	0.2%	0.9754
Close	0.9811	0.9811	0.0000	0.0%	0.9811
Range	0.0113	0.0056	-0.0057	-50.4%	0.0129
ATR	0.0053	0.0053	0.0000	0.4%	0.0000
Volume	95,600	59,054	-36,546	-38.2%	339,266

Daily Pivots for day following 08-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9973	0.9948	0.9842
R3	0.9917	0.9892	0.9826
R2	0.9861	0.9861	0.9821
R1	0.9836	0.9836	0.9816	0.9821
PP	0.9805	0.9805	0.9805	0.9797
S1	0.9780	0.9780	0.9806	0.9765
S2	0.9749	0.9749	0.9801
S3	0.9693	0.9724	0.9796
S4	0.9637	0.9668	0.9780

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0203	1.0136	0.9882
R3	1.0074	1.0007	0.9846
R2	0.9945	0.9945	0.9835
R1	0.9878	0.9878	0.9823	0.9847
PP	0.9816	0.9816	0.9816	0.9801
S1	0.9749	0.9749	0.9799	0.9718
S2	0.9687	0.9687	0.9787
S3	0.9558	0.9620	0.9776
S4	0.9429	0.9491	0.9740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9883	0.9754	0.0129	1.3%	0.0061	0.6%	44%	False	False	72,952
10	0.9883	0.9749	0.0134	1.4%	0.0052	0.5%	46%	False	False	66,670
20	0.9883	0.9691	0.0192	2.0%	0.0050	0.5%	63%	False	False	61,788
40	0.9998	0.9646	0.0352	3.6%	0.0053	0.5%	47%	False	False	32,718
60	1.0151	0.9646	0.0505	5.1%	0.0051	0.5%	33%	False	False	21,956
80	1.0151	0.9646	0.0505	5.1%	0.0044	0.5%	33%	False	False	16,485
100	1.0151	0.9646	0.0505	5.1%	0.0040	0.4%	33%	False	False	13,199
120	1.0169	0.9646	0.0523	5.3%	0.0038	0.4%	32%	False	False	11,005

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0068
2.618	0.9977
1.618	0.9921
1.000	0.9886
0.618	0.9865
HIGH	0.9830
0.618	0.9809
0.500	0.9802
0.382	0.9795
LOW	0.9774
0.618	0.9739
1.000	0.9718
1.618	0.9683
2.618	0.9627
4.250	0.9536

Fisher Pivots for day following 08-Apr-2013
Pivot	1 day	3 day
R1	0.9808	0.9819
PP	0.9805	0.9816
S1	0.9802	0.9814

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

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