CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 09-Apr-2013

Day Change Summary
	Previous	Current
	08-Apr-2013	09-Apr-2013	Change	Change %	Previous Week
Open	0.9817	0.9819	0.0002	0.0%	0.9818
High	0.9830	0.9853	0.0023	0.2%	0.9883
Low	0.9774	0.9811	0.0037	0.4%	0.9754
Close	0.9811	0.9835	0.0024	0.2%	0.9811
Range	0.0056	0.0042	-0.0014	-25.0%	0.0129
ATR	0.0053	0.0052	-0.0001	-1.5%	0.0000
Volume	59,054	52,923	-6,131	-10.4%	339,266

Daily Pivots for day following 09-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9959	0.9939	0.9858
R3	0.9917	0.9897	0.9847
R2	0.9875	0.9875	0.9843
R1	0.9855	0.9855	0.9839	0.9865
PP	0.9833	0.9833	0.9833	0.9838
S1	0.9813	0.9813	0.9831	0.9823
S2	0.9791	0.9791	0.9827
S3	0.9749	0.9771	0.9823
S4	0.9707	0.9729	0.9812

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%	63%	False	False	71,446
10	0.9883	0.9754	0.0129	1.3%	0.0051	0.5%	63%	False	False	64,985
20	0.9883	0.9691	0.0192	2.0%	0.0051	0.5%	75%	False	False	63,258
40	0.9972	0.9646	0.0326	3.3%	0.0053	0.5%	58%	False	False	34,036
60	1.0151	0.9646	0.0505	5.1%	0.0051	0.5%	37%	False	False	22,837
80	1.0151	0.9646	0.0505	5.1%	0.0045	0.5%	37%	False	False	17,145
100	1.0151	0.9646	0.0505	5.1%	0.0040	0.4%	37%	False	False	13,728
120	1.0169	0.9646	0.0523	5.3%	0.0038	0.4%	36%	False	False	11,446

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0032
2.618	0.9963
1.618	0.9921
1.000	0.9895
0.618	0.9879
HIGH	0.9853
0.618	0.9837
0.500	0.9832
0.382	0.9827
LOW	0.9811
0.618	0.9785
1.000	0.9769
1.618	0.9743
2.618	0.9701
4.250	0.9633

Fisher Pivots for day following 09-Apr-2013
Pivot	1 day	3 day
R1	0.9834	0.9827
PP	0.9833	0.9819
S1	0.9832	0.9811

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

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