CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 16-Apr-2013

Day Change Summary
	Previous	Current
	15-Apr-2013	16-Apr-2013	Change	Change %	Previous Week
Open	0.9847	0.9746	-0.0101	-1.0%	0.9817
High	0.9854	0.9786	-0.0068	-0.7%	0.9902
Low	0.9732	0.9734	0.0002	0.0%	0.9774
Close	0.9746	0.9777	0.0031	0.3%	0.9849
Range	0.0122	0.0052	-0.0070	-57.4%	0.0128
ATR	0.0057	0.0057	0.0000	-0.6%	0.0000
Volume	115,621	80,878	-34,743	-30.0%	285,189

Daily Pivots for day following 16-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9922	0.9901	0.9806
R3	0.9870	0.9849	0.9791
R2	0.9818	0.9818	0.9787
R1	0.9797	0.9797	0.9782	0.9808
PP	0.9766	0.9766	0.9766	0.9771
S1	0.9745	0.9745	0.9772	0.9756
S2	0.9714	0.9714	0.9767
S3	0.9662	0.9693	0.9763
S4	0.9610	0.9641	0.9748

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0226	1.0165	0.9919
R3	1.0098	1.0037	0.9884
R2	0.9970	0.9970	0.9872
R1	0.9909	0.9909	0.9861	0.9940
PP	0.9842	0.9842	0.9842	0.9857
S1	0.9781	0.9781	0.9837	0.9812
S2	0.9714	0.9714	0.9826
S3	0.9586	0.9653	0.9814
S4	0.9458	0.9525	0.9779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9902	0.9732	0.0170	1.7%	0.0065	0.7%	26%	False	False	73,942
10	0.9902	0.9732	0.0170	1.7%	0.0063	0.6%	26%	False	False	72,694
20	0.9902	0.9704	0.0198	2.0%	0.0055	0.6%	37%	False	False	66,316
40	0.9910	0.9646	0.0264	2.7%	0.0055	0.6%	50%	False	False	43,234
60	1.0092	0.9646	0.0446	4.6%	0.0053	0.5%	29%	False	False	28,994
80	1.0151	0.9646	0.0505	5.2%	0.0048	0.5%	26%	False	False	21,764
100	1.0151	0.9646	0.0505	5.2%	0.0042	0.4%	26%	False	False	17,420
120	1.0151	0.9646	0.0505	5.2%	0.0039	0.4%	26%	False	False	14,526

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0007
2.618	0.9922
1.618	0.9870
1.000	0.9838
0.618	0.9818
HIGH	0.9786
0.618	0.9766
0.500	0.9760
0.382	0.9754
LOW	0.9734
0.618	0.9702
1.000	0.9682
1.618	0.9650
2.618	0.9598
4.250	0.9513

Fisher Pivots for day following 16-Apr-2013
Pivot	1 day	3 day
R1	0.9771	0.9812
PP	0.9766	0.9800
S1	0.9760	0.9789

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

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