CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 17-Apr-2013

Day Change Summary
	Previous	Current
	16-Apr-2013	17-Apr-2013	Change	Change %	Previous Week
Open	0.9746	0.9780	0.0034	0.3%	0.9817
High	0.9786	0.9780	-0.0006	-0.1%	0.9902
Low	0.9734	0.9690	-0.0044	-0.5%	0.9774
Close	0.9777	0.9722	-0.0055	-0.6%	0.9849
Range	0.0052	0.0090	0.0038	73.1%	0.0128
ATR	0.0057	0.0059	0.0002	4.2%	0.0000
Volume	80,878	100,018	19,140	23.7%	285,189

Daily Pivots for day following 17-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0001	0.9951	0.9772
R3	0.9911	0.9861	0.9747
R2	0.9821	0.9821	0.9739
R1	0.9771	0.9771	0.9730	0.9751
PP	0.9731	0.9731	0.9731	0.9721
S1	0.9681	0.9681	0.9714	0.9661
S2	0.9641	0.9641	0.9706
S3	0.9551	0.9591	0.9697
S4	0.9461	0.9501	0.9673

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	0.9690	0.0212	2.2%	0.0077	0.8%	15%	False	True	83,399
10	0.9902	0.9690	0.0212	2.2%	0.0069	0.7%	15%	False	True	76,260
20	0.9902	0.9690	0.0212	2.2%	0.0056	0.6%	15%	False	True	68,155
40	0.9902	0.9646	0.0256	2.6%	0.0056	0.6%	30%	False	False	45,721
60	1.0060	0.9646	0.0414	4.3%	0.0054	0.6%	18%	False	False	30,660
80	1.0151	0.9646	0.0505	5.2%	0.0049	0.5%	15%	False	False	23,014
100	1.0151	0.9646	0.0505	5.2%	0.0043	0.4%	15%	False	False	18,420
120	1.0151	0.9646	0.0505	5.2%	0.0039	0.4%	15%	False	False	15,359

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0163
2.618	1.0016
1.618	0.9926
1.000	0.9870
0.618	0.9836
HIGH	0.9780
0.618	0.9746
0.500	0.9735
0.382	0.9724
LOW	0.9690
0.618	0.9634
1.000	0.9600
1.618	0.9544
2.618	0.9454
4.250	0.9308

Fisher Pivots for day following 17-Apr-2013
Pivot	1 day	3 day
R1	0.9735	0.9772
PP	0.9731	0.9755
S1	0.9726	0.9739

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

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