CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 19-Apr-2013

Day Change Summary
	Previous	Current
	18-Apr-2013	19-Apr-2013	Change	Change %	Previous Week
Open	0.9729	0.9734	0.0005	0.1%	0.9847
High	0.9762	0.9760	-0.0002	0.0%	0.9854
Low	0.9717	0.9724	0.0007	0.1%	0.9690
Close	0.9724	0.9729	0.0005	0.1%	0.9729
Range	0.0045	0.0036	-0.0009	-20.0%	0.0164
ATR	0.0058	0.0056	-0.0002	-2.7%	0.0000
Volume	60,620	52,539	-8,081	-13.3%	409,676

Daily Pivots for day following 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9846	0.9823	0.9749
R3	0.9810	0.9787	0.9739
R2	0.9774	0.9774	0.9736
R1	0.9751	0.9751	0.9732	0.9745
PP	0.9738	0.9738	0.9738	0.9734
S1	0.9715	0.9715	0.9726	0.9709
S2	0.9702	0.9702	0.9722
S3	0.9666	0.9679	0.9719
S4	0.9630	0.9643	0.9709

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0250	1.0153	0.9819
R3	1.0086	0.9989	0.9774
R2	0.9922	0.9922	0.9759
R1	0.9825	0.9825	0.9744	0.9792
PP	0.9758	0.9758	0.9758	0.9741
S1	0.9661	0.9661	0.9714	0.9628
S2	0.9594	0.9594	0.9699
S3	0.9430	0.9497	0.9684
S4	0.9266	0.9333	0.9639

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9854	0.9690	0.0164	1.7%	0.0069	0.7%	24%	False	False	81,935
10	0.9902	0.9690	0.0212	2.2%	0.0059	0.6%	18%	False	False	69,486
20	0.9902	0.9690	0.0212	2.2%	0.0055	0.6%	18%	False	False	67,474
40	0.9902	0.9646	0.0256	2.6%	0.0055	0.6%	32%	False	False	48,485
60	1.0035	0.9646	0.0389	4.0%	0.0053	0.5%	21%	False	False	32,539
80	1.0151	0.9646	0.0505	5.2%	0.0049	0.5%	16%	False	False	24,425
100	1.0151	0.9646	0.0505	5.2%	0.0043	0.4%	16%	False	False	19,552
120	1.0151	0.9646	0.0505	5.2%	0.0040	0.4%	16%	False	False	16,301

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9913
2.618	0.9854
1.618	0.9818
1.000	0.9796
0.618	0.9782
HIGH	0.9760
0.618	0.9746
0.500	0.9742
0.382	0.9738
LOW	0.9724
0.618	0.9702
1.000	0.9688
1.618	0.9666
2.618	0.9630
4.250	0.9571

Fisher Pivots for day following 19-Apr-2013
Pivot	1 day	3 day
R1	0.9742	0.9735
PP	0.9738	0.9733
S1	0.9733	0.9731

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

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