CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 22-Apr-2013

Day Change Summary
	Previous	Current
	19-Apr-2013	22-Apr-2013	Change	Change %	Previous Week
Open	0.9734	0.9735	0.0001	0.0%	0.9847
High	0.9760	0.9746	-0.0014	-0.1%	0.9854
Low	0.9724	0.9709	-0.0015	-0.2%	0.9690
Close	0.9729	0.9733	0.0004	0.0%	0.9729
Range	0.0036	0.0037	0.0001	2.8%	0.0164
ATR	0.0056	0.0055	-0.0001	-2.5%	0.0000
Volume	52,539	54,983	2,444	4.7%	409,676

Daily Pivots for day following 22-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9840	0.9824	0.9753
R3	0.9803	0.9787	0.9743
R2	0.9766	0.9766	0.9740
R1	0.9750	0.9750	0.9736	0.9740
PP	0.9729	0.9729	0.9729	0.9724
S1	0.9713	0.9713	0.9730	0.9703
S2	0.9692	0.9692	0.9726
S3	0.9655	0.9676	0.9723
S4	0.9618	0.9639	0.9713

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	0.9786	0.9690	0.0096	1.0%	0.0052	0.5%	45%	False	False	69,807
10	0.9902	0.9690	0.0212	2.2%	0.0057	0.6%	20%	False	False	69,079
20	0.9902	0.9690	0.0212	2.2%	0.0055	0.6%	20%	False	False	67,875
40	0.9902	0.9646	0.0256	2.6%	0.0054	0.6%	34%	False	False	49,847
60	1.0035	0.9646	0.0389	4.0%	0.0053	0.5%	22%	False	False	33,436
80	1.0151	0.9646	0.0505	5.2%	0.0049	0.5%	17%	False	False	25,110
100	1.0151	0.9646	0.0505	5.2%	0.0043	0.4%	17%	False	False	20,101
120	1.0151	0.9646	0.0505	5.2%	0.0040	0.4%	17%	False	False	16,759

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	True
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	0.9903
2.618	0.9843
1.618	0.9806
1.000	0.9783
0.618	0.9769
HIGH	0.9746
0.618	0.9732
0.500	0.9728
0.382	0.9723
LOW	0.9709
0.618	0.9686
1.000	0.9672
1.618	0.9649
2.618	0.9612
4.250	0.9552

Fisher Pivots for day following 22-Apr-2013
Pivot	1 day	3 day
R1	0.9731	0.9736
PP	0.9729	0.9735
S1	0.9728	0.9734

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

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