CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 24-Apr-2013

Day Change Summary
	Previous	Current
	23-Apr-2013	24-Apr-2013	Change	Change %	Previous Week
Open	0.9736	0.9735	-0.0001	0.0%	0.9847
High	0.9744	0.9747	0.0003	0.0%	0.9854
Low	0.9711	0.9716	0.0005	0.1%	0.9690
Close	0.9730	0.9739	0.0009	0.1%	0.9729
Range	0.0033	0.0031	-0.0002	-6.1%	0.0164
ATR	0.0053	0.0052	-0.0002	-3.0%	0.0000
Volume	63,388	52,924	-10,464	-16.5%	409,676

Daily Pivots for day following 24-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9827	0.9814	0.9756
R3	0.9796	0.9783	0.9748
R2	0.9765	0.9765	0.9745
R1	0.9752	0.9752	0.9742	0.9759
PP	0.9734	0.9734	0.9734	0.9737
S1	0.9721	0.9721	0.9736	0.9728
S2	0.9703	0.9703	0.9733
S3	0.9672	0.9690	0.9730
S4	0.9641	0.9659	0.9722

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	0.9762	0.9709	0.0053	0.5%	0.0036	0.4%	57%	False	False	56,890
10	0.9902	0.9690	0.0212	2.2%	0.0057	0.6%	23%	False	False	70,144
20	0.9902	0.9690	0.0212	2.2%	0.0052	0.5%	23%	False	False	66,935
40	0.9902	0.9646	0.0256	2.6%	0.0053	0.5%	36%	False	False	52,679
60	1.0035	0.9646	0.0389	4.0%	0.0052	0.5%	24%	False	False	35,318
80	1.0151	0.9646	0.0505	5.2%	0.0049	0.5%	18%	False	False	26,562
100	1.0151	0.9646	0.0505	5.2%	0.0043	0.4%	18%	False	False	21,263
120	1.0151	0.9646	0.0505	5.2%	0.0040	0.4%	18%	False	False	17,728

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9879
2.618	0.9828
1.618	0.9797
1.000	0.9778
0.618	0.9766
HIGH	0.9747
0.618	0.9735
0.500	0.9732
0.382	0.9728
LOW	0.9716
0.618	0.9697
1.000	0.9685
1.618	0.9666
2.618	0.9635
4.250	0.9584

Fisher Pivots for day following 24-Apr-2013
Pivot	1 day	3 day
R1	0.9737	0.9735
PP	0.9734	0.9732
S1	0.9732	0.9728

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

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