CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 26-Apr-2013

Day Change Summary
	Previous	Current
	25-Apr-2013	26-Apr-2013	Change	Change %	Previous Week
Open	0.9736	0.9790	0.0054	0.6%	0.9735
High	0.9807	0.9833	0.0026	0.3%	0.9833
Low	0.9734	0.9778	0.0044	0.5%	0.9709
Close	0.9790	0.9822	0.0032	0.3%	0.9822
Range	0.0073	0.0055	-0.0018	-24.7%	0.0124
ATR	0.0053	0.0054	0.0000	0.2%	0.0000
Volume	72,895	67,151	-5,744	-7.9%	311,341

Daily Pivots for day following 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9976	0.9954	0.9852
R3	0.9921	0.9899	0.9837
R2	0.9866	0.9866	0.9832
R1	0.9844	0.9844	0.9827	0.9855
PP	0.9811	0.9811	0.9811	0.9817
S1	0.9789	0.9789	0.9817	0.9800
S2	0.9756	0.9756	0.9812
S3	0.9701	0.9734	0.9807
S4	0.9646	0.9679	0.9792

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0160	1.0115	0.9890
R3	1.0036	0.9991	0.9856
R2	0.9912	0.9912	0.9845
R1	0.9867	0.9867	0.9833	0.9890
PP	0.9788	0.9788	0.9788	0.9799
S1	0.9743	0.9743	0.9811	0.9766
S2	0.9664	0.9664	0.9799
S3	0.9540	0.9619	0.9788
S4	0.9416	0.9495	0.9754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9833	0.9709	0.0124	1.3%	0.0046	0.5%	91%	True	False	62,268
10	0.9854	0.9690	0.0164	1.7%	0.0057	0.6%	80%	False	False	72,101
20	0.9902	0.9690	0.0212	2.2%	0.0055	0.6%	62%	False	False	67,273
40	0.9902	0.9646	0.0256	2.6%	0.0053	0.5%	69%	False	False	56,070
60	1.0035	0.9646	0.0389	4.0%	0.0053	0.5%	45%	False	False	37,624
80	1.0151	0.9646	0.0505	5.1%	0.0050	0.5%	35%	False	False	28,310
100	1.0151	0.9646	0.0505	5.1%	0.0045	0.5%	35%	False	False	22,663
120	1.0151	0.9646	0.0505	5.1%	0.0041	0.4%	35%	False	False	18,894

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0067
2.618	0.9977
1.618	0.9922
1.000	0.9888
0.618	0.9867
HIGH	0.9833
0.618	0.9812
0.500	0.9806
0.382	0.9799
LOW	0.9778
0.618	0.9744
1.000	0.9723
1.618	0.9689
2.618	0.9634
4.250	0.9544

Fisher Pivots for day following 26-Apr-2013
Pivot	1 day	3 day
R1	0.9817	0.9806
PP	0.9811	0.9790
S1	0.9806	0.9775

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

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