CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 29-Apr-2013

Day Change Summary
	Previous	Current
	26-Apr-2013	29-Apr-2013	Change	Change %	Previous Week
Open	0.9790	0.9820	0.0030	0.3%	0.9735
High	0.9833	0.9883	0.0050	0.5%	0.9833
Low	0.9778	0.9820	0.0042	0.4%	0.9709
Close	0.9822	0.9882	0.0060	0.6%	0.9822
Range	0.0055	0.0063	0.0008	14.5%	0.0124
ATR	0.0054	0.0054	0.0001	1.3%	0.0000
Volume	67,151	67,299	148	0.2%	311,341

Daily Pivots for day following 29-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0051	1.0029	0.9917
R3	0.9988	0.9966	0.9899
R2	0.9925	0.9925	0.9894
R1	0.9903	0.9903	0.9888	0.9914
PP	0.9862	0.9862	0.9862	0.9867
S1	0.9840	0.9840	0.9876	0.9851
S2	0.9799	0.9799	0.9870
S3	0.9736	0.9777	0.9865
S4	0.9673	0.9714	0.9847

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	0.9883	0.9711	0.0172	1.7%	0.0051	0.5%	99%	True	False	64,731
10	0.9883	0.9690	0.0193	2.0%	0.0052	0.5%	99%	True	False	67,269
20	0.9902	0.9690	0.0212	2.1%	0.0057	0.6%	91%	False	False	68,960
40	0.9902	0.9650	0.0252	2.6%	0.0053	0.5%	92%	False	False	57,705
60	1.0035	0.9646	0.0389	3.9%	0.0053	0.5%	61%	False	False	38,744
80	1.0151	0.9646	0.0505	5.1%	0.0050	0.5%	47%	False	False	29,150
100	1.0151	0.9646	0.0505	5.1%	0.0045	0.5%	47%	False	False	23,336
120	1.0151	0.9646	0.0505	5.1%	0.0041	0.4%	47%	False	False	19,455

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0151
2.618	1.0048
1.618	0.9985
1.000	0.9946
0.618	0.9922
HIGH	0.9883
0.618	0.9859
0.500	0.9852
0.382	0.9844
LOW	0.9820
0.618	0.9781
1.000	0.9757
1.618	0.9718
2.618	0.9655
4.250	0.9552

Fisher Pivots for day following 29-Apr-2013
Pivot	1 day	3 day
R1	0.9872	0.9858
PP	0.9862	0.9833
S1	0.9852	0.9809

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

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