CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 03-May-2013

Day Change Summary
	Previous	Current
	02-May-2013	03-May-2013	Change	Change %	Previous Week
Open	0.9910	0.9885	-0.0025	-0.3%	0.9820
High	0.9931	0.9915	-0.0016	-0.2%	0.9938
Low	0.9881	0.9860	-0.0021	-0.2%	0.9820
Close	0.9914	0.9911	-0.0003	0.0%	0.9911
Range	0.0050	0.0055	0.0005	10.0%	0.0118
ATR	0.0054	0.0054	0.0000	0.1%	0.0000
Volume	69,608	64,899	-4,709	-6.8%	347,780

Daily Pivots for day following 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0060	1.0041	0.9941
R3	1.0005	0.9986	0.9926
R2	0.9950	0.9950	0.9921
R1	0.9931	0.9931	0.9916	0.9941
PP	0.9895	0.9895	0.9895	0.9900
S1	0.9876	0.9876	0.9906	0.9886
S2	0.9840	0.9840	0.9901
S3	0.9785	0.9821	0.9896
S4	0.9730	0.9766	0.9881

Weekly Pivots for week ending 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0244	1.0195	0.9976
R3	1.0126	1.0077	0.9943
R2	1.0008	1.0008	0.9933
R1	0.9959	0.9959	0.9922	0.9984
PP	0.9890	0.9890	0.9890	0.9902
S1	0.9841	0.9841	0.9900	0.9866
S2	0.9772	0.9772	0.9889
S3	0.9654	0.9723	0.9879
S4	0.9536	0.9605	0.9846

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9938	0.9820	0.0118	1.2%	0.0057	0.6%	77%	False	False	69,556
10	0.9938	0.9709	0.0229	2.3%	0.0051	0.5%	88%	False	False	65,912
20	0.9938	0.9690	0.0248	2.5%	0.0055	0.6%	89%	False	False	67,699
40	0.9938	0.9674	0.0264	2.7%	0.0053	0.5%	90%	False	False	64,098
60	1.0035	0.9646	0.0389	3.9%	0.0054	0.5%	68%	False	False	43,398
80	1.0151	0.9646	0.0505	5.1%	0.0051	0.5%	52%	False	False	32,654
100	1.0151	0.9646	0.0505	5.1%	0.0046	0.5%	52%	False	False	26,140
120	1.0151	0.9646	0.0505	5.1%	0.0042	0.4%	52%	False	False	21,792

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0149
2.618	1.0059
1.618	1.0004
1.000	0.9970
0.618	0.9949
HIGH	0.9915
0.618	0.9894
0.500	0.9888
0.382	0.9881
LOW	0.9860
0.618	0.9826
1.000	0.9805
1.618	0.9771
2.618	0.9716
4.250	0.9626

Fisher Pivots for day following 03-May-2013
Pivot	1 day	3 day
R1	0.9903	0.9907
PP	0.9895	0.9903
S1	0.9888	0.9899

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

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