CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 06-May-2013

Day Change Summary
	Previous	Current
	03-May-2013	06-May-2013	Change	Change %	Previous Week
Open	0.9885	0.9912	0.0027	0.3%	0.9820
High	0.9915	0.9927	0.0012	0.1%	0.9938
Low	0.9860	0.9895	0.0035	0.4%	0.9820
Close	0.9911	0.9923	0.0012	0.1%	0.9911
Range	0.0055	0.0032	-0.0023	-41.8%	0.0118
ATR	0.0054	0.0053	-0.0002	-2.9%	0.0000
Volume	64,899	42,315	-22,584	-34.8%	347,780

Daily Pivots for day following 06-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0011	0.9999	0.9941
R3	0.9979	0.9967	0.9932
R2	0.9947	0.9947	0.9929
R1	0.9935	0.9935	0.9926	0.9941
PP	0.9915	0.9915	0.9915	0.9918
S1	0.9903	0.9903	0.9920	0.9909
S2	0.9883	0.9883	0.9917
S3	0.9851	0.9871	0.9914
S4	0.9819	0.9839	0.9905

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	0.9860	0.0078	0.8%	0.0051	0.5%	81%	False	False	64,559
10	0.9938	0.9711	0.0227	2.3%	0.0051	0.5%	93%	False	False	64,645
20	0.9938	0.9690	0.0248	2.5%	0.0054	0.5%	94%	False	False	66,862
40	0.9938	0.9690	0.0248	2.5%	0.0052	0.5%	94%	False	False	64,325
60	0.9998	0.9646	0.0352	3.5%	0.0054	0.5%	79%	False	False	44,099
80	1.0151	0.9646	0.0505	5.1%	0.0051	0.5%	55%	False	False	33,182
100	1.0151	0.9646	0.0505	5.1%	0.0046	0.5%	55%	False	False	26,560
120	1.0151	0.9646	0.0505	5.1%	0.0042	0.4%	55%	False	False	22,143

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0063
2.618	1.0011
1.618	0.9979
1.000	0.9959
0.618	0.9947
HIGH	0.9927
0.618	0.9915
0.500	0.9911
0.382	0.9907
LOW	0.9895
0.618	0.9875
1.000	0.9863
1.618	0.9843
2.618	0.9811
4.250	0.9759

Fisher Pivots for day following 06-May-2013
Pivot	1 day	3 day
R1	0.9919	0.9914
PP	0.9915	0.9905
S1	0.9911	0.9896

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

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