CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 10-May-2013

Day Change Summary
	Previous	Current
	09-May-2013	10-May-2013	Change	Change %	Previous Week
Open	0.9962	0.9923	-0.0039	-0.4%	0.9912
High	0.9977	0.9929	-0.0048	-0.5%	0.9977
Low	0.9901	0.9842	-0.0059	-0.6%	0.9842
Close	0.9906	0.9880	-0.0026	-0.3%	0.9880
Range	0.0076	0.0087	0.0011	14.5%	0.0135
ATR	0.0053	0.0056	0.0002	4.5%	0.0000
Volume	75,227	100,641	25,414	33.8%	333,032

Daily Pivots for day following 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0145	1.0099	0.9928
R3	1.0058	1.0012	0.9904
R2	0.9971	0.9971	0.9896
R1	0.9925	0.9925	0.9888	0.9905
PP	0.9884	0.9884	0.9884	0.9873
S1	0.9838	0.9838	0.9872	0.9818
S2	0.9797	0.9797	0.9864
S3	0.9710	0.9751	0.9856
S4	0.9623	0.9664	0.9832

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0305	1.0227	0.9954
R3	1.0170	1.0092	0.9917
R2	1.0035	1.0035	0.9905
R1	0.9957	0.9957	0.9892	0.9929
PP	0.9900	0.9900	0.9900	0.9885
S1	0.9822	0.9822	0.9868	0.9794
S2	0.9765	0.9765	0.9855
S3	0.9630	0.9687	0.9843
S4	0.9495	0.9552	0.9806

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9977	0.9842	0.0135	1.4%	0.0056	0.6%	28%	False	True	66,606
10	0.9977	0.9820	0.0157	1.6%	0.0057	0.6%	38%	False	False	68,081
20	0.9977	0.9690	0.0287	2.9%	0.0057	0.6%	66%	False	False	70,091
40	0.9977	0.9690	0.0287	2.9%	0.0054	0.5%	66%	False	False	67,017
60	0.9977	0.9646	0.0331	3.4%	0.0054	0.6%	71%	False	False	48,920
80	1.0123	0.9646	0.0477	4.8%	0.0053	0.5%	49%	False	False	36,813
100	1.0151	0.9646	0.0505	5.1%	0.0048	0.5%	46%	False	False	29,465
120	1.0151	0.9646	0.0505	5.1%	0.0044	0.4%	46%	False	False	24,563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0299
2.618	1.0157
1.618	1.0070
1.000	1.0016
0.618	0.9983
HIGH	0.9929
0.618	0.9896
0.500	0.9886
0.382	0.9875
LOW	0.9842
0.618	0.9788
1.000	0.9755
1.618	0.9701
2.618	0.9614
4.250	0.9472

Fisher Pivots for day following 10-May-2013
Pivot	1 day	3 day
R1	0.9886	0.9910
PP	0.9884	0.9900
S1	0.9882	0.9890

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

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