CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	0.9758	0.9732	-0.0026	-0.3%	0.9883
High	0.9772	0.9744	-0.0028	-0.3%	0.9910
Low	0.9682	0.9617	-0.0065	-0.7%	0.9673
Close	0.9730	0.9628	-0.0102	-1.0%	0.9716
Range	0.0090	0.0127	0.0037	41.1%	0.0237
ATR	0.0067	0.0072	0.0004	6.3%	0.0000
Volume	83,056	125,876	42,820	51.6%	409,892

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0044	0.9963	0.9698
R3	0.9917	0.9836	0.9663
R2	0.9790	0.9790	0.9651
R1	0.9709	0.9709	0.9640	0.9686
PP	0.9663	0.9663	0.9663	0.9652
S1	0.9582	0.9582	0.9616	0.9559
S2	0.9536	0.9536	0.9605
S3	0.9409	0.9455	0.9593
S4	0.9282	0.9328	0.9558

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0477	1.0334	0.9846
R3	1.0240	1.0097	0.9781
R2	1.0003	1.0003	0.9759
R1	0.9860	0.9860	0.9738	0.9813
PP	0.9766	0.9766	0.9766	0.9743
S1	0.9623	0.9623	0.9694	0.9576
S2	0.9529	0.9529	0.9673
S3	0.9292	0.9386	0.9651
S4	0.9055	0.9149	0.9586

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9846	0.9617	0.0229	2.4%	0.0101	1.0%	5%	False	True	94,682
10	0.9977	0.9617	0.0360	3.7%	0.0087	0.9%	3%	False	True	87,075
20	0.9977	0.9617	0.0360	3.7%	0.0070	0.7%	3%	False	True	75,787
40	0.9977	0.9617	0.0360	3.7%	0.0061	0.6%	3%	False	True	71,361
60	0.9977	0.9617	0.0360	3.7%	0.0059	0.6%	3%	False	True	60,381
80	1.0035	0.9617	0.0418	4.3%	0.0057	0.6%	3%	False	True	45,435
100	1.0151	0.9617	0.0534	5.5%	0.0053	0.6%	2%	False	True	36,407
120	1.0151	0.9617	0.0534	5.5%	0.0048	0.5%	2%	False	True	30,350

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0284
2.618	1.0076
1.618	0.9949
1.000	0.9871
0.618	0.9822
HIGH	0.9744
0.618	0.9695
0.500	0.9681
0.382	0.9666
LOW	0.9617
0.618	0.9539
1.000	0.9490
1.618	0.9412
2.618	0.9285
4.250	0.9077

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	0.9681	0.9700
PP	0.9663	0.9676
S1	0.9646	0.9652

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

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