CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 23-May-2013

Day Change Summary
	Previous	Current
	22-May-2013	23-May-2013	Change	Change %	Previous Week
Open	0.9732	0.9633	-0.0099	-1.0%	0.9883
High	0.9744	0.9715	-0.0029	-0.3%	0.9910
Low	0.9617	0.9615	-0.0002	0.0%	0.9673
Close	0.9628	0.9698	0.0070	0.7%	0.9716
Range	0.0127	0.0100	-0.0027	-21.3%	0.0237
ATR	0.0072	0.0074	0.0002	2.8%	0.0000
Volume	125,876	109,031	-16,845	-13.4%	409,892

Daily Pivots for day following 23-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9976	0.9937	0.9753
R3	0.9876	0.9837	0.9726
R2	0.9776	0.9776	0.9716
R1	0.9737	0.9737	0.9707	0.9757
PP	0.9676	0.9676	0.9676	0.9686
S1	0.9637	0.9637	0.9689	0.9657
S2	0.9576	0.9576	0.9680
S3	0.9476	0.9537	0.9671
S4	0.9376	0.9437	0.9643

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	0.9827	0.9615	0.0212	2.2%	0.0109	1.1%	39%	False	True	101,307
10	0.9929	0.9615	0.0314	3.2%	0.0089	0.9%	26%	False	True	90,456
20	0.9977	0.9615	0.0362	3.7%	0.0071	0.7%	23%	False	True	77,594
40	0.9977	0.9615	0.0362	3.7%	0.0063	0.6%	23%	False	True	72,298
60	0.9977	0.9615	0.0362	3.7%	0.0060	0.6%	23%	False	True	62,180
80	1.0035	0.9615	0.0420	4.3%	0.0057	0.6%	20%	False	True	46,779
100	1.0151	0.9615	0.0536	5.5%	0.0054	0.6%	15%	False	True	37,497
120	1.0151	0.9615	0.0536	5.5%	0.0049	0.5%	15%	False	True	31,259

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0140
2.618	0.9977
1.618	0.9877
1.000	0.9815
0.618	0.9777
HIGH	0.9715
0.618	0.9677
0.500	0.9665
0.382	0.9653
LOW	0.9615
0.618	0.9553
1.000	0.9515
1.618	0.9453
2.618	0.9353
4.250	0.9190

Fisher Pivots for day following 23-May-2013
Pivot	1 day	3 day
R1	0.9687	0.9697
PP	0.9676	0.9695
S1	0.9665	0.9694

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

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