CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 28-May-2013

Day Change Summary
	Previous	Current
	24-May-2013	28-May-2013	Change	Change %	Previous Week
Open	0.9701	0.9691	-0.0010	-0.1%	0.9721
High	0.9704	0.9692	-0.0012	-0.1%	0.9782
Low	0.9651	0.9602	-0.0049	-0.5%	0.9615
Close	0.9671	0.9626	-0.0045	-0.5%	0.9671
Range	0.0053	0.0090	0.0037	69.8%	0.0167
ATR	0.0072	0.0073	0.0001	1.8%	0.0000
Volume	66,038	84,739	18,701	28.3%	460,065

Daily Pivots for day following 28-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9910	0.9858	0.9676
R3	0.9820	0.9768	0.9651
R2	0.9730	0.9730	0.9643
R1	0.9678	0.9678	0.9634	0.9659
PP	0.9640	0.9640	0.9640	0.9631
S1	0.9588	0.9588	0.9618	0.9569
S2	0.9550	0.9550	0.9610
S3	0.9460	0.9498	0.9601
S4	0.9370	0.9408	0.9577

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0190	1.0098	0.9763
R3	1.0023	0.9931	0.9717
R2	0.9856	0.9856	0.9702
R1	0.9764	0.9764	0.9686	0.9727
PP	0.9689	0.9689	0.9689	0.9671
S1	0.9597	0.9597	0.9656	0.9560
S2	0.9522	0.9522	0.9640
S3	0.9355	0.9430	0.9625
S4	0.9188	0.9263	0.9579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9772	0.9602	0.0170	1.8%	0.0092	1.0%	14%	False	True	93,748
10	0.9903	0.9602	0.0301	3.1%	0.0090	0.9%	8%	False	True	89,177
20	0.9977	0.9602	0.0375	3.9%	0.0073	0.8%	6%	False	True	78,410
40	0.9977	0.9602	0.0375	3.9%	0.0065	0.7%	6%	False	True	73,685
60	0.9977	0.9602	0.0375	3.9%	0.0059	0.6%	6%	False	True	64,607
80	1.0035	0.9602	0.0433	4.5%	0.0058	0.6%	6%	False	True	48,660
100	1.0151	0.9602	0.0549	5.7%	0.0055	0.6%	4%	False	True	39,002
120	1.0151	0.9602	0.0549	5.7%	0.0050	0.5%	4%	False	True	32,515

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0075
2.618	0.9928
1.618	0.9838
1.000	0.9782
0.618	0.9748
HIGH	0.9692
0.618	0.9658
0.500	0.9647
0.382	0.9636
LOW	0.9602
0.618	0.9546
1.000	0.9512
1.618	0.9456
2.618	0.9366
4.250	0.9220

Fisher Pivots for day following 28-May-2013
Pivot	1 day	3 day
R1	0.9647	0.9659
PP	0.9640	0.9648
S1	0.9633	0.9637

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

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