CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	0.9704	0.9647	-0.0057	-0.6%	0.9691
High	0.9709	0.9742	0.0033	0.3%	0.9709
Low	0.9628	0.9635	0.0007	0.1%	0.9591
Close	0.9642	0.9727	0.0085	0.9%	0.9642
Range	0.0081	0.0107	0.0026	32.1%	0.0118
ATR	0.0075	0.0077	0.0002	3.1%	0.0000
Volume	95,758	86,221	-9,537	-10.0%	344,478

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0022	0.9982	0.9786
R3	0.9915	0.9875	0.9756
R2	0.9808	0.9808	0.9747
R1	0.9768	0.9768	0.9737	0.9788
PP	0.9701	0.9701	0.9701	0.9712
S1	0.9661	0.9661	0.9717	0.9681
S2	0.9594	0.9594	0.9707
S3	0.9487	0.9554	0.9698
S4	0.9380	0.9447	0.9668

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0001	0.9940	0.9707
R3	0.9883	0.9822	0.9674
R2	0.9765	0.9765	0.9664
R1	0.9704	0.9704	0.9653	0.9676
PP	0.9647	0.9647	0.9647	0.9633
S1	0.9586	0.9586	0.9631	0.9558
S2	0.9529	0.9529	0.9620
S3	0.9411	0.9468	0.9610
S4	0.9293	0.9350	0.9577

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9742	0.9591	0.0151	1.6%	0.0088	0.9%	90%	True	False	86,139
10	0.9782	0.9591	0.0191	2.0%	0.0089	0.9%	71%	False	False	89,076
20	0.9977	0.9591	0.0386	4.0%	0.0079	0.8%	35%	False	False	81,684
40	0.9977	0.9591	0.0386	4.0%	0.0067	0.7%	35%	False	False	74,691
60	0.9977	0.9591	0.0386	4.0%	0.0062	0.6%	35%	False	False	69,960
80	1.0035	0.9591	0.0444	4.6%	0.0060	0.6%	31%	False	False	52,970
100	1.0151	0.9591	0.0560	5.8%	0.0057	0.6%	24%	False	False	42,460
120	1.0151	0.9591	0.0560	5.8%	0.0052	0.5%	24%	False	False	35,397

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	0.0013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0197
2.618	1.0022
1.618	0.9915
1.000	0.9849
0.618	0.9808
HIGH	0.9742
0.618	0.9701
0.500	0.9689
0.382	0.9676
LOW	0.9635
0.618	0.9569
1.000	0.9528
1.618	0.9462
2.618	0.9355
4.250	0.9180

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	0.9714	0.9712
PP	0.9701	0.9697
S1	0.9689	0.9682

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

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