CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	0.9725	0.9667	-0.0058	-0.6%	0.9691
High	0.9727	0.9681	-0.0046	-0.5%	0.9709
Low	0.9648	0.9631	-0.0017	-0.2%	0.9591
Close	0.9661	0.9660	-0.0001	0.0%	0.9642
Range	0.0079	0.0050	-0.0029	-36.7%	0.0118
ATR	0.0077	0.0075	-0.0002	-2.5%	0.0000
Volume	67,886	68,313	427	0.6%	344,478

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9807	0.9784	0.9688
R3	0.9757	0.9734	0.9674
R2	0.9707	0.9707	0.9669
R1	0.9684	0.9684	0.9665	0.9671
PP	0.9657	0.9657	0.9657	0.9651
S1	0.9634	0.9634	0.9655	0.9621
S2	0.9607	0.9607	0.9651
S3	0.9557	0.9584	0.9646
S4	0.9507	0.9534	0.9633

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	0.9622	0.0120	1.2%	0.0081	0.8%	32%	False	False	78,914
10	0.9744	0.9591	0.0153	1.6%	0.0085	0.9%	45%	False	False	86,784
20	0.9977	0.9591	0.0386	4.0%	0.0082	0.8%	18%	False	False	83,240
40	0.9977	0.9591	0.0386	4.0%	0.0068	0.7%	18%	False	False	75,297
60	0.9977	0.9591	0.0386	4.0%	0.0062	0.6%	18%	False	False	71,284
80	0.9977	0.9591	0.0386	4.0%	0.0060	0.6%	18%	False	False	54,666
100	1.0151	0.9591	0.0560	5.8%	0.0057	0.6%	12%	False	False	43,821
120	1.0151	0.9591	0.0560	5.8%	0.0053	0.5%	12%	False	False	36,529

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9894
2.618	0.9812
1.618	0.9762
1.000	0.9731
0.618	0.9712
HIGH	0.9681
0.618	0.9662
0.500	0.9656
0.382	0.9650
LOW	0.9631
0.618	0.9600
1.000	0.9581
1.618	0.9550
2.618	0.9500
4.250	0.9419

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	0.9659	0.9687
PP	0.9657	0.9678
S1	0.9656	0.9669

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

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