CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	0.9735	0.9786	0.0051	0.5%	0.9647
High	0.9834	0.9832	-0.0002	0.0%	0.9834
Low	0.9717	0.9783	0.0066	0.7%	0.9631
Close	0.9790	0.9810	0.0020	0.2%	0.9790
Range	0.0117	0.0049	-0.0068	-58.1%	0.0203
ATR	0.0084	0.0081	-0.0002	-3.0%	0.0000
Volume	96,023	85,627	-10,396	-10.8%	425,264

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9955	0.9932	0.9837
R3	0.9906	0.9883	0.9823
R2	0.9857	0.9857	0.9819
R1	0.9834	0.9834	0.9814	0.9846
PP	0.9808	0.9808	0.9808	0.9814
S1	0.9785	0.9785	0.9806	0.9797
S2	0.9759	0.9759	0.9801
S3	0.9710	0.9736	0.9797
S4	0.9661	0.9687	0.9783

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0361	1.0278	0.9902
R3	1.0158	1.0075	0.9846
R2	0.9955	0.9955	0.9827
R1	0.9872	0.9872	0.9809	0.9914
PP	0.9752	0.9752	0.9752	0.9772
S1	0.9669	0.9669	0.9771	0.9711
S2	0.9549	0.9549	0.9753
S3	0.9346	0.9466	0.9734
S4	0.9143	0.9263	0.9678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9834	0.9631	0.0203	2.1%	0.0090	0.9%	88%	False	False	84,934
10	0.9834	0.9591	0.0243	2.5%	0.0089	0.9%	90%	False	False	85,536
20	0.9910	0.9591	0.0319	3.3%	0.0088	0.9%	69%	False	False	86,266
40	0.9977	0.9591	0.0386	3.9%	0.0072	0.7%	57%	False	False	78,178
60	0.9977	0.9591	0.0386	3.9%	0.0065	0.7%	57%	False	False	73,433
80	0.9977	0.9591	0.0386	3.9%	0.0063	0.6%	57%	False	False	58,256
100	1.0123	0.9591	0.0532	5.4%	0.0060	0.6%	41%	False	False	46,704
120	1.0151	0.9591	0.0560	5.7%	0.0055	0.6%	39%	False	False	38,932

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.0040
2.618	0.9960
1.618	0.9911
1.000	0.9881
0.618	0.9862
HIGH	0.9832
0.618	0.9813
0.500	0.9808
0.382	0.9802
LOW	0.9783
0.618	0.9753
1.000	0.9734
1.618	0.9704
2.618	0.9655
4.250	0.9575

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	0.9809	0.9786
PP	0.9808	0.9762
S1	0.9808	0.9739

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

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