CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	0.9793	0.9845	0.0052	0.5%	0.9786
High	0.9856	0.9868	0.0012	0.1%	0.9868
Low	0.9778	0.9816	0.0038	0.4%	0.9753
Close	0.9820	0.9832	0.0012	0.1%	0.9832
Range	0.0078	0.0052	-0.0026	-33.3%	0.0115
ATR	0.0079	0.0077	-0.0002	-2.4%	0.0000
Volume	71,888	21,087	-50,801	-70.7%	366,142

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9995	0.9965	0.9861
R3	0.9943	0.9913	0.9846
R2	0.9891	0.9891	0.9842
R1	0.9861	0.9861	0.9837	0.9850
PP	0.9839	0.9839	0.9839	0.9833
S1	0.9809	0.9809	0.9827	0.9798
S2	0.9787	0.9787	0.9822
S3	0.9735	0.9757	0.9818
S4	0.9683	0.9705	0.9803

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0163	1.0112	0.9895
R3	1.0048	0.9997	0.9864
R2	0.9933	0.9933	0.9853
R1	0.9882	0.9882	0.9843	0.9908
PP	0.9818	0.9818	0.9818	0.9830
S1	0.9767	0.9767	0.9821	0.9793
S2	0.9703	0.9703	0.9811
S3	0.9588	0.9652	0.9800
S4	0.9473	0.9537	0.9769

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9868	0.9753	0.0115	1.2%	0.0062	0.6%	69%	True	False	73,228
10	0.9868	0.9631	0.0237	2.4%	0.0082	0.8%	85%	True	False	79,140
20	0.9868	0.9591	0.0277	2.8%	0.0088	0.9%	87%	True	False	85,423
40	0.9977	0.9591	0.0386	3.9%	0.0071	0.7%	62%	False	False	76,263
60	0.9977	0.9591	0.0386	3.9%	0.0066	0.7%	62%	False	False	73,451
80	0.9977	0.9591	0.0386	3.9%	0.0063	0.6%	62%	False	False	61,736
100	1.0060	0.9591	0.0469	4.8%	0.0061	0.6%	51%	False	False	49,505
120	1.0151	0.9591	0.0560	5.7%	0.0056	0.6%	43%	False	False	41,267

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0089
2.618	1.0004
1.618	0.9952
1.000	0.9920
0.618	0.9900
HIGH	0.9868
0.618	0.9848
0.500	0.9842
0.382	0.9836
LOW	0.9816
0.618	0.9784
1.000	0.9764
1.618	0.9732
2.618	0.9680
4.250	0.9595

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	0.9842	0.9829
PP	0.9839	0.9826
S1	0.9835	0.9823

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

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