CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	0.9833	0.9816	-0.0017	-0.2%	0.9786
High	0.9852	0.9825	-0.0027	-0.3%	0.9868
Low	0.9799	0.9792	-0.0007	-0.1%	0.9753
Close	0.9804	0.9794	-0.0010	-0.1%	0.9832
Range	0.0053	0.0033	-0.0020	-37.7%	0.0115
ATR	0.0075	0.0072	-0.0003	-4.0%	0.0000
Volume	4,837	385	-4,452	-92.0%	366,142

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9903	0.9881	0.9812
R3	0.9870	0.9848	0.9803
R2	0.9837	0.9837	0.9800
R1	0.9815	0.9815	0.9797	0.9810
PP	0.9804	0.9804	0.9804	0.9801
S1	0.9782	0.9782	0.9791	0.9777
S2	0.9771	0.9771	0.9788
S3	0.9738	0.9749	0.9785
S4	0.9705	0.9716	0.9776

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	0.9778	0.0090	0.9%	0.0055	0.6%	18%	False	False	38,535
10	0.9868	0.9631	0.0237	2.4%	0.0072	0.7%	69%	False	False	64,252
20	0.9868	0.9591	0.0277	2.8%	0.0080	0.8%	73%	False	False	76,255
40	0.9977	0.9591	0.0386	3.9%	0.0071	0.7%	53%	False	False	73,705
60	0.9977	0.9591	0.0386	3.9%	0.0066	0.7%	53%	False	False	71,762
80	0.9977	0.9591	0.0386	3.9%	0.0063	0.6%	53%	False	False	61,776
100	1.0035	0.9591	0.0444	4.5%	0.0060	0.6%	46%	False	False	49,544
120	1.0151	0.9591	0.0560	5.7%	0.0056	0.6%	36%	False	False	41,308

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.9965
2.618	0.9911
1.618	0.9878
1.000	0.9858
0.618	0.9845
HIGH	0.9825
0.618	0.9812
0.500	0.9809
0.382	0.9805
LOW	0.9792
0.618	0.9772
1.000	0.9759
1.618	0.9739
2.618	0.9706
4.250	0.9652

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	0.9809	0.9830
PP	0.9804	0.9818
S1	0.9799	0.9806

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

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