CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 08-Apr-2013

Day Change Summary
	Previous	Current
	05-Apr-2013	08-Apr-2013	Change	Change %	Previous Week
Open	0.9826	0.9799	-0.0027	-0.3%	0.9793
High	0.9826	0.9810	-0.0016	-0.2%	0.9860
Low	0.9735	0.9760	0.0025	0.3%	0.9735
Close	0.9791	0.9791	0.0000	0.0%	0.9791
Range	0.0091	0.0050	-0.0041	-45.1%	0.0125
ATR	0.0044	0.0045	0.0000	0.9%	0.0000
Volume	170	302	132	77.6%	361

Daily Pivots for day following 08-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9937	0.9914	0.9819
R3	0.9887	0.9864	0.9805
R2	0.9837	0.9837	0.9800
R1	0.9814	0.9814	0.9796	0.9801
PP	0.9787	0.9787	0.9787	0.9780
S1	0.9764	0.9764	0.9786	0.9751
S2	0.9737	0.9737	0.9782
S3	0.9687	0.9714	0.9777
S4	0.9637	0.9664	0.9764

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0170	1.0106	0.9860
R3	1.0045	0.9981	0.9825
R2	0.9920	0.9920	0.9814
R1	0.9856	0.9856	0.9802	0.9826
PP	0.9795	0.9795	0.9795	0.9780
S1	0.9731	0.9731	0.9780	0.9701
S2	0.9670	0.9670	0.9768
S3	0.9545	0.9606	0.9757
S4	0.9420	0.9481	0.9722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9860	0.9735	0.0125	1.3%	0.0049	0.5%	45%	False	False	122
10	0.9860	0.9735	0.0125	1.3%	0.0041	0.4%	45%	False	False	113
20	0.9860	0.9684	0.0176	1.8%	0.0038	0.4%	61%	False	False	127
40	0.9950	0.9637	0.0313	3.2%	0.0038	0.4%	49%	False	False	125
60	1.0113	0.9637	0.0476	4.9%	0.0037	0.4%	32%	False	False	120
80	1.0113	0.9637	0.0476	4.9%	0.0031	0.3%	32%	False	False	93
100	1.0113	0.9637	0.0476	4.9%	0.0028	0.3%	32%	False	False	78

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0023
2.618	0.9941
1.618	0.9891
1.000	0.9860
0.618	0.9841
HIGH	0.9810
0.618	0.9791
0.500	0.9785
0.382	0.9779
LOW	0.9760
0.618	0.9729
1.000	0.9710
1.618	0.9679
2.618	0.9629
4.250	0.9548

Fisher Pivots for day following 08-Apr-2013
Pivot	1 day	3 day
R1	0.9789	0.9798
PP	0.9787	0.9795
S1	0.9785	0.9793

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

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