CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 22-Apr-2013

Day Change Summary
	Previous	Current
	19-Apr-2013	22-Apr-2013	Change	Change %	Previous Week
Open	0.9733	0.9719	-0.0014	-0.1%	0.9820
High	0.9738	0.9724	-0.0014	-0.1%	0.9820
Low	0.9708	0.9694	-0.0014	-0.1%	0.9680
Close	0.9710	0.9713	0.0003	0.0%	0.9710
Range	0.0030	0.0030	0.0000	0.0%	0.0140
ATR	0.0048	0.0047	-0.0001	-2.7%	0.0000
Volume	103	85	-18	-17.5%	1,139

Daily Pivots for day following 22-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9800	0.9787	0.9730
R3	0.9770	0.9757	0.9721
R2	0.9740	0.9740	0.9719
R1	0.9727	0.9727	0.9716	0.9719
PP	0.9710	0.9710	0.9710	0.9706
S1	0.9697	0.9697	0.9710	0.9689
S2	0.9680	0.9680	0.9708
S3	0.9650	0.9667	0.9705
S4	0.9620	0.9637	0.9697

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0157	1.0073	0.9787
R3	1.0017	0.9933	0.9749
R2	0.9877	0.9877	0.9736
R1	0.9793	0.9793	0.9723	0.9765
PP	0.9737	0.9737	0.9737	0.9723
S1	0.9653	0.9653	0.9697	0.9625
S2	0.9597	0.9597	0.9684
S3	0.9457	0.9513	0.9672
S4	0.9317	0.9373	0.9633

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9766	0.9680	0.0086	0.9%	0.0043	0.4%	38%	False	False	232
10	0.9880	0.9680	0.0200	2.1%	0.0045	0.5%	17%	False	False	162
20	0.9880	0.9680	0.0200	2.1%	0.0043	0.4%	17%	False	False	137
40	0.9880	0.9637	0.0243	2.5%	0.0040	0.4%	31%	False	False	159
60	1.0000	0.9637	0.0363	3.7%	0.0039	0.4%	21%	False	False	144
80	1.0113	0.9637	0.0476	4.9%	0.0036	0.4%	16%	False	False	111
100	1.0113	0.9637	0.0476	4.9%	0.0031	0.3%	16%	False	False	92
120	1.0113	0.9637	0.0476	4.9%	0.0028	0.3%	16%	False	False	85

Crabel Price Patterns
NR	False
NR4	False
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	0.0003

Fibonacci Retracements and Extensions
4.250	0.9852
2.618	0.9803
1.618	0.9773
1.000	0.9754
0.618	0.9743
HIGH	0.9724
0.618	0.9713
0.500	0.9709
0.382	0.9705
LOW	0.9694
0.618	0.9675
1.000	0.9664
1.618	0.9645
2.618	0.9615
4.250	0.9567

Fisher Pivots for day following 22-Apr-2013
Pivot	1 day	3 day
R1	0.9712	0.9717
PP	0.9710	0.9716
S1	0.9709	0.9714

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

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