CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 23-Apr-2013

Day Change Summary
	Previous	Current
	22-Apr-2013	23-Apr-2013	Change	Change %	Previous Week
Open	0.9719	0.9705	-0.0014	-0.1%	0.9820
High	0.9724	0.9724	0.0000	0.0%	0.9820
Low	0.9694	0.9693	-0.0001	0.0%	0.9680
Close	0.9713	0.9710	-0.0003	0.0%	0.9710
Range	0.0030	0.0031	0.0001	3.3%	0.0140
ATR	0.0047	0.0046	-0.0001	-2.4%	0.0000
Volume	85	98	13	15.3%	1,139

Daily Pivots for day following 23-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9802	0.9787	0.9727
R3	0.9771	0.9756	0.9719
R2	0.9740	0.9740	0.9716
R1	0.9725	0.9725	0.9713	0.9733
PP	0.9709	0.9709	0.9709	0.9713
S1	0.9694	0.9694	0.9707	0.9702
S2	0.9678	0.9678	0.9704
S3	0.9647	0.9663	0.9701
S4	0.9616	0.9632	0.9693

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	0.9752	0.9680	0.0072	0.7%	0.0040	0.4%	42%	False	False	142
10	0.9880	0.9680	0.0200	2.1%	0.0045	0.5%	15%	False	False	164
20	0.9880	0.9680	0.0200	2.1%	0.0043	0.4%	15%	False	False	141
40	0.9880	0.9637	0.0243	2.5%	0.0040	0.4%	30%	False	False	156
60	1.0000	0.9637	0.0363	3.7%	0.0039	0.4%	20%	False	False	141
80	1.0113	0.9637	0.0476	4.9%	0.0036	0.4%	15%	False	False	112
100	1.0113	0.9637	0.0476	4.9%	0.0031	0.3%	15%	False	False	93
120	1.0113	0.9637	0.0476	4.9%	0.0029	0.3%	15%	False	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9856
2.618	0.9805
1.618	0.9774
1.000	0.9755
0.618	0.9743
HIGH	0.9724
0.618	0.9712
0.500	0.9709
0.382	0.9705
LOW	0.9693
0.618	0.9674
1.000	0.9662
1.618	0.9643
2.618	0.9612
4.250	0.9561

Fisher Pivots for day following 23-Apr-2013
Pivot	1 day	3 day
R1	0.9710	0.9716
PP	0.9709	0.9714
S1	0.9709	0.9712

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

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