CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 24-Apr-2013

Day Change Summary
	Previous	Current
	23-Apr-2013	24-Apr-2013	Change	Change %	Previous Week
Open	0.9705	0.9703	-0.0002	0.0%	0.9820
High	0.9724	0.9720	-0.0004	0.0%	0.9820
Low	0.9693	0.9698	0.0005	0.1%	0.9680
Close	0.9710	0.9720	0.0010	0.1%	0.9710
Range	0.0031	0.0022	-0.0009	-29.0%	0.0140
ATR	0.0046	0.0044	-0.0002	-3.7%	0.0000
Volume	98	140	42	42.9%	1,139

Daily Pivots for day following 24-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9779	0.9771	0.9732
R3	0.9757	0.9749	0.9726
R2	0.9735	0.9735	0.9724
R1	0.9727	0.9727	0.9722	0.9731
PP	0.9713	0.9713	0.9713	0.9715
S1	0.9705	0.9705	0.9718	0.9709
S2	0.9691	0.9691	0.9716
S3	0.9669	0.9683	0.9714
S4	0.9647	0.9661	0.9708

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	0.9740	0.9693	0.0047	0.5%	0.0030	0.3%	57%	False	False	136
10	0.9880	0.9680	0.0200	2.1%	0.0047	0.5%	20%	False	False	164
20	0.9880	0.9680	0.0200	2.1%	0.0041	0.4%	20%	False	False	139
40	0.9880	0.9637	0.0243	2.5%	0.0040	0.4%	34%	False	False	147
60	1.0000	0.9637	0.0363	3.7%	0.0038	0.4%	23%	False	False	129
80	1.0113	0.9637	0.0476	4.9%	0.0037	0.4%	17%	False	False	114
100	1.0113	0.9637	0.0476	4.9%	0.0031	0.3%	17%	False	False	93
120	1.0113	0.9637	0.0476	4.9%	0.0029	0.3%	17%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9814
2.618	0.9778
1.618	0.9756
1.000	0.9742
0.618	0.9734
HIGH	0.9720
0.618	0.9712
0.500	0.9709
0.382	0.9706
LOW	0.9698
0.618	0.9684
1.000	0.9676
1.618	0.9662
2.618	0.9640
4.250	0.9605

Fisher Pivots for day following 24-Apr-2013
Pivot	1 day	3 day
R1	0.9716	0.9716
PP	0.9713	0.9712
S1	0.9709	0.9709

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

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