CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 29-Apr-2013

Day Change Summary
	Previous	Current
	26-Apr-2013	29-Apr-2013	Change	Change %	Previous Week
Open	0.9776	0.9806	0.0030	0.3%	0.9719
High	0.9813	0.9861	0.0048	0.5%	0.9813
Low	0.9764	0.9806	0.0042	0.4%	0.9693
Close	0.9802	0.9861	0.0059	0.6%	0.9802
Range	0.0049	0.0055	0.0006	12.2%	0.0120
ATR	0.0046	0.0047	0.0001	2.1%	0.0000
Volume	237	143	-94	-39.7%	629

Daily Pivots for day following 29-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0008	0.9989	0.9891
R3	0.9953	0.9934	0.9876
R2	0.9898	0.9898	0.9871
R1	0.9879	0.9879	0.9866	0.9889
PP	0.9843	0.9843	0.9843	0.9847
S1	0.9824	0.9824	0.9856	0.9834
S2	0.9788	0.9788	0.9851
S3	0.9733	0.9769	0.9846
S4	0.9678	0.9714	0.9831

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0129	1.0086	0.9868
R3	1.0009	0.9966	0.9835
R2	0.9889	0.9889	0.9824
R1	0.9846	0.9846	0.9813	0.9868
PP	0.9769	0.9769	0.9769	0.9780
S1	0.9726	0.9726	0.9791	0.9748
S2	0.9649	0.9649	0.9780
S3	0.9529	0.9606	0.9769
S4	0.9409	0.9486	0.9736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9861	0.9693	0.0168	1.7%	0.0044	0.4%	100%	True	False	137
10	0.9861	0.9680	0.0181	1.8%	0.0044	0.4%	100%	True	False	184
20	0.9880	0.9680	0.0200	2.0%	0.0046	0.5%	91%	False	False	146
40	0.9880	0.9640	0.0240	2.4%	0.0041	0.4%	92%	False	False	141
60	1.0000	0.9637	0.0363	3.7%	0.0039	0.4%	62%	False	False	128
80	1.0113	0.9637	0.0476	4.8%	0.0038	0.4%	47%	False	False	119
100	1.0113	0.9637	0.0476	4.8%	0.0032	0.3%	47%	False	False	98
120	1.0113	0.9637	0.0476	4.8%	0.0030	0.3%	47%	False	False	85

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0095
2.618	1.0005
1.618	0.9950
1.000	0.9916
0.618	0.9895
HIGH	0.9861
0.618	0.9840
0.500	0.9834
0.382	0.9827
LOW	0.9806
0.618	0.9772
1.000	0.9751
1.618	0.9717
2.618	0.9662
4.250	0.9572

Fisher Pivots for day following 29-Apr-2013
Pivot	1 day	3 day
R1	0.9852	0.9838
PP	0.9843	0.9814
S1	0.9834	0.9791

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

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