CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 30-Apr-2013

Day Change Summary
	Previous	Current
	29-Apr-2013	30-Apr-2013	Change	Change %	Previous Week
Open	0.9806	0.9849	0.0043	0.4%	0.9719
High	0.9861	0.9910	0.0049	0.5%	0.9813
Low	0.9806	0.9848	0.0042	0.4%	0.9693
Close	0.9861	0.9893	0.0032	0.3%	0.9802
Range	0.0055	0.0062	0.0007	12.7%	0.0120
ATR	0.0047	0.0048	0.0001	2.4%	0.0000
Volume	143	339	196	137.1%	629

Daily Pivots for day following 30-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0070	1.0043	0.9927
R3	1.0008	0.9981	0.9910
R2	0.9946	0.9946	0.9904
R1	0.9919	0.9919	0.9899	0.9933
PP	0.9884	0.9884	0.9884	0.9890
S1	0.9857	0.9857	0.9887	0.9871
S2	0.9822	0.9822	0.9882
S3	0.9760	0.9795	0.9876
S4	0.9698	0.9733	0.9859

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	0.9910	0.9698	0.0212	2.1%	0.0050	0.5%	92%	True	False	185
10	0.9910	0.9680	0.0230	2.3%	0.0045	0.5%	93%	True	False	164
20	0.9910	0.9680	0.0230	2.3%	0.0048	0.5%	93%	True	False	162
40	0.9910	0.9640	0.0270	2.7%	0.0041	0.4%	94%	True	False	139
60	1.0000	0.9637	0.0363	3.7%	0.0040	0.4%	71%	False	False	132
80	1.0113	0.9637	0.0476	4.8%	0.0038	0.4%	54%	False	False	124
100	1.0113	0.9637	0.0476	4.8%	0.0033	0.3%	54%	False	False	101
120	1.0113	0.9637	0.0476	4.8%	0.0030	0.3%	54%	False	False	88

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0174
2.618	1.0072
1.618	1.0010
1.000	0.9972
0.618	0.9948
HIGH	0.9910
0.618	0.9886
0.500	0.9879
0.382	0.9872
LOW	0.9848
0.618	0.9810
1.000	0.9786
1.618	0.9748
2.618	0.9686
4.250	0.9585

Fisher Pivots for day following 30-Apr-2013
Pivot	1 day	3 day
R1	0.9888	0.9874
PP	0.9884	0.9856
S1	0.9879	0.9837

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

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