CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 01-May-2013

Day Change Summary
	Previous	Current
	30-Apr-2013	01-May-2013	Change	Change %	Previous Week
Open	0.9849	0.9899	0.0050	0.5%	0.9719
High	0.9910	0.9915	0.0005	0.1%	0.9813
Low	0.9848	0.9870	0.0022	0.2%	0.9693
Close	0.9893	0.9904	0.0011	0.1%	0.9802
Range	0.0062	0.0045	-0.0017	-27.4%	0.0120
ATR	0.0048	0.0047	0.0000	-0.4%	0.0000
Volume	339	468	129	38.1%	629

Daily Pivots for day following 01-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0031	1.0013	0.9929
R3	0.9986	0.9968	0.9916
R2	0.9941	0.9941	0.9912
R1	0.9923	0.9923	0.9908	0.9932
PP	0.9896	0.9896	0.9896	0.9901
S1	0.9878	0.9878	0.9900	0.9887
S2	0.9851	0.9851	0.9896
S3	0.9806	0.9833	0.9892
S4	0.9761	0.9788	0.9879

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	0.9915	0.9721	0.0194	2.0%	0.0055	0.6%	94%	True	False	251
10	0.9915	0.9693	0.0222	2.2%	0.0043	0.4%	95%	True	False	193
20	0.9915	0.9680	0.0235	2.4%	0.0049	0.5%	95%	True	False	182
40	0.9915	0.9640	0.0275	2.8%	0.0042	0.4%	96%	True	False	150
60	1.0000	0.9637	0.0363	3.7%	0.0040	0.4%	74%	False	False	138
80	1.0113	0.9637	0.0476	4.8%	0.0038	0.4%	56%	False	False	129
100	1.0113	0.9637	0.0476	4.8%	0.0033	0.3%	56%	False	False	105
120	1.0113	0.9637	0.0476	4.8%	0.0031	0.3%	56%	False	False	92

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0106
2.618	1.0033
1.618	0.9988
1.000	0.9960
0.618	0.9943
HIGH	0.9915
0.618	0.9898
0.500	0.9893
0.382	0.9887
LOW	0.9870
0.618	0.9842
1.000	0.9825
1.618	0.9797
2.618	0.9752
4.250	0.9679

Fisher Pivots for day following 01-May-2013
Pivot	1 day	3 day
R1	0.9900	0.9890
PP	0.9896	0.9875
S1	0.9893	0.9861

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

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