CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 03-May-2013

Day Change Summary
	Previous	Current
	02-May-2013	03-May-2013	Change	Change %	Previous Week
Open	0.9898	0.9864	-0.0034	-0.3%	0.9806
High	0.9908	0.9894	-0.0014	-0.1%	0.9915
Low	0.9862	0.9840	-0.0022	-0.2%	0.9806
Close	0.9893	0.9890	-0.0003	0.0%	0.9890
Range	0.0046	0.0054	0.0008	17.4%	0.0109
ATR	0.0047	0.0048	0.0000	1.0%	0.0000
Volume	135	202	67	49.6%	1,287

Daily Pivots for day following 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0037	1.0017	0.9920
R3	0.9983	0.9963	0.9905
R2	0.9929	0.9929	0.9900
R1	0.9909	0.9909	0.9895	0.9919
PP	0.9875	0.9875	0.9875	0.9880
S1	0.9855	0.9855	0.9885	0.9865
S2	0.9821	0.9821	0.9880
S3	0.9767	0.9801	0.9875
S4	0.9713	0.9747	0.9860

Weekly Pivots for week ending 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0197	1.0153	0.9950
R3	1.0088	1.0044	0.9920
R2	0.9979	0.9979	0.9910
R1	0.9935	0.9935	0.9900	0.9957
PP	0.9870	0.9870	0.9870	0.9882
S1	0.9826	0.9826	0.9880	0.9848
S2	0.9761	0.9761	0.9870
S3	0.9652	0.9717	0.9860
S4	0.9543	0.9608	0.9830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9915	0.9806	0.0109	1.1%	0.0052	0.5%	77%	False	False	257
10	0.9915	0.9693	0.0222	2.2%	0.0046	0.5%	89%	False	False	191
20	0.9915	0.9680	0.0235	2.4%	0.0046	0.5%	89%	False	False	187
40	0.9915	0.9658	0.0257	2.6%	0.0043	0.4%	90%	False	False	157
60	1.0000	0.9637	0.0363	3.7%	0.0041	0.4%	70%	False	False	143
80	1.0113	0.9637	0.0476	4.8%	0.0039	0.4%	53%	False	False	133
100	1.0113	0.9637	0.0476	4.8%	0.0034	0.3%	53%	False	False	109
120	1.0113	0.9637	0.0476	4.8%	0.0031	0.3%	53%	False	False	94

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0124
2.618	1.0035
1.618	0.9981
1.000	0.9948
0.618	0.9927
HIGH	0.9894
0.618	0.9873
0.500	0.9867
0.382	0.9861
LOW	0.9840
0.618	0.9807
1.000	0.9786
1.618	0.9753
2.618	0.9699
4.250	0.9611

Fisher Pivots for day following 03-May-2013
Pivot	1 day	3 day
R1	0.9882	0.9886
PP	0.9875	0.9882
S1	0.9867	0.9878

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

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