CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 06-May-2013

Day Change Summary
	Previous	Current
	03-May-2013	06-May-2013	Change	Change %	Previous Week
Open	0.9864	0.9895	0.0031	0.3%	0.9806
High	0.9894	0.9905	0.0011	0.1%	0.9915
Low	0.9840	0.9876	0.0036	0.4%	0.9806
Close	0.9890	0.9902	0.0012	0.1%	0.9890
Range	0.0054	0.0029	-0.0025	-46.3%	0.0109
ATR	0.0048	0.0047	-0.0001	-2.8%	0.0000
Volume	202	117	-85	-42.1%	1,287

Daily Pivots for day following 06-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9981	0.9971	0.9918
R3	0.9952	0.9942	0.9910
R2	0.9923	0.9923	0.9907
R1	0.9913	0.9913	0.9905	0.9918
PP	0.9894	0.9894	0.9894	0.9897
S1	0.9884	0.9884	0.9899	0.9889
S2	0.9865	0.9865	0.9897
S3	0.9836	0.9855	0.9894
S4	0.9807	0.9826	0.9886

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	0.9840	0.0075	0.8%	0.0047	0.5%	83%	False	False	252
10	0.9915	0.9693	0.0222	2.2%	0.0046	0.5%	94%	False	False	194
20	0.9915	0.9680	0.0235	2.4%	0.0045	0.5%	94%	False	False	178
40	0.9915	0.9680	0.0235	2.4%	0.0041	0.4%	94%	False	False	153
60	0.9950	0.9637	0.0313	3.2%	0.0041	0.4%	85%	False	False	143
80	1.0113	0.9637	0.0476	4.8%	0.0039	0.4%	56%	False	False	135
100	1.0113	0.9637	0.0476	4.8%	0.0034	0.3%	56%	False	False	110
120	1.0113	0.9637	0.0476	4.8%	0.0031	0.3%	56%	False	False	95

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0028
2.618	0.9981
1.618	0.9952
1.000	0.9934
0.618	0.9923
HIGH	0.9905
0.618	0.9894
0.500	0.9891
0.382	0.9887
LOW	0.9876
0.618	0.9858
1.000	0.9847
1.618	0.9829
2.618	0.9800
4.250	0.9753

Fisher Pivots for day following 06-May-2013
Pivot	1 day	3 day
R1	0.9898	0.9893
PP	0.9894	0.9883
S1	0.9891	0.9874

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

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