CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 10-May-2013

Day Change Summary
	Previous	Current
	09-May-2013	10-May-2013	Change	Change %	Previous Week
Open	0.9941	0.9906	-0.0035	-0.4%	0.9895
High	0.9955	0.9906	-0.0049	-0.5%	0.9955
Low	0.9880	0.9825	-0.0055	-0.6%	0.9825
Close	0.9885	0.9859	-0.0026	-0.3%	0.9859
Range	0.0075	0.0081	0.0006	8.0%	0.0130
ATR	0.0047	0.0049	0.0002	5.2%	0.0000
Volume	479	778	299	62.4%	1,643

Daily Pivots for day following 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0106	1.0064	0.9904
R3	1.0025	0.9983	0.9881
R2	0.9944	0.9944	0.9874
R1	0.9902	0.9902	0.9866	0.9883
PP	0.9863	0.9863	0.9863	0.9854
S1	0.9821	0.9821	0.9852	0.9802
S2	0.9782	0.9782	0.9844
S3	0.9701	0.9740	0.9837
S4	0.9620	0.9659	0.9814

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0270	1.0194	0.9931
R3	1.0140	1.0064	0.9895
R2	1.0010	1.0010	0.9883
R1	0.9934	0.9934	0.9871	0.9907
PP	0.9880	0.9880	0.9880	0.9866
S1	0.9804	0.9804	0.9847	0.9777
S2	0.9750	0.9750	0.9835
S3	0.9620	0.9674	0.9823
S4	0.9490	0.9544	0.9788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9955	0.9825	0.0130	1.3%	0.0050	0.5%	26%	False	True	328
10	0.9955	0.9806	0.0149	1.5%	0.0051	0.5%	36%	False	False	293
20	0.9955	0.9680	0.0275	2.8%	0.0050	0.5%	65%	False	False	234
40	0.9955	0.9680	0.0275	2.8%	0.0044	0.4%	65%	False	False	172
60	0.9955	0.9637	0.0318	3.2%	0.0042	0.4%	70%	False	False	168
80	1.0094	0.9637	0.0457	4.6%	0.0041	0.4%	49%	False	False	153
100	1.0113	0.9637	0.0476	4.8%	0.0036	0.4%	47%	False	False	124
120	1.0113	0.9637	0.0476	4.8%	0.0032	0.3%	47%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.0250
2.618	1.0118
1.618	1.0037
1.000	0.9987
0.618	0.9956
HIGH	0.9906
0.618	0.9875
0.500	0.9866
0.382	0.9856
LOW	0.9825
0.618	0.9775
1.000	0.9744
1.618	0.9694
2.618	0.9613
4.250	0.9481

Fisher Pivots for day following 10-May-2013
Pivot	1 day	3 day
R1	0.9866	0.9890
PP	0.9863	0.9880
S1	0.9861	0.9869

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

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