CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 13-May-2013

Day Change Summary
	Previous	Current
	10-May-2013	13-May-2013	Change	Change %	Previous Week
Open	0.9906	0.9860	-0.0046	-0.5%	0.9895
High	0.9906	0.9883	-0.0023	-0.2%	0.9955
Low	0.9825	0.9845	0.0020	0.2%	0.9825
Close	0.9859	0.9865	0.0006	0.1%	0.9859
Range	0.0081	0.0038	-0.0043	-53.1%	0.0130
ATR	0.0049	0.0049	-0.0001	-1.6%	0.0000
Volume	778	495	-283	-36.4%	1,643

Daily Pivots for day following 13-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9978	0.9960	0.9886
R3	0.9940	0.9922	0.9875
R2	0.9902	0.9902	0.9872
R1	0.9884	0.9884	0.9868	0.9893
PP	0.9864	0.9864	0.9864	0.9869
S1	0.9846	0.9846	0.9862	0.9855
S2	0.9826	0.9826	0.9858
S3	0.9788	0.9808	0.9855
S4	0.9750	0.9770	0.9844

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%	0.0052	0.5%	31%	False	False	404
10	0.9955	0.9825	0.0130	1.3%	0.0050	0.5%	31%	False	False	328
20	0.9955	0.9680	0.0275	2.8%	0.0047	0.5%	67%	False	False	256
40	0.9955	0.9680	0.0275	2.8%	0.0044	0.4%	67%	False	False	182
60	0.9955	0.9637	0.0318	3.2%	0.0043	0.4%	72%	False	False	176
80	1.0094	0.9637	0.0457	4.6%	0.0041	0.4%	50%	False	False	159
100	1.0113	0.9637	0.0476	4.8%	0.0036	0.4%	48%	False	False	129
120	1.0113	0.9637	0.0476	4.8%	0.0033	0.3%	48%	False	False	111

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0045
2.618	0.9982
1.618	0.9944
1.000	0.9921
0.618	0.9906
HIGH	0.9883
0.618	0.9868
0.500	0.9864
0.382	0.9860
LOW	0.9845
0.618	0.9822
1.000	0.9807
1.618	0.9784
2.618	0.9746
4.250	0.9684

Fisher Pivots for day following 13-May-2013
Pivot	1 day	3 day
R1	0.9865	0.9890
PP	0.9864	0.9882
S1	0.9864	0.9873

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

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