CME Canadian Dollar Future September 2013

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

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	0.9684	0.9628	-0.0056	-0.6%	0.9664
High	0.9688	0.9721	0.0033	0.3%	0.9688
Low	0.9610	0.9615	0.0005	0.1%	0.9573
Close	0.9621	0.9706	0.0085	0.9%	0.9621
Range	0.0078	0.0106	0.0028	35.9%	0.0115
ATR	0.0070	0.0073	0.0003	3.6%	0.0000
Volume	2,004	1,744	-260	-13.0%	6,935

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9999	0.9958	0.9764
R3	0.9893	0.9852	0.9735
R2	0.9787	0.9787	0.9725
R1	0.9746	0.9746	0.9716	0.9767
PP	0.9681	0.9681	0.9681	0.9691
S1	0.9640	0.9640	0.9696	0.9661
S2	0.9575	0.9575	0.9687
S3	0.9469	0.9534	0.9677
S4	0.9363	0.9428	0.9648

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9972	0.9912	0.9684
R3	0.9857	0.9797	0.9653
R2	0.9742	0.9742	0.9642
R1	0.9682	0.9682	0.9632	0.9655
PP	0.9627	0.9627	0.9627	0.9614
S1	0.9567	0.9567	0.9610	0.9540
S2	0.9512	0.9512	0.9600
S3	0.9397	0.9452	0.9589
S4	0.9282	0.9337	0.9558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9721	0.9573	0.0148	1.5%	0.0085	0.9%	90%	True	False	1,735
10	0.9760	0.9573	0.0187	1.9%	0.0084	0.9%	71%	False	False	1,564
20	0.9955	0.9573	0.0382	3.9%	0.0073	0.7%	35%	False	False	1,038
40	0.9955	0.9573	0.0382	3.9%	0.0060	0.6%	35%	False	False	613
60	0.9955	0.9573	0.0382	3.9%	0.0053	0.5%	35%	False	False	450
80	1.0000	0.9573	0.0427	4.4%	0.0049	0.5%	31%	False	False	366
100	1.0113	0.9573	0.0540	5.6%	0.0046	0.5%	25%	False	False	314
120	1.0113	0.9573	0.0540	5.6%	0.0040	0.4%	25%	False	False	263

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	0.0010
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0172
2.618	0.9999
1.618	0.9893
1.000	0.9827
0.618	0.9787
HIGH	0.9721
0.618	0.9681
0.500	0.9668
0.382	0.9655
LOW	0.9615
0.618	0.9549
1.000	0.9509
1.618	0.9443
2.618	0.9337
4.250	0.9165

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	0.9693	0.9691
PP	0.9681	0.9676
S1	0.9668	0.9662

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

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