CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 04-Jun-2013

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	0.9628	0.9697	0.0069	0.7%	0.9664
High	0.9721	0.9706	-0.0015	-0.2%	0.9688
Low	0.9615	0.9628	0.0013	0.1%	0.9573
Close	0.9706	0.9640	-0.0066	-0.7%	0.9621
Range	0.0106	0.0078	-0.0028	-26.4%	0.0115
ATR	0.0073	0.0073	0.0000	0.5%	0.0000
Volume	1,744	5,292	3,548	203.4%	6,935

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9892	0.9844	0.9683
R3	0.9814	0.9766	0.9661
R2	0.9736	0.9736	0.9654
R1	0.9688	0.9688	0.9647	0.9673
PP	0.9658	0.9658	0.9658	0.9651
S1	0.9610	0.9610	0.9633	0.9595
S2	0.9580	0.9580	0.9626
S3	0.9502	0.9532	0.9619
S4	0.9424	0.9454	0.9597

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%	0.0083	0.9%	45%	False	False	2,560
10	0.9738	0.9573	0.0165	1.7%	0.0085	0.9%	41%	False	False	1,885
20	0.9955	0.9573	0.0382	4.0%	0.0075	0.8%	18%	False	False	1,297
40	0.9955	0.9573	0.0382	4.0%	0.0060	0.6%	18%	False	False	737
60	0.9955	0.9573	0.0382	4.0%	0.0053	0.5%	18%	False	False	534
80	0.9955	0.9573	0.0382	4.0%	0.0049	0.5%	18%	False	False	431
100	1.0113	0.9573	0.0540	5.6%	0.0046	0.5%	12%	False	False	367
120	1.0113	0.9573	0.0540	5.6%	0.0041	0.4%	12%	False	False	307

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0038
2.618	0.9910
1.618	0.9832
1.000	0.9784
0.618	0.9754
HIGH	0.9706
0.618	0.9676
0.500	0.9667
0.382	0.9658
LOW	0.9628
0.618	0.9580
1.000	0.9550
1.618	0.9502
2.618	0.9424
4.250	0.9297

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	0.9667	0.9666
PP	0.9658	0.9657
S1	0.9649	0.9649

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

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