CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	0.9697	0.9650	-0.0047	-0.5%	0.9664
High	0.9706	0.9658	-0.0048	-0.5%	0.9688
Low	0.9628	0.9611	-0.0017	-0.2%	0.9573
Close	0.9640	0.9639	-0.0001	0.0%	0.9621
Range	0.0078	0.0047	-0.0031	-39.7%	0.0115
ATR	0.0073	0.0071	-0.0002	-2.6%	0.0000
Volume	5,292	2,409	-2,883	-54.5%	6,935

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9777	0.9755	0.9665
R3	0.9730	0.9708	0.9652
R2	0.9683	0.9683	0.9648
R1	0.9661	0.9661	0.9643	0.9649
PP	0.9636	0.9636	0.9636	0.9630
S1	0.9614	0.9614	0.9635	0.9602
S2	0.9589	0.9589	0.9630
S3	0.9542	0.9567	0.9626
S4	0.9495	0.9520	0.9613

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	0.9602	0.0119	1.2%	0.0079	0.8%	31%	False	False	2,673
10	0.9726	0.9573	0.0153	1.6%	0.0082	0.8%	43%	False	False	2,088
20	0.9955	0.9573	0.0382	4.0%	0.0076	0.8%	17%	False	False	1,414
40	0.9955	0.9573	0.0382	4.0%	0.0061	0.6%	17%	False	False	796
60	0.9955	0.9573	0.0382	4.0%	0.0053	0.6%	17%	False	False	572
80	0.9955	0.9573	0.0382	4.0%	0.0049	0.5%	17%	False	False	461
100	1.0113	0.9573	0.0540	5.6%	0.0047	0.5%	12%	False	False	391
120	1.0113	0.9573	0.0540	5.6%	0.0041	0.4%	12%	False	False	327

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	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9858
2.618	0.9781
1.618	0.9734
1.000	0.9705
0.618	0.9687
HIGH	0.9658
0.618	0.9640
0.500	0.9635
0.382	0.9629
LOW	0.9611
0.618	0.9582
1.000	0.9564
1.618	0.9535
2.618	0.9488
4.250	0.9411

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	0.9638	0.9666
PP	0.9636	0.9657
S1	0.9635	0.9648

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

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