CME Canadian Dollar Future September 2013

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

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	0.9712	0.9763	0.0051	0.5%	0.9628
High	0.9812	0.9810	-0.0002	0.0%	0.9812
Low	0.9696	0.9762	0.0066	0.7%	0.9611
Close	0.9768	0.9788	0.0020	0.2%	0.9768
Range	0.0116	0.0048	-0.0068	-58.6%	0.0201
ATR	0.0080	0.0078	-0.0002	-2.9%	0.0000
Volume	15,370	23,121	7,751	50.4%	34,553

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9931	0.9907	0.9814
R3	0.9883	0.9859	0.9801
R2	0.9835	0.9835	0.9797
R1	0.9811	0.9811	0.9792	0.9823
PP	0.9787	0.9787	0.9787	0.9793
S1	0.9763	0.9763	0.9784	0.9775
S2	0.9739	0.9739	0.9779
S3	0.9691	0.9715	0.9775
S4	0.9643	0.9667	0.9762

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0333	1.0252	0.9879
R3	1.0132	1.0051	0.9823
R2	0.9931	0.9931	0.9805
R1	0.9850	0.9850	0.9786	0.9891
PP	0.9730	0.9730	0.9730	0.9751
S1	0.9649	0.9649	0.9750	0.9690
S2	0.9529	0.9529	0.9731
S3	0.9328	0.9448	0.9713
S4	0.9127	0.9247	0.9657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9812	0.9611	0.0201	2.1%	0.0089	0.9%	88%	False	False	11,186
10	0.9812	0.9573	0.0239	2.4%	0.0087	0.9%	90%	False	False	6,460
20	0.9883	0.9573	0.0310	3.2%	0.0082	0.8%	69%	False	False	3,752
40	0.9955	0.9573	0.0382	3.9%	0.0066	0.7%	56%	False	False	1,993
60	0.9955	0.9573	0.0382	3.9%	0.0057	0.6%	56%	False	False	1,365
80	0.9955	0.9573	0.0382	3.9%	0.0052	0.5%	56%	False	False	1,064
100	1.0094	0.9573	0.0521	5.3%	0.0049	0.5%	41%	False	False	873
120	1.0113	0.9573	0.0540	5.5%	0.0044	0.4%	40%	False	False	729

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0014
2.618	0.9936
1.618	0.9888
1.000	0.9858
0.618	0.9840
HIGH	0.9810
0.618	0.9792
0.500	0.9786
0.382	0.9780
LOW	0.9762
0.618	0.9732
1.000	0.9714
1.618	0.9684
2.618	0.9636
4.250	0.9558

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	0.9787	0.9765
PP	0.9787	0.9741
S1	0.9786	0.9718

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

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