CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	0.9809	0.9795	-0.0014	-0.1%	0.9763
High	0.9831	0.9804	-0.0027	-0.3%	0.9846
Low	0.9776	0.9766	-0.0010	-0.1%	0.9732
Close	0.9782	0.9780	-0.0002	0.0%	0.9810
Range	0.0055	0.0038	-0.0017	-30.9%	0.0114
ATR	0.0073	0.0071	-0.0003	-3.4%	0.0000
Volume	51,002	45,018	-5,984	-11.7%	206,802

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9897	0.9877	0.9801
R3	0.9859	0.9839	0.9790
R2	0.9821	0.9821	0.9787
R1	0.9801	0.9801	0.9783	0.9792
PP	0.9783	0.9783	0.9783	0.9779
S1	0.9763	0.9763	0.9777	0.9754
S2	0.9745	0.9745	0.9773
S3	0.9707	0.9725	0.9770
S4	0.9669	0.9687	0.9759

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0138	1.0088	0.9873
R3	1.0024	0.9974	0.9841
R2	0.9910	0.9910	0.9831
R1	0.9860	0.9860	0.9820	0.9885
PP	0.9796	0.9796	0.9796	0.9809
S1	0.9746	0.9746	0.9800	0.9771
S2	0.9682	0.9682	0.9789
S3	0.9568	0.9632	0.9779
S4	0.9454	0.9518	0.9747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9846	0.9757	0.0089	0.9%	0.0056	0.6%	26%	False	False	49,898
10	0.9846	0.9611	0.0235	2.4%	0.0072	0.7%	72%	False	False	33,033
20	0.9846	0.9573	0.0273	2.8%	0.0078	0.8%	76%	False	False	17,459
40	0.9955	0.9573	0.0382	3.9%	0.0067	0.7%	54%	False	False	8,955
60	0.9955	0.9573	0.0382	3.9%	0.0059	0.6%	54%	False	False	6,016
80	0.9955	0.9573	0.0382	3.9%	0.0054	0.5%	54%	False	False	4,557
100	1.0000	0.9573	0.0427	4.4%	0.0050	0.5%	48%	False	False	3,669
120	1.0113	0.9573	0.0540	5.5%	0.0046	0.5%	38%	False	False	3,059

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.9966
2.618	0.9903
1.618	0.9865
1.000	0.9842
0.618	0.9827
HIGH	0.9804
0.618	0.9789
0.500	0.9785
0.382	0.9781
LOW	0.9766
0.618	0.9743
1.000	0.9728
1.618	0.9705
2.618	0.9667
4.250	0.9605

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	0.9785	0.9806
PP	0.9783	0.9797
S1	0.9782	0.9789

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

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