CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	0.9771	0.9716	-0.0055	-0.6%	0.9763
High	0.9808	0.9719	-0.0089	-0.9%	0.9846
Low	0.9700	0.9599	-0.0101	-1.0%	0.9732
Close	0.9702	0.9601	-0.0101	-1.0%	0.9810
Range	0.0108	0.0120	0.0012	11.1%	0.0114
ATR	0.0073	0.0077	0.0003	4.6%	0.0000
Volume	70,336	105,602	35,266	50.1%	206,802

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0000	0.9920	0.9667
R3	0.9880	0.9800	0.9634
R2	0.9760	0.9760	0.9623
R1	0.9680	0.9680	0.9612	0.9660
PP	0.9640	0.9640	0.9640	0.9630
S1	0.9560	0.9560	0.9590	0.9540
S2	0.9520	0.9520	0.9579
S3	0.9400	0.9440	0.9568
S4	0.9280	0.9320	0.9535

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	0.9599	0.0247	2.6%	0.0075	0.8%	1%	False	True	66,545
10	0.9846	0.9599	0.0247	2.6%	0.0075	0.8%	1%	False	True	49,413
20	0.9846	0.9573	0.0273	2.8%	0.0080	0.8%	10%	False	False	26,187
40	0.9955	0.9573	0.0382	4.0%	0.0071	0.7%	7%	False	False	13,348
60	0.9955	0.9573	0.0382	4.0%	0.0061	0.6%	7%	False	False	8,945
80	0.9955	0.9573	0.0382	4.0%	0.0056	0.6%	7%	False	False	6,747
100	1.0000	0.9573	0.0427	4.4%	0.0052	0.5%	7%	False	False	5,416
120	1.0113	0.9573	0.0540	5.6%	0.0048	0.5%	5%	False	False	4,525

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	0.0017
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0229
2.618	1.0033
1.618	0.9913
1.000	0.9839
0.618	0.9793
HIGH	0.9719
0.618	0.9673
0.500	0.9659
0.382	0.9645
LOW	0.9599
0.618	0.9525
1.000	0.9479
1.618	0.9405
2.618	0.9285
4.250	0.9089

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	0.9659	0.9704
PP	0.9640	0.9669
S1	0.9620	0.9635

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

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