CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	0.9613	0.9526	-0.0087	-0.9%	0.9809
High	0.9629	0.9542	-0.0087	-0.9%	0.9831
Low	0.9514	0.9453	-0.0061	-0.6%	0.9514
Close	0.9542	0.9511	-0.0031	-0.3%	0.9542
Range	0.0115	0.0089	-0.0026	-22.6%	0.0317
ATR	0.0079	0.0080	0.0001	0.9%	0.0000
Volume	111,907	115,120	3,213	2.9%	383,865

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9769	0.9729	0.9560
R3	0.9680	0.9640	0.9535
R2	0.9591	0.9591	0.9527
R1	0.9551	0.9551	0.9519	0.9527
PP	0.9502	0.9502	0.9502	0.9490
S1	0.9462	0.9462	0.9503	0.9438
S2	0.9413	0.9413	0.9495
S3	0.9324	0.9373	0.9487
S4	0.9235	0.9284	0.9462

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0580	1.0378	0.9716
R3	1.0263	1.0061	0.9629
R2	0.9946	0.9946	0.9600
R1	0.9744	0.9744	0.9571	0.9687
PP	0.9629	0.9629	0.9629	0.9600
S1	0.9427	0.9427	0.9513	0.9370
S2	0.9312	0.9312	0.9484
S3	0.8995	0.9110	0.9455
S4	0.8678	0.8793	0.9368

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9808	0.9453	0.0355	3.7%	0.0094	1.0%	16%	False	True	89,596
10	0.9846	0.9453	0.0393	4.1%	0.0079	0.8%	15%	False	True	68,266
20	0.9846	0.9453	0.0393	4.1%	0.0083	0.9%	15%	False	True	37,363
40	0.9955	0.9453	0.0502	5.3%	0.0074	0.8%	12%	False	True	19,016
60	0.9955	0.9453	0.0502	5.3%	0.0064	0.7%	12%	False	True	12,724
80	0.9955	0.9453	0.0502	5.3%	0.0057	0.6%	12%	False	True	9,580
100	1.0000	0.9453	0.0547	5.8%	0.0053	0.6%	11%	False	True	7,683
120	1.0113	0.9453	0.0660	6.9%	0.0049	0.5%	9%	False	True	6,417

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9920
2.618	0.9775
1.618	0.9686
1.000	0.9631
0.618	0.9597
HIGH	0.9542
0.618	0.9508
0.500	0.9498
0.382	0.9487
LOW	0.9453
0.618	0.9398
1.000	0.9364
1.618	0.9309
2.618	0.9220
4.250	0.9075

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	0.9507	0.9586
PP	0.9502	0.9561
S1	0.9498	0.9536

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

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