CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 25-Jun-2013

Day Change Summary
	Previous	Current
	24-Jun-2013	25-Jun-2013	Change	Change %	Previous Week
Open	0.9526	0.9504	-0.0022	-0.2%	0.9809
High	0.9542	0.9543	0.0001	0.0%	0.9831
Low	0.9453	0.9461	0.0008	0.1%	0.9514
Close	0.9511	0.9489	-0.0022	-0.2%	0.9542
Range	0.0089	0.0082	-0.0007	-7.9%	0.0317
ATR	0.0080	0.0080	0.0000	0.2%	0.0000
Volume	115,120	90,879	-24,241	-21.1%	383,865

Daily Pivots for day following 25-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9744	0.9698	0.9534
R3	0.9662	0.9616	0.9512
R2	0.9580	0.9580	0.9504
R1	0.9534	0.9534	0.9497	0.9516
PP	0.9498	0.9498	0.9498	0.9489
S1	0.9452	0.9452	0.9481	0.9434
S2	0.9416	0.9416	0.9474
S3	0.9334	0.9370	0.9466
S4	0.9252	0.9288	0.9444

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%	0.0103	1.1%	10%	False	False	98,768
10	0.9846	0.9453	0.0393	4.1%	0.0079	0.8%	9%	False	False	74,333
20	0.9846	0.9453	0.0393	4.1%	0.0083	0.9%	9%	False	False	41,849
40	0.9955	0.9453	0.0502	5.3%	0.0074	0.8%	7%	False	False	21,284
60	0.9955	0.9453	0.0502	5.3%	0.0065	0.7%	7%	False	False	14,238
80	0.9955	0.9453	0.0502	5.3%	0.0057	0.6%	7%	False	False	10,712
100	1.0000	0.9453	0.0547	5.8%	0.0053	0.6%	7%	False	False	8,590
120	1.0113	0.9453	0.0660	7.0%	0.0050	0.5%	5%	False	False	7,174

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9892
2.618	0.9758
1.618	0.9676
1.000	0.9625
0.618	0.9594
HIGH	0.9543
0.618	0.9512
0.500	0.9502
0.382	0.9492
LOW	0.9461
0.618	0.9410
1.000	0.9379
1.618	0.9328
2.618	0.9246
4.250	0.9113

Fisher Pivots for day following 25-Jun-2013
Pivot	1 day	3 day
R1	0.9502	0.9541
PP	0.9498	0.9524
S1	0.9493	0.9506

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

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