CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 26-Jun-2013

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	0.9504	0.9493	-0.0011	-0.1%	0.9809
High	0.9543	0.9543	0.0000	0.0%	0.9831
Low	0.9461	0.9478	0.0017	0.2%	0.9514
Close	0.9489	0.9518	0.0029	0.3%	0.9542
Range	0.0082	0.0065	-0.0017	-20.7%	0.0317
ATR	0.0080	0.0079	-0.0001	-1.4%	0.0000
Volume	90,879	82,199	-8,680	-9.6%	383,865

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9708	0.9678	0.9554
R3	0.9643	0.9613	0.9536
R2	0.9578	0.9578	0.9530
R1	0.9548	0.9548	0.9524	0.9563
PP	0.9513	0.9513	0.9513	0.9521
S1	0.9483	0.9483	0.9512	0.9498
S2	0.9448	0.9448	0.9506
S3	0.9383	0.9418	0.9500
S4	0.9318	0.9353	0.9482

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	0.9719	0.9453	0.0266	2.8%	0.0094	1.0%	24%	False	False	101,141
10	0.9846	0.9453	0.0393	4.1%	0.0080	0.8%	17%	False	False	78,111
20	0.9846	0.9453	0.0393	4.1%	0.0082	0.9%	17%	False	False	45,867
40	0.9955	0.9453	0.0502	5.3%	0.0074	0.8%	13%	False	False	23,331
60	0.9955	0.9453	0.0502	5.3%	0.0065	0.7%	13%	False	False	15,608
80	0.9955	0.9453	0.0502	5.3%	0.0058	0.6%	13%	False	False	11,735
100	1.0000	0.9453	0.0547	5.7%	0.0054	0.6%	12%	False	False	9,411
120	1.0113	0.9453	0.0660	6.9%	0.0050	0.5%	10%	False	False	7,859

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	0.0020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9819
2.618	0.9713
1.618	0.9648
1.000	0.9608
0.618	0.9583
HIGH	0.9543
0.618	0.9518
0.500	0.9511
0.382	0.9503
LOW	0.9478
0.618	0.9438
1.000	0.9413
1.618	0.9373
2.618	0.9308
4.250	0.9202

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	0.9516	0.9511
PP	0.9513	0.9505
S1	0.9511	0.9498

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

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