CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	0.9493	0.9525	0.0032	0.3%	0.9809
High	0.9543	0.9574	0.0031	0.3%	0.9831
Low	0.9478	0.9500	0.0022	0.2%	0.9514
Close	0.9518	0.9523	0.0005	0.1%	0.9542
Range	0.0065	0.0074	0.0009	13.8%	0.0317
ATR	0.0079	0.0079	0.0000	-0.5%	0.0000
Volume	82,199	75,260	-6,939	-8.4%	383,865

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9754	0.9713	0.9564
R3	0.9680	0.9639	0.9543
R2	0.9606	0.9606	0.9537
R1	0.9565	0.9565	0.9530	0.9549
PP	0.9532	0.9532	0.9532	0.9524
S1	0.9491	0.9491	0.9516	0.9475
S2	0.9458	0.9458	0.9509
S3	0.9384	0.9417	0.9503
S4	0.9310	0.9343	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	0.9629	0.9453	0.0176	1.8%	0.0085	0.9%	40%	False	False	95,073
10	0.9846	0.9453	0.0393	4.1%	0.0080	0.8%	18%	False	False	80,809
20	0.9846	0.9453	0.0393	4.1%	0.0082	0.9%	18%	False	False	49,534
40	0.9955	0.9453	0.0502	5.3%	0.0075	0.8%	14%	False	False	25,200
60	0.9955	0.9453	0.0502	5.3%	0.0066	0.7%	14%	False	False	16,861
80	0.9955	0.9453	0.0502	5.3%	0.0059	0.6%	14%	False	False	12,675
100	1.0000	0.9453	0.0547	5.7%	0.0054	0.6%	13%	False	False	10,163
120	1.0113	0.9453	0.0660	6.9%	0.0050	0.5%	11%	False	False	8,486

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9889
2.618	0.9768
1.618	0.9694
1.000	0.9648
0.618	0.9620
HIGH	0.9574
0.618	0.9546
0.500	0.9537
0.382	0.9528
LOW	0.9500
0.618	0.9454
1.000	0.9426
1.618	0.9380
2.618	0.9306
4.250	0.9186

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	0.9537	0.9521
PP	0.9532	0.9519
S1	0.9528	0.9518

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

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