CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	0.9525	0.9523	-0.0002	0.0%	0.9526
High	0.9574	0.9547	-0.0027	-0.3%	0.9574
Low	0.9500	0.9455	-0.0045	-0.5%	0.9453
Close	0.9523	0.9504	-0.0019	-0.2%	0.9504
Range	0.0074	0.0092	0.0018	24.3%	0.0121
ATR	0.0079	0.0080	0.0001	1.2%	0.0000
Volume	75,260	87,387	12,127	16.1%	450,845

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9778	0.9733	0.9555
R3	0.9686	0.9641	0.9529
R2	0.9594	0.9594	0.9521
R1	0.9549	0.9549	0.9512	0.9526
PP	0.9502	0.9502	0.9502	0.9490
S1	0.9457	0.9457	0.9496	0.9434
S2	0.9410	0.9410	0.9487
S3	0.9318	0.9365	0.9479
S4	0.9226	0.9273	0.9453

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9873	0.9810	0.9571
R3	0.9752	0.9689	0.9537
R2	0.9631	0.9631	0.9526
R1	0.9568	0.9568	0.9515	0.9539
PP	0.9510	0.9510	0.9510	0.9496
S1	0.9447	0.9447	0.9493	0.9418
S2	0.9389	0.9389	0.9482
S3	0.9268	0.9326	0.9471
S4	0.9147	0.9205	0.9437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9574	0.9453	0.0121	1.3%	0.0080	0.8%	42%	False	False	90,169
10	0.9831	0.9453	0.0378	4.0%	0.0084	0.9%	13%	False	False	83,471
20	0.9846	0.9453	0.0393	4.1%	0.0082	0.9%	13%	False	False	53,803
40	0.9955	0.9453	0.0502	5.3%	0.0076	0.8%	10%	False	False	27,382
60	0.9955	0.9453	0.0502	5.3%	0.0067	0.7%	10%	False	False	18,316
80	0.9955	0.9453	0.0502	5.3%	0.0059	0.6%	10%	False	False	13,767
100	1.0000	0.9453	0.0547	5.8%	0.0055	0.6%	9%	False	False	11,037
120	1.0113	0.9453	0.0660	6.9%	0.0051	0.5%	8%	False	False	9,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9938
2.618	0.9788
1.618	0.9696
1.000	0.9639
0.618	0.9604
HIGH	0.9547
0.618	0.9512
0.500	0.9501
0.382	0.9490
LOW	0.9455
0.618	0.9398
1.000	0.9363
1.618	0.9306
2.618	0.9214
4.250	0.9064

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	0.9503	0.9515
PP	0.9502	0.9511
S1	0.9501	0.9508

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

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