CME Canadian Dollar Future December 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	0.9531	0.9501	-0.0030	-0.3%	0.9500
High	0.9552	0.9507	-0.0045	-0.5%	0.9552
Low	0.9483	0.9440	-0.0043	-0.5%	0.9436
Close	0.9503	0.9484	-0.0019	-0.2%	0.9484
Range	0.0069	0.0067	-0.0002	-2.9%	0.0116
ATR	0.0070	0.0070	0.0000	-0.3%	0.0000
Volume	448	351	-97	-21.7%	3,093

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9678	0.9648	0.9521
R3	0.9611	0.9581	0.9502
R2	0.9544	0.9544	0.9496
R1	0.9514	0.9514	0.9490	0.9496
PP	0.9477	0.9477	0.9477	0.9468
S1	0.9447	0.9447	0.9478	0.9429
S2	0.9410	0.9410	0.9472
S3	0.9343	0.9380	0.9466
S4	0.9276	0.9313	0.9447

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9839	0.9777	0.9548
R3	0.9723	0.9661	0.9516
R2	0.9607	0.9607	0.9505
R1	0.9545	0.9545	0.9495	0.9518
PP	0.9491	0.9491	0.9491	0.9477
S1	0.9429	0.9429	0.9473	0.9402
S2	0.9375	0.9375	0.9463
S3	0.9259	0.9313	0.9452
S4	0.9143	0.9197	0.9420

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9552	0.9436	0.0116	1.2%	0.0068	0.7%	41%	False	False	618
10	0.9801	0.9436	0.0365	3.8%	0.0071	0.8%	13%	False	False	470
20	0.9822	0.9436	0.0386	4.1%	0.0071	0.8%	12%	False	False	361
40	0.9924	0.9436	0.0488	5.1%	0.0064	0.7%	10%	False	False	266
60	0.9924	0.9436	0.0488	5.1%	0.0055	0.6%	10%	False	False	220
80	0.9924	0.9436	0.0488	5.1%	0.0049	0.5%	10%	False	False	178
100	0.9975	0.9436	0.0539	5.7%	0.0046	0.5%	9%	False	False	151

Crabel Price Patterns
NR	True
NR4	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9792
2.618	0.9682
1.618	0.9615
1.000	0.9574
0.618	0.9548
HIGH	0.9507
0.618	0.9481
0.500	0.9474
0.382	0.9466
LOW	0.9440
0.618	0.9399
1.000	0.9373
1.618	0.9332
2.618	0.9265
4.250	0.9155

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	0.9481	0.9496
PP	0.9477	0.9492
S1	0.9474	0.9488

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

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