CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 01-Jul-2013

Day Change Summary
	Previous	Current
	28-Jun-2013	01-Jul-2013	Change	Change %	Previous Week
Open	0.9501	0.9468	-0.0033	-0.3%	0.9500
High	0.9507	0.9493	-0.0014	-0.1%	0.9552
Low	0.9440	0.9464	0.0024	0.3%	0.9436
Close	0.9484	0.9484	0.0000	0.0%	0.9484
Range	0.0067	0.0029	-0.0038	-56.7%	0.0116
ATR	0.0070	0.0067	-0.0003	-4.2%	0.0000
Volume	351	292	-59	-16.8%	3,093

Daily Pivots for day following 01-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9567	0.9555	0.9500
R3	0.9538	0.9526	0.9492
R2	0.9509	0.9509	0.9489
R1	0.9497	0.9497	0.9487	0.9503
PP	0.9480	0.9480	0.9480	0.9484
S1	0.9468	0.9468	0.9481	0.9474
S2	0.9451	0.9451	0.9479
S3	0.9422	0.9439	0.9476
S4	0.9393	0.9410	0.9468

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	0.9440	0.0112	1.2%	0.0059	0.6%	39%	False	False	446
10	0.9785	0.9436	0.0349	3.7%	0.0070	0.7%	14%	False	False	489
20	0.9822	0.9436	0.0386	4.1%	0.0068	0.7%	12%	False	False	370
40	0.9924	0.9436	0.0488	5.1%	0.0064	0.7%	10%	False	False	269
60	0.9924	0.9436	0.0488	5.1%	0.0055	0.6%	10%	False	False	225
80	0.9924	0.9436	0.0488	5.1%	0.0049	0.5%	10%	False	False	182
100	0.9951	0.9436	0.0515	5.4%	0.0046	0.5%	9%	False	False	154

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9616
2.618	0.9569
1.618	0.9540
1.000	0.9522
0.618	0.9511
HIGH	0.9493
0.618	0.9482
0.500	0.9479
0.382	0.9475
LOW	0.9464
0.618	0.9446
1.000	0.9435
1.618	0.9417
2.618	0.9388
4.250	0.9341

Fisher Pivots for day following 01-Jul-2013
Pivot	1 day	3 day
R1	0.9482	0.9496
PP	0.9480	0.9492
S1	0.9479	0.9488

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

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