CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	0.9468	0.9482	0.0014	0.1%	0.9500
High	0.9493	0.9482	-0.0011	-0.1%	0.9552
Low	0.9464	0.9417	-0.0047	-0.5%	0.9436
Close	0.9484	0.9450	-0.0034	-0.4%	0.9484
Range	0.0029	0.0065	0.0036	124.1%	0.0116
ATR	0.0067	0.0067	0.0000	0.0%	0.0000
Volume	292	64	-228	-78.1%	3,093

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9645	0.9612	0.9486
R3	0.9580	0.9547	0.9468
R2	0.9515	0.9515	0.9462
R1	0.9482	0.9482	0.9456	0.9466
PP	0.9450	0.9450	0.9450	0.9442
S1	0.9417	0.9417	0.9444	0.9401
S2	0.9385	0.9385	0.9438
S3	0.9320	0.9352	0.9432
S4	0.9255	0.9287	0.9414

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	0.9417	0.0135	1.4%	0.0057	0.6%	24%	False	True	296
10	0.9785	0.9417	0.0368	3.9%	0.0074	0.8%	9%	False	True	453
20	0.9822	0.9417	0.0405	4.3%	0.0068	0.7%	8%	False	True	365
40	0.9924	0.9417	0.0507	5.4%	0.0065	0.7%	7%	False	True	268
60	0.9924	0.9417	0.0507	5.4%	0.0055	0.6%	7%	False	True	225
80	0.9924	0.9417	0.0507	5.4%	0.0049	0.5%	7%	False	True	181
100	0.9932	0.9417	0.0515	5.4%	0.0046	0.5%	6%	False	True	154

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9758
2.618	0.9652
1.618	0.9587
1.000	0.9547
0.618	0.9522
HIGH	0.9482
0.618	0.9457
0.500	0.9450
0.382	0.9442
LOW	0.9417
0.618	0.9377
1.000	0.9352
1.618	0.9312
2.618	0.9247
4.250	0.9141

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	0.9450	0.9462
PP	0.9450	0.9458
S1	0.9450	0.9454

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

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