CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 18-Mar-2013

Day Change Summary
	Previous	Current
	15-Mar-2013	18-Mar-2013	Change	Change %	Previous Week
Open	0.9782	0.9780	-0.0002	0.0%	0.9720
High	0.9822	0.9809	-0.0013	-0.1%	0.9822
Low	0.9773	0.9760	-0.0013	-0.1%	0.9712
Close	0.9809	0.9788	-0.0021	-0.2%	0.9809
Range	0.0049	0.0049	0.0000	0.0%	0.0110
ATR	0.0056	0.0055	0.0000	-0.9%	0.0000
Volume	38,915	3,094	-35,821	-92.0%	385,424

Daily Pivots for day following 18-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9933	0.9909	0.9815
R3	0.9884	0.9860	0.9801
R2	0.9835	0.9835	0.9797
R1	0.9811	0.9811	0.9792	0.9823
PP	0.9786	0.9786	0.9786	0.9792
S1	0.9762	0.9762	0.9784	0.9774
S2	0.9737	0.9737	0.9779
S3	0.9688	0.9713	0.9775
S4	0.9639	0.9664	0.9761

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0111	1.0070	0.9870
R3	1.0001	0.9960	0.9839
R2	0.9891	0.9891	0.9829
R1	0.9850	0.9850	0.9819	0.9871
PP	0.9781	0.9781	0.9781	0.9791
S1	0.9740	0.9740	0.9799	0.9761
S2	0.9671	0.9671	0.9789
S3	0.9561	0.9630	0.9779
S4	0.9451	0.9520	0.9749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9822	0.9712	0.0110	1.1%	0.0049	0.5%	69%	False	False	65,087
10	0.9822	0.9671	0.0151	1.5%	0.0052	0.5%	77%	False	False	73,523
20	0.9936	0.9665	0.0271	2.8%	0.0059	0.6%	45%	False	False	82,904
40	1.0135	0.9665	0.0470	4.8%	0.0058	0.6%	26%	False	False	77,244
60	1.0175	0.9665	0.0510	5.2%	0.0054	0.5%	24%	False	False	69,057
80	1.0175	0.9665	0.0510	5.2%	0.0049	0.5%	24%	False	False	56,497
100	1.0175	0.9665	0.0510	5.2%	0.0048	0.5%	24%	False	False	45,289
120	1.0230	0.9665	0.0565	5.8%	0.0050	0.5%	22%	False	False	37,779

Crabel Price Patterns
NR	False
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	0.0013

Fibonacci Retracements and Extensions
4.250	1.0017
2.618	0.9937
1.618	0.9888
1.000	0.9858
0.618	0.9839
HIGH	0.9809
0.618	0.9790
0.500	0.9785
0.382	0.9779
LOW	0.9760
0.618	0.9730
1.000	0.9711
1.618	0.9681
2.618	0.9632
4.250	0.9552

Fisher Pivots for day following 18-Mar-2013
Pivot	1 day	3 day
R1	0.9787	0.9783
PP	0.9786	0.9778
S1	0.9785	0.9773

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

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