CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 14-Feb-2013

Day Change Summary
	Previous	Current
	13-Feb-2013	14-Feb-2013	Change	Change %	Previous Week
Open	0.9973	0.9978	0.0005	0.1%	1.0021
High	0.9980	0.9993	0.0013	0.1%	1.0059
Low	0.9949	0.9968	0.0019	0.2%	0.9954
Close	0.9974	0.9978	0.0004	0.0%	0.9964
Range	0.0031	0.0025	-0.0006	-19.4%	0.0105
ATR	0.0052	0.0050	-0.0002	-3.7%	0.0000
Volume	50,017	51,095	1,078	2.2%	306,394

Daily Pivots for day following 14-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0055	1.0041	0.9992
R3	1.0030	1.0016	0.9985
R2	1.0005	1.0005	0.9983
R1	0.9991	0.9991	0.9980	0.9991
PP	0.9980	0.9980	0.9980	0.9979
S1	0.9966	0.9966	0.9976	0.9966
S2	0.9955	0.9955	0.9973
S3	0.9930	0.9941	0.9971
S4	0.9905	0.9916	0.9964

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0307	1.0241	1.0022
R3	1.0202	1.0136	0.9993
R2	1.0097	1.0097	0.9983
R1	1.0031	1.0031	0.9974	1.0012
PP	0.9992	0.9992	0.9992	0.9983
S1	0.9926	0.9926	0.9954	0.9907
S2	0.9887	0.9887	0.9945
S3	0.9782	0.9821	0.9935
S4	0.9677	0.9716	0.9906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0021	0.9906	0.0115	1.2%	0.0049	0.5%	63%	False	False	59,340
10	1.0059	0.9906	0.0153	1.5%	0.0047	0.5%	47%	False	False	60,731
20	1.0146	0.9889	0.0257	2.6%	0.0055	0.5%	35%	False	False	71,175
40	1.0175	0.9889	0.0286	2.9%	0.0050	0.5%	31%	False	False	61,745
60	1.0175	0.9889	0.0286	2.9%	0.0046	0.5%	31%	False	False	46,570
80	1.0175	0.9889	0.0286	2.9%	0.0045	0.5%	31%	False	False	35,047
100	1.0230	0.9889	0.0341	3.4%	0.0048	0.5%	26%	False	False	28,075
120	1.0320	0.9889	0.0431	4.3%	0.0045	0.5%	21%	False	False	23,413

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	1.0099
2.618	1.0058
1.618	1.0033
1.000	1.0018
0.618	1.0008
HIGH	0.9993
0.618	0.9983
0.500	0.9981
0.382	0.9978
LOW	0.9968
0.618	0.9953
1.000	0.9943
1.618	0.9928
2.618	0.9903
4.250	0.9862

Fisher Pivots for day following 14-Feb-2013
Pivot	1 day	3 day
R1	0.9981	0.9969
PP	0.9980	0.9959
S1	0.9979	0.9950

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

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