CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 20-Feb-2013

Day Change Summary
	Previous	Current
	19-Feb-2013	20-Feb-2013	Change	Change %	Previous Week
Open	0.9918	0.9880	-0.0038	-0.4%	0.9962
High	0.9936	0.9885	-0.0051	-0.5%	0.9993
Low	0.9858	0.9812	-0.0046	-0.5%	0.9906
Close	0.9875	0.9815	-0.0060	-0.6%	0.9921
Range	0.0078	0.0073	-0.0005	-6.4%	0.0087
ATR	0.0054	0.0056	0.0001	2.4%	0.0000
Volume	93,255	106,438	13,183	14.1%	292,154

Daily Pivots for day following 20-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0056	1.0009	0.9855
R3	0.9983	0.9936	0.9835
R2	0.9910	0.9910	0.9828
R1	0.9863	0.9863	0.9822	0.9850
PP	0.9837	0.9837	0.9837	0.9831
S1	0.9790	0.9790	0.9808	0.9777
S2	0.9764	0.9764	0.9802
S3	0.9691	0.9717	0.9795
S4	0.9618	0.9644	0.9775

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0201	1.0148	0.9969
R3	1.0114	1.0061	0.9945
R2	1.0027	1.0027	0.9937
R1	0.9974	0.9974	0.9929	0.9957
PP	0.9940	0.9940	0.9940	0.9932
S1	0.9887	0.9887	0.9913	0.9870
S2	0.9853	0.9853	0.9905
S3	0.9766	0.9800	0.9897
S4	0.9679	0.9713	0.9873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9993	0.9812	0.0181	1.8%	0.0058	0.6%	2%	False	True	73,725
10	1.0059	0.9812	0.0247	2.5%	0.0058	0.6%	1%	False	True	68,535
20	1.0085	0.9812	0.0273	2.8%	0.0058	0.6%	1%	False	True	72,375
40	1.0175	0.9812	0.0363	3.7%	0.0053	0.5%	1%	False	True	64,045
60	1.0175	0.9812	0.0363	3.7%	0.0048	0.5%	1%	False	True	51,012
80	1.0175	0.9812	0.0363	3.7%	0.0046	0.5%	1%	False	True	38,369
100	1.0230	0.9812	0.0418	4.3%	0.0049	0.5%	1%	False	True	30,749
120	1.0320	0.9812	0.0508	5.2%	0.0047	0.5%	1%	False	True	25,642

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0195
2.618	1.0076
1.618	1.0003
1.000	0.9958
0.618	0.9930
HIGH	0.9885
0.618	0.9857
0.500	0.9849
0.382	0.9840
LOW	0.9812
0.618	0.9767
1.000	0.9739
1.618	0.9694
2.618	0.9621
4.250	0.9502

Fisher Pivots for day following 20-Feb-2013
Pivot	1 day	3 day
R1	0.9849	0.9902
PP	0.9837	0.9873
S1	0.9826	0.9844

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

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