CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 25-Feb-2013

Day Change Summary
	Previous	Current
	22-Feb-2013	25-Feb-2013	Change	Change %	Previous Week
Open	0.9817	0.9776	-0.0041	-0.4%	0.9918
High	0.9838	0.9787	-0.0051	-0.5%	0.9936
Low	0.9745	0.9725	-0.0020	-0.2%	0.9745
Close	0.9769	0.9738	-0.0031	-0.3%	0.9769
Range	0.0093	0.0062	-0.0031	-33.3%	0.0191
ATR	0.0058	0.0058	0.0000	0.5%	0.0000
Volume	114,614	96,418	-18,196	-15.9%	398,709

Daily Pivots for day following 25-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9936	0.9899	0.9772
R3	0.9874	0.9837	0.9755
R2	0.9812	0.9812	0.9749
R1	0.9775	0.9775	0.9744	0.9763
PP	0.9750	0.9750	0.9750	0.9744
S1	0.9713	0.9713	0.9732	0.9701
S2	0.9688	0.9688	0.9727
S3	0.9626	0.9651	0.9721
S4	0.9564	0.9589	0.9704

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0390	1.0270	0.9874
R3	1.0199	1.0079	0.9822
R2	1.0008	1.0008	0.9804
R1	0.9888	0.9888	0.9787	0.9853
PP	0.9817	0.9817	0.9817	0.9799
S1	0.9697	0.9697	0.9751	0.9662
S2	0.9626	0.9626	0.9734
S3	0.9435	0.9506	0.9716
S4	0.9244	0.9315	0.9664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9936	0.9725	0.0211	2.2%	0.0070	0.7%	6%	False	True	99,025
10	0.9993	0.9725	0.0268	2.8%	0.0061	0.6%	5%	False	True	78,728
20	1.0059	0.9725	0.0334	3.4%	0.0056	0.6%	4%	False	True	72,453
40	1.0175	0.9725	0.0450	4.6%	0.0054	0.6%	3%	False	True	68,596
60	1.0175	0.9725	0.0450	4.6%	0.0049	0.5%	3%	False	True	55,913
80	1.0175	0.9725	0.0450	4.6%	0.0047	0.5%	3%	False	True	42,038
100	1.0230	0.9725	0.0505	5.2%	0.0049	0.5%	3%	False	True	33,700
120	1.0320	0.9725	0.0595	6.1%	0.0048	0.5%	2%	False	True	28,103

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0051
2.618	0.9949
1.618	0.9887
1.000	0.9849
0.618	0.9825
HIGH	0.9787
0.618	0.9763
0.500	0.9756
0.382	0.9749
LOW	0.9725
0.618	0.9687
1.000	0.9663
1.618	0.9625
2.618	0.9563
4.250	0.9462

Fisher Pivots for day following 25-Feb-2013
Pivot	1 day	3 day
R1	0.9756	0.9782
PP	0.9750	0.9767
S1	0.9744	0.9753

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

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