CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 27-Feb-2013

Day Change Summary
	Previous	Current
	26-Feb-2013	27-Feb-2013	Change	Change %	Previous Week
Open	0.9738	0.9741	0.0003	0.0%	0.9918
High	0.9760	0.9773	0.0013	0.1%	0.9936
Low	0.9701	0.9725	0.0024	0.2%	0.9745
Close	0.9741	0.9767	0.0026	0.3%	0.9769
Range	0.0059	0.0048	-0.0011	-18.6%	0.0191
ATR	0.0058	0.0057	-0.0001	-1.2%	0.0000
Volume	84,092	72,646	-11,446	-13.6%	398,709

Daily Pivots for day following 27-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9899	0.9881	0.9793
R3	0.9851	0.9833	0.9780
R2	0.9803	0.9803	0.9776
R1	0.9785	0.9785	0.9771	0.9794
PP	0.9755	0.9755	0.9755	0.9760
S1	0.9737	0.9737	0.9763	0.9746
S2	0.9707	0.9707	0.9758
S3	0.9659	0.9689	0.9754
S4	0.9611	0.9641	0.9741

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	0.9838	0.9701	0.0137	1.4%	0.0061	0.6%	48%	False	False	90,434
10	0.9993	0.9701	0.0292	3.0%	0.0059	0.6%	23%	False	False	82,080
20	1.0059	0.9701	0.0358	3.7%	0.0057	0.6%	18%	False	False	73,580
40	1.0175	0.9701	0.0474	4.9%	0.0054	0.6%	14%	False	False	70,678
60	1.0175	0.9701	0.0474	4.9%	0.0049	0.5%	14%	False	False	58,493
80	1.0175	0.9701	0.0474	4.9%	0.0047	0.5%	14%	False	False	43,988
100	1.0230	0.9701	0.0529	5.4%	0.0050	0.5%	12%	False	False	35,267
120	1.0320	0.9701	0.0619	6.3%	0.0049	0.5%	11%	False	False	29,408

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9977
2.618	0.9899
1.618	0.9851
1.000	0.9821
0.618	0.9803
HIGH	0.9773
0.618	0.9755
0.500	0.9749
0.382	0.9743
LOW	0.9725
0.618	0.9695
1.000	0.9677
1.618	0.9647
2.618	0.9599
4.250	0.9521

Fisher Pivots for day following 27-Feb-2013
Pivot	1 day	3 day
R1	0.9761	0.9759
PP	0.9755	0.9752
S1	0.9749	0.9744

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

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