CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 01-Mar-2013

Day Change Summary
	Previous	Current
	28-Feb-2013	01-Mar-2013	Change	Change %	Previous Week
Open	0.9767	0.9700	-0.0067	-0.7%	0.9776
High	0.9783	0.9741	-0.0042	-0.4%	0.9787
Low	0.9691	0.9665	-0.0026	-0.3%	0.9665
Close	0.9703	0.9718	0.0015	0.2%	0.9718
Range	0.0092	0.0076	-0.0016	-17.4%	0.0122
ATR	0.0060	0.0061	0.0001	1.9%	0.0000
Volume	93,912	101,027	7,115	7.6%	448,095

Daily Pivots for day following 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9936	0.9903	0.9760
R3	0.9860	0.9827	0.9739
R2	0.9784	0.9784	0.9732
R1	0.9751	0.9751	0.9725	0.9768
PP	0.9708	0.9708	0.9708	0.9716
S1	0.9675	0.9675	0.9711	0.9692
S2	0.9632	0.9632	0.9704
S3	0.9556	0.9599	0.9697
S4	0.9480	0.9523	0.9676

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0089	1.0026	0.9785
R3	0.9967	0.9904	0.9752
R2	0.9845	0.9845	0.9740
R1	0.9782	0.9782	0.9729	0.9753
PP	0.9723	0.9723	0.9723	0.9709
S1	0.9660	0.9660	0.9707	0.9631
S2	0.9601	0.9601	0.9696
S3	0.9479	0.9538	0.9684
S4	0.9357	0.9416	0.9651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9787	0.9665	0.0122	1.3%	0.0067	0.7%	43%	False	True	89,619
10	0.9992	0.9665	0.0327	3.4%	0.0071	0.7%	16%	False	True	91,462
20	1.0059	0.9665	0.0394	4.1%	0.0059	0.6%	13%	False	True	76,097
40	1.0175	0.9665	0.0510	5.2%	0.0056	0.6%	10%	False	True	72,975
60	1.0175	0.9665	0.0510	5.2%	0.0051	0.5%	10%	False	True	61,638
80	1.0175	0.9665	0.0510	5.2%	0.0048	0.5%	10%	False	True	46,420
100	1.0220	0.9665	0.0555	5.7%	0.0050	0.5%	10%	False	True	37,213
120	1.0320	0.9665	0.0655	6.7%	0.0049	0.5%	8%	False	True	31,031

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0064
2.618	0.9940
1.618	0.9864
1.000	0.9817
0.618	0.9788
HIGH	0.9741
0.618	0.9712
0.500	0.9703
0.382	0.9694
LOW	0.9665
0.618	0.9618
1.000	0.9589
1.618	0.9542
2.618	0.9466
4.250	0.9342

Fisher Pivots for day following 01-Mar-2013
Pivot	1 day	3 day
R1	0.9713	0.9724
PP	0.9708	0.9722
S1	0.9703	0.9720

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

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