CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 05-Mar-2013

Day Change Summary
	Previous	Current
	04-Mar-2013	05-Mar-2013	Change	Change %	Previous Week
Open	0.9731	0.9731	0.0000	0.0%	0.9776
High	0.9734	0.9747	0.0013	0.1%	0.9787
Low	0.9696	0.9710	0.0014	0.1%	0.9665
Close	0.9724	0.9726	0.0002	0.0%	0.9718
Range	0.0038	0.0037	-0.0001	-2.6%	0.0122
ATR	0.0059	0.0058	-0.0002	-2.7%	0.0000
Volume	76,057	71,237	-4,820	-6.3%	448,095

Daily Pivots for day following 05-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9839	0.9819	0.9746
R3	0.9802	0.9782	0.9736
R2	0.9765	0.9765	0.9733
R1	0.9745	0.9745	0.9729	0.9737
PP	0.9728	0.9728	0.9728	0.9723
S1	0.9708	0.9708	0.9723	0.9700
S2	0.9691	0.9691	0.9719
S3	0.9654	0.9671	0.9716
S4	0.9617	0.9634	0.9706

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	0.9783	0.9665	0.0118	1.2%	0.0058	0.6%	52%	False	False	82,975
10	0.9885	0.9665	0.0220	2.3%	0.0062	0.6%	28%	False	False	90,084
20	1.0059	0.9665	0.0394	4.1%	0.0058	0.6%	15%	False	False	76,669
40	1.0175	0.9665	0.0510	5.2%	0.0055	0.6%	12%	False	False	73,221
60	1.0175	0.9665	0.0510	5.2%	0.0051	0.5%	12%	False	False	63,962
80	1.0175	0.9665	0.0510	5.2%	0.0049	0.5%	12%	False	False	48,255
100	1.0210	0.9665	0.0545	5.6%	0.0050	0.5%	11%	False	False	38,681
120	1.0320	0.9665	0.0655	6.7%	0.0049	0.5%	9%	False	False	32,258

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	0.0015
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9904
2.618	0.9844
1.618	0.9807
1.000	0.9784
0.618	0.9770
HIGH	0.9747
0.618	0.9733
0.500	0.9729
0.382	0.9724
LOW	0.9710
0.618	0.9687
1.000	0.9673
1.618	0.9650
2.618	0.9613
4.250	0.9553

Fisher Pivots for day following 05-Mar-2013
Pivot	1 day	3 day
R1	0.9729	0.9719
PP	0.9728	0.9713
S1	0.9727	0.9706

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

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