CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 07-Mar-2013

Day Change Summary
	Previous	Current
	06-Mar-2013	07-Mar-2013	Change	Change %	Previous Week
Open	0.9730	0.9685	-0.0045	-0.5%	0.9776
High	0.9749	0.9720	-0.0029	-0.3%	0.9787
Low	0.9671	0.9678	0.0007	0.1%	0.9665
Close	0.9694	0.9717	0.0023	0.2%	0.9718
Range	0.0078	0.0042	-0.0036	-46.2%	0.0122
ATR	0.0059	0.0058	-0.0001	-2.1%	0.0000
Volume	100,814	63,500	-37,314	-37.0%	448,095

Daily Pivots for day following 07-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9831	0.9816	0.9740
R3	0.9789	0.9774	0.9729
R2	0.9747	0.9747	0.9725
R1	0.9732	0.9732	0.9721	0.9740
PP	0.9705	0.9705	0.9705	0.9709
S1	0.9690	0.9690	0.9713	0.9698
S2	0.9663	0.9663	0.9709
S3	0.9621	0.9648	0.9705
S4	0.9579	0.9606	0.9694

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	0.9749	0.9665	0.0084	0.9%	0.0054	0.6%	62%	False	False	82,527
10	0.9838	0.9665	0.0173	1.8%	0.0063	0.6%	30%	False	False	87,431
20	1.0059	0.9665	0.0394	4.1%	0.0060	0.6%	13%	False	False	79,312
40	1.0175	0.9665	0.0510	5.2%	0.0056	0.6%	10%	False	False	74,767
60	1.0175	0.9665	0.0510	5.2%	0.0052	0.5%	10%	False	False	66,574
80	1.0175	0.9665	0.0510	5.2%	0.0048	0.5%	10%	False	False	50,300
100	1.0210	0.9665	0.0545	5.6%	0.0050	0.5%	10%	False	False	40,321
120	1.0320	0.9665	0.0655	6.7%	0.0049	0.5%	8%	False	False	33,626

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9899
2.618	0.9830
1.618	0.9788
1.000	0.9762
0.618	0.9746
HIGH	0.9720
0.618	0.9704
0.500	0.9699
0.382	0.9694
LOW	0.9678
0.618	0.9652
1.000	0.9636
1.618	0.9610
2.618	0.9568
4.250	0.9500

Fisher Pivots for day following 07-Mar-2013
Pivot	1 day	3 day
R1	0.9711	0.9715
PP	0.9705	0.9712
S1	0.9699	0.9710

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

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