CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 11-Mar-2013

Day Change Summary
	Previous	Current
	08-Mar-2013	11-Mar-2013	Change	Change %	Previous Week
Open	0.9712	0.9720	0.0008	0.1%	0.9731
High	0.9770	0.9749	-0.0021	-0.2%	0.9770
Low	0.9692	0.9712	0.0020	0.2%	0.9671
Close	0.9718	0.9743	0.0025	0.3%	0.9718
Range	0.0078	0.0037	-0.0041	-52.6%	0.0099
ATR	0.0059	0.0058	-0.0002	-2.7%	0.0000
Volume	111,168	63,082	-48,086	-43.3%	422,776

Daily Pivots for day following 11-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9846	0.9831	0.9763
R3	0.9809	0.9794	0.9753
R2	0.9772	0.9772	0.9750
R1	0.9757	0.9757	0.9746	0.9765
PP	0.9735	0.9735	0.9735	0.9738
S1	0.9720	0.9720	0.9740	0.9728
S2	0.9698	0.9698	0.9736
S3	0.9661	0.9683	0.9733
S4	0.9624	0.9646	0.9723

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0017	0.9966	0.9772
R3	0.9918	0.9867	0.9745
R2	0.9819	0.9819	0.9736
R1	0.9768	0.9768	0.9727	0.9744
PP	0.9720	0.9720	0.9720	0.9708
S1	0.9669	0.9669	0.9709	0.9645
S2	0.9621	0.9621	0.9700
S3	0.9522	0.9570	0.9691
S4	0.9423	0.9471	0.9664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9770	0.9671	0.0099	1.0%	0.0054	0.6%	73%	False	False	81,960
10	0.9783	0.9665	0.0118	1.2%	0.0059	0.6%	66%	False	False	83,753
20	0.9993	0.9665	0.0328	3.4%	0.0060	0.6%	24%	False	False	81,240
40	1.0175	0.9665	0.0510	5.2%	0.0057	0.6%	15%	False	False	76,263
60	1.0175	0.9665	0.0510	5.2%	0.0053	0.5%	15%	False	False	68,557
80	1.0175	0.9665	0.0510	5.2%	0.0049	0.5%	15%	False	False	52,462
100	1.0210	0.9665	0.0545	5.6%	0.0050	0.5%	14%	False	False	42,051
120	1.0232	0.9665	0.0567	5.8%	0.0049	0.5%	14%	False	False	35,070

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9906
2.618	0.9846
1.618	0.9809
1.000	0.9786
0.618	0.9772
HIGH	0.9749
0.618	0.9735
0.500	0.9731
0.382	0.9726
LOW	0.9712
0.618	0.9689
1.000	0.9675
1.618	0.9652
2.618	0.9615
4.250	0.9555

Fisher Pivots for day following 11-Mar-2013
Pivot	1 day	3 day
R1	0.9739	0.9737
PP	0.9735	0.9730
S1	0.9731	0.9724

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

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