CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 12-Mar-2013

Day Change Summary
	Previous	Current
	11-Mar-2013	12-Mar-2013	Change	Change %	Previous Week
Open	0.9720	0.9744	0.0024	0.2%	0.9731
High	0.9749	0.9755	0.0006	0.1%	0.9770
Low	0.9712	0.9722	0.0010	0.1%	0.9671
Close	0.9743	0.9743	0.0000	0.0%	0.9718
Range	0.0037	0.0033	-0.0004	-10.8%	0.0099
ATR	0.0058	0.0056	-0.0002	-3.1%	0.0000
Volume	63,082	79,355	16,273	25.8%	422,776

Daily Pivots for day following 12-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9839	0.9824	0.9761
R3	0.9806	0.9791	0.9752
R2	0.9773	0.9773	0.9749
R1	0.9758	0.9758	0.9746	0.9749
PP	0.9740	0.9740	0.9740	0.9736
S1	0.9725	0.9725	0.9740	0.9716
S2	0.9707	0.9707	0.9737
S3	0.9674	0.9692	0.9734
S4	0.9641	0.9659	0.9725

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	83,583
10	0.9783	0.9665	0.0118	1.2%	0.0056	0.6%	66%	False	False	83,279
20	0.9993	0.9665	0.0328	3.4%	0.0059	0.6%	24%	False	False	82,148
40	1.0158	0.9665	0.0493	5.1%	0.0056	0.6%	16%	False	False	76,539
60	1.0175	0.9665	0.0510	5.2%	0.0053	0.5%	15%	False	False	69,211
80	1.0175	0.9665	0.0510	5.2%	0.0049	0.5%	15%	False	False	53,453
100	1.0210	0.9665	0.0545	5.6%	0.0050	0.5%	14%	False	False	42,843
120	1.0232	0.9665	0.0567	5.8%	0.0049	0.5%	14%	False	False	35,731

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9895
2.618	0.9841
1.618	0.9808
1.000	0.9788
0.618	0.9775
HIGH	0.9755
0.618	0.9742
0.500	0.9739
0.382	0.9735
LOW	0.9722
0.618	0.9702
1.000	0.9689
1.618	0.9669
2.618	0.9636
4.250	0.9582

Fisher Pivots for day following 12-Mar-2013
Pivot	1 day	3 day
R1	0.9742	0.9739
PP	0.9740	0.9735
S1	0.9739	0.9731

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

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