CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	0.9727	0.9782	0.0055	0.6%	0.9720
High	0.9791	0.9822	0.0031	0.3%	0.9822
Low	0.9723	0.9773	0.0050	0.5%	0.9712
Close	0.9781	0.9809	0.0028	0.3%	0.9809
Range	0.0068	0.0049	-0.0019	-27.9%	0.0110
ATR	0.0056	0.0056	-0.0001	-0.9%	0.0000
Volume	96,881	38,915	-57,966	-59.8%	385,424

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9948	0.9928	0.9836
R3	0.9899	0.9879	0.9822
R2	0.9850	0.9850	0.9818
R1	0.9830	0.9830	0.9813	0.9840
PP	0.9801	0.9801	0.9801	0.9807
S1	0.9781	0.9781	0.9805	0.9791
S2	0.9752	0.9752	0.9800
S3	0.9703	0.9732	0.9796
S4	0.9654	0.9683	0.9782

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0111	1.0070	0.9870
R3	1.0001	0.9960	0.9839
R2	0.9891	0.9891	0.9829
R1	0.9850	0.9850	0.9819	0.9871
PP	0.9781	0.9781	0.9781	0.9791
S1	0.9740	0.9740	0.9799	0.9761
S2	0.9671	0.9671	0.9789
S3	0.9561	0.9630	0.9779
S4	0.9451	0.9520	0.9749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9822	0.9712	0.0110	1.1%	0.0047	0.5%	88%	True	False	77,084
10	0.9822	0.9671	0.0151	1.5%	0.0051	0.5%	91%	True	False	80,820
20	0.9992	0.9665	0.0327	3.3%	0.0061	0.6%	44%	False	False	86,141
40	1.0146	0.9665	0.0481	4.9%	0.0058	0.6%	30%	False	False	78,658
60	1.0175	0.9665	0.0510	5.2%	0.0053	0.5%	28%	False	False	69,877
80	1.0175	0.9665	0.0510	5.2%	0.0049	0.5%	28%	False	False	56,463
100	1.0175	0.9665	0.0510	5.2%	0.0048	0.5%	28%	False	False	45,266
120	1.0230	0.9665	0.0565	5.8%	0.0050	0.5%	25%	False	False	37,753

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0030
2.618	0.9950
1.618	0.9901
1.000	0.9871
0.618	0.9852
HIGH	0.9822
0.618	0.9803
0.500	0.9798
0.382	0.9792
LOW	0.9773
0.618	0.9743
1.000	0.9724
1.618	0.9694
2.618	0.9645
4.250	0.9565

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	0.9805	0.9795
PP	0.9801	0.9781
S1	0.9798	0.9767

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

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