CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 14-Feb-2013

Day Change Summary
	Previous	Current
	13-Feb-2013	14-Feb-2013	Change	Change %	Previous Week
Open	0.9954	0.9955	0.0001	0.0%	1.0000
High	0.9958	0.9972	0.0014	0.1%	1.0035
Low	0.9933	0.9953	0.0020	0.2%	0.9939
Close	0.9954	0.9958	0.0004	0.0%	0.9944
Range	0.0025	0.0019	-0.0006	-24.0%	0.0096
ATR	0.0046	0.0044	-0.0002	-4.2%	0.0000
Volume	150	129	-21	-14.0%	1,486

Daily Pivots for day following 14-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0018	1.0007	0.9968
R3	0.9999	0.9988	0.9963
R2	0.9980	0.9980	0.9961
R1	0.9969	0.9969	0.9960	0.9975
PP	0.9961	0.9961	0.9961	0.9964
S1	0.9950	0.9950	0.9956	0.9956
S2	0.9942	0.9942	0.9955
S3	0.9923	0.9931	0.9953
S4	0.9904	0.9912	0.9948

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0261	1.0198	0.9997
R3	1.0165	1.0102	0.9970
R2	1.0069	1.0069	0.9962
R1	1.0006	1.0006	0.9953	0.9990
PP	0.9973	0.9973	0.9973	0.9964
S1	0.9910	0.9910	0.9935	0.9894
S2	0.9877	0.9877	0.9926
S3	0.9781	0.9814	0.9918
S4	0.9685	0.9718	0.9891

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9998	0.9890	0.0108	1.1%	0.0043	0.4%	63%	False	False	321
10	1.0035	0.9890	0.0145	1.5%	0.0042	0.4%	47%	False	False	305
20	1.0123	0.9870	0.0253	2.5%	0.0048	0.5%	35%	False	False	497
40	1.0151	0.9870	0.0281	2.8%	0.0039	0.4%	31%	False	False	285
60	1.0151	0.9870	0.0281	2.8%	0.0033	0.3%	31%	False	False	208
80	1.0151	0.9870	0.0281	2.8%	0.0030	0.3%	31%	False	False	168
100	1.0200	0.9870	0.0330	3.3%	0.0029	0.3%	27%	False	False	139
120	1.0254	0.9870	0.0384	3.9%	0.0027	0.3%	23%	False	False	121

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	0.0010
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.0053
2.618	1.0022
1.618	1.0003
1.000	0.9991
0.618	0.9984
HIGH	0.9972
0.618	0.9965
0.500	0.9963
0.382	0.9960
LOW	0.9953
0.618	0.9941
1.000	0.9934
1.618	0.9922
2.618	0.9903
4.250	0.9872

Fisher Pivots for day following 14-Feb-2013
Pivot	1 day	3 day
R1	0.9963	0.9949
PP	0.9961	0.9940
S1	0.9960	0.9931

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

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