CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 20-Feb-2013

Day Change Summary
	Previous	Current
	19-Feb-2013	20-Feb-2013	Change	Change %	Previous Week
Open	0.9901	0.9861	-0.0040	-0.4%	0.9942
High	0.9910	0.9861	-0.0049	-0.5%	0.9972
Low	0.9839	0.9792	-0.0047	-0.5%	0.9890
Close	0.9855	0.9795	-0.0060	-0.6%	0.9901
Range	0.0071	0.0069	-0.0002	-2.8%	0.0082
ATR	0.0047	0.0049	0.0002	3.3%	0.0000
Volume	529	1,100	571	107.9%	1,809

Daily Pivots for day following 20-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0023	0.9978	0.9833
R3	0.9954	0.9909	0.9814
R2	0.9885	0.9885	0.9808
R1	0.9840	0.9840	0.9801	0.9828
PP	0.9816	0.9816	0.9816	0.9810
S1	0.9771	0.9771	0.9789	0.9759
S2	0.9747	0.9747	0.9782
S3	0.9678	0.9702	0.9776
S4	0.9609	0.9633	0.9757

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0167	1.0116	0.9946
R3	1.0085	1.0034	0.9924
R2	1.0003	1.0003	0.9916
R1	0.9952	0.9952	0.9909	0.9937
PP	0.9921	0.9921	0.9921	0.9913
S1	0.9870	0.9870	0.9893	0.9855
S2	0.9839	0.9839	0.9886
S3	0.9757	0.9788	0.9878
S4	0.9675	0.9706	0.9856

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9972	0.9792	0.0180	1.8%	0.0050	0.5%	2%	False	True	462
10	1.0035	0.9792	0.0243	2.5%	0.0051	0.5%	1%	False	True	409
20	1.0060	0.9792	0.0268	2.7%	0.0052	0.5%	1%	False	True	582
40	1.0151	0.9792	0.0359	3.7%	0.0043	0.4%	1%	False	True	329
60	1.0151	0.9792	0.0359	3.7%	0.0036	0.4%	1%	False	True	238
80	1.0151	0.9792	0.0359	3.7%	0.0031	0.3%	1%	False	True	190
100	1.0200	0.9792	0.0408	4.2%	0.0031	0.3%	1%	False	True	158
120	1.0254	0.9792	0.0462	4.7%	0.0029	0.3%	1%	False	True	137

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0154
2.618	1.0042
1.618	0.9973
1.000	0.9930
0.618	0.9904
HIGH	0.9861
0.618	0.9835
0.500	0.9827
0.382	0.9818
LOW	0.9792
0.618	0.9749
1.000	0.9723
1.618	0.9680
2.618	0.9611
4.250	0.9499

Fisher Pivots for day following 20-Feb-2013
Pivot	1 day	3 day
R1	0.9827	0.9876
PP	0.9816	0.9849
S1	0.9806	0.9822

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

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