CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 21-Feb-2013

Day Change Summary
	Previous	Current
	20-Feb-2013	21-Feb-2013	Change	Change %	Previous Week
Open	0.9861	0.9809	-0.0052	-0.5%	0.9942
High	0.9861	0.9809	-0.0052	-0.5%	0.9972
Low	0.9792	0.9774	-0.0018	-0.2%	0.9890
Close	0.9795	0.9784	-0.0011	-0.1%	0.9901
Range	0.0069	0.0035	-0.0034	-49.3%	0.0082
ATR	0.0049	0.0048	-0.0001	-2.0%	0.0000
Volume	1,100	1,513	413	37.5%	1,809

Daily Pivots for day following 21-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9894	0.9874	0.9803
R3	0.9859	0.9839	0.9794
R2	0.9824	0.9824	0.9790
R1	0.9804	0.9804	0.9787	0.9797
PP	0.9789	0.9789	0.9789	0.9785
S1	0.9769	0.9769	0.9781	0.9762
S2	0.9754	0.9754	0.9778
S3	0.9719	0.9734	0.9774
S4	0.9684	0.9699	0.9765

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	0.9774	0.0198	2.0%	0.0052	0.5%	5%	False	True	734
10	1.0035	0.9774	0.0261	2.7%	0.0051	0.5%	4%	False	True	541
20	1.0035	0.9774	0.0261	2.7%	0.0049	0.5%	4%	False	True	649
40	1.0151	0.9774	0.0377	3.9%	0.0042	0.4%	3%	False	True	366
60	1.0151	0.9774	0.0377	3.9%	0.0035	0.4%	3%	False	True	263
80	1.0151	0.9774	0.0377	3.9%	0.0032	0.3%	3%	False	True	209
100	1.0200	0.9774	0.0426	4.4%	0.0031	0.3%	2%	False	True	173
120	1.0254	0.9774	0.0480	4.9%	0.0029	0.3%	2%	False	True	150

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9958
2.618	0.9901
1.618	0.9866
1.000	0.9844
0.618	0.9831
HIGH	0.9809
0.618	0.9796
0.500	0.9792
0.382	0.9787
LOW	0.9774
0.618	0.9752
1.000	0.9739
1.618	0.9717
2.618	0.9682
4.250	0.9625

Fisher Pivots for day following 21-Feb-2013
Pivot	1 day	3 day
R1	0.9792	0.9842
PP	0.9789	0.9823
S1	0.9787	0.9803

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

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