CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 22-Feb-2013

Day Change Summary
	Previous	Current
	21-Feb-2013	22-Feb-2013	Change	Change %	Previous Week
Open	0.9809	0.9797	-0.0012	-0.1%	0.9901
High	0.9809	0.9818	0.0009	0.1%	0.9910
Low	0.9774	0.9728	-0.0046	-0.5%	0.9728
Close	0.9784	0.9750	-0.0034	-0.3%	0.9750
Range	0.0035	0.0090	0.0055	157.1%	0.0182
ATR	0.0048	0.0051	0.0003	6.3%	0.0000
Volume	1,513	471	-1,042	-68.9%	3,613

Daily Pivots for day following 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0035	0.9983	0.9800
R3	0.9945	0.9893	0.9775
R2	0.9855	0.9855	0.9767
R1	0.9803	0.9803	0.9758	0.9784
PP	0.9765	0.9765	0.9765	0.9756
S1	0.9713	0.9713	0.9742	0.9694
S2	0.9675	0.9675	0.9734
S3	0.9585	0.9623	0.9725
S4	0.9495	0.9533	0.9701

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0342	1.0228	0.9850
R3	1.0160	1.0046	0.9800
R2	0.9978	0.9978	0.9783
R1	0.9864	0.9864	0.9767	0.9830
PP	0.9796	0.9796	0.9796	0.9779
S1	0.9682	0.9682	0.9733	0.9648
S2	0.9614	0.9614	0.9717
S3	0.9432	0.9500	0.9700
S4	0.9250	0.9318	0.9650

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9960	0.9728	0.0232	2.4%	0.0066	0.7%	9%	False	True	803
10	0.9998	0.9728	0.0270	2.8%	0.0055	0.6%	8%	False	True	562
20	1.0035	0.9728	0.0307	3.1%	0.0051	0.5%	7%	False	True	612
40	1.0151	0.9728	0.0423	4.3%	0.0044	0.5%	5%	False	True	372
60	1.0151	0.9728	0.0423	4.3%	0.0036	0.4%	5%	False	True	270
80	1.0151	0.9728	0.0423	4.3%	0.0033	0.3%	5%	False	True	215
100	1.0200	0.9728	0.0472	4.8%	0.0032	0.3%	5%	False	True	177
120	1.0254	0.9728	0.0526	5.4%	0.0030	0.3%	4%	False	True	152

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.0201
2.618	1.0054
1.618	0.9964
1.000	0.9908
0.618	0.9874
HIGH	0.9818
0.618	0.9784
0.500	0.9773
0.382	0.9762
LOW	0.9728
0.618	0.9672
1.000	0.9638
1.618	0.9582
2.618	0.9492
4.250	0.9346

Fisher Pivots for day following 22-Feb-2013
Pivot	1 day	3 day
R1	0.9773	0.9795
PP	0.9765	0.9780
S1	0.9758	0.9765

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

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