CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 25-Feb-2013

Day Change Summary
	Previous	Current
	22-Feb-2013	25-Feb-2013	Change	Change %	Previous Week
Open	0.9797	0.9758	-0.0039	-0.4%	0.9901
High	0.9818	0.9759	-0.0059	-0.6%	0.9910
Low	0.9728	0.9707	-0.0021	-0.2%	0.9728
Close	0.9750	0.9720	-0.0030	-0.3%	0.9750
Range	0.0090	0.0052	-0.0038	-42.2%	0.0182
ATR	0.0051	0.0051	0.0000	0.2%	0.0000
Volume	471	1,533	1,062	225.5%	3,613

Daily Pivots for day following 25-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9885	0.9854	0.9749
R3	0.9833	0.9802	0.9734
R2	0.9781	0.9781	0.9730
R1	0.9750	0.9750	0.9725	0.9740
PP	0.9729	0.9729	0.9729	0.9723
S1	0.9698	0.9698	0.9715	0.9688
S2	0.9677	0.9677	0.9710
S3	0.9625	0.9646	0.9706
S4	0.9573	0.9594	0.9691

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	0.9910	0.9707	0.0203	2.1%	0.0063	0.7%	6%	False	True	1,029
10	0.9972	0.9707	0.0265	2.7%	0.0054	0.6%	5%	False	True	695
20	1.0035	0.9707	0.0328	3.4%	0.0050	0.5%	4%	False	True	621
40	1.0151	0.9707	0.0444	4.6%	0.0045	0.5%	3%	False	True	409
60	1.0151	0.9707	0.0444	4.6%	0.0037	0.4%	3%	False	True	296
80	1.0151	0.9707	0.0444	4.6%	0.0033	0.3%	3%	False	True	234
100	1.0200	0.9707	0.0493	5.1%	0.0032	0.3%	3%	False	True	193
120	1.0254	0.9707	0.0547	5.6%	0.0030	0.3%	2%	False	True	165

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	0.9980
2.618	0.9895
1.618	0.9843
1.000	0.9811
0.618	0.9791
HIGH	0.9759
0.618	0.9739
0.500	0.9733
0.382	0.9727
LOW	0.9707
0.618	0.9675
1.000	0.9655
1.618	0.9623
2.618	0.9571
4.250	0.9486

Fisher Pivots for day following 25-Feb-2013
Pivot	1 day	3 day
R1	0.9733	0.9763
PP	0.9729	0.9748
S1	0.9724	0.9734

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

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