CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 27-Feb-2013

Day Change Summary
	Previous	Current
	26-Feb-2013	27-Feb-2013	Change	Change %	Previous Week
Open	0.9724	0.9723	-0.0001	0.0%	0.9901
High	0.9738	0.9753	0.0015	0.2%	0.9910
Low	0.9685	0.9708	0.0023	0.2%	0.9728
Close	0.9723	0.9748	0.0025	0.3%	0.9750
Range	0.0053	0.0045	-0.0008	-15.1%	0.0182
ATR	0.0051	0.0051	0.0000	-0.8%	0.0000
Volume	1,528	1,103	-425	-27.8%	3,613

Daily Pivots for day following 27-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9871	0.9855	0.9773
R3	0.9826	0.9810	0.9760
R2	0.9781	0.9781	0.9756
R1	0.9765	0.9765	0.9752	0.9773
PP	0.9736	0.9736	0.9736	0.9741
S1	0.9720	0.9720	0.9744	0.9728
S2	0.9691	0.9691	0.9740
S3	0.9646	0.9675	0.9736
S4	0.9601	0.9630	0.9723

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	0.9818	0.9685	0.0133	1.4%	0.0055	0.6%	47%	False	False	1,229
10	0.9972	0.9685	0.0287	2.9%	0.0052	0.5%	22%	False	False	845
20	1.0035	0.9685	0.0350	3.6%	0.0051	0.5%	18%	False	False	576
40	1.0151	0.9685	0.0466	4.8%	0.0046	0.5%	14%	False	False	472
60	1.0151	0.9685	0.0466	4.8%	0.0038	0.4%	14%	False	False	337
80	1.0151	0.9685	0.0466	4.8%	0.0034	0.4%	14%	False	False	267
100	1.0200	0.9685	0.0515	5.3%	0.0033	0.3%	12%	False	False	219
120	1.0254	0.9685	0.0569	5.8%	0.0031	0.3%	11%	False	False	187

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	0.9944
2.618	0.9871
1.618	0.9826
1.000	0.9798
0.618	0.9781
HIGH	0.9753
0.618	0.9736
0.500	0.9731
0.382	0.9725
LOW	0.9708
0.618	0.9680
1.000	0.9663
1.618	0.9635
2.618	0.9590
4.250	0.9517

Fisher Pivots for day following 27-Feb-2013
Pivot	1 day	3 day
R1	0.9742	0.9739
PP	0.9736	0.9731
S1	0.9731	0.9722

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

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