CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 01-Mar-2013

Day Change Summary
	Previous	Current
	28-Feb-2013	01-Mar-2013	Change	Change %	Previous Week
Open	0.9745	0.9681	-0.0064	-0.7%	0.9758
High	0.9760	0.9720	-0.0040	-0.4%	0.9760
Low	0.9674	0.9646	-0.0028	-0.3%	0.9646
Close	0.9684	0.9699	0.0015	0.2%	0.9699
Range	0.0086	0.0074	-0.0012	-14.0%	0.0114
ATR	0.0053	0.0055	0.0001	2.8%	0.0000
Volume	3,294	1,886	-1,408	-42.7%	9,344

Daily Pivots for day following 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9910	0.9879	0.9740
R3	0.9836	0.9805	0.9719
R2	0.9762	0.9762	0.9713
R1	0.9731	0.9731	0.9706	0.9747
PP	0.9688	0.9688	0.9688	0.9696
S1	0.9657	0.9657	0.9692	0.9673
S2	0.9614	0.9614	0.9685
S3	0.9540	0.9583	0.9679
S4	0.9466	0.9509	0.9658

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0044	0.9985	0.9762
R3	0.9930	0.9871	0.9730
R2	0.9816	0.9816	0.9720
R1	0.9757	0.9757	0.9709	0.9730
PP	0.9702	0.9702	0.9702	0.9688
S1	0.9643	0.9643	0.9689	0.9616
S2	0.9588	0.9588	0.9678
S3	0.9474	0.9529	0.9668
S4	0.9360	0.9415	0.9636

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9760	0.9646	0.0114	1.2%	0.0062	0.6%	46%	False	True	1,868
10	0.9960	0.9646	0.0314	3.2%	0.0064	0.7%	17%	False	True	1,335
20	1.0035	0.9646	0.0389	4.0%	0.0053	0.5%	14%	False	True	820
40	1.0151	0.9646	0.0505	5.2%	0.0047	0.5%	10%	False	True	595
60	1.0151	0.9646	0.0505	5.2%	0.0040	0.4%	10%	False	True	423
80	1.0151	0.9646	0.0505	5.2%	0.0036	0.4%	10%	False	True	330
100	1.0186	0.9646	0.0540	5.6%	0.0033	0.3%	10%	False	True	271
120	1.0254	0.9646	0.0608	6.3%	0.0031	0.3%	9%	False	True	230

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0035
2.618	0.9914
1.618	0.9840
1.000	0.9794
0.618	0.9766
HIGH	0.9720
0.618	0.9692
0.500	0.9683
0.382	0.9674
LOW	0.9646
0.618	0.9600
1.000	0.9572
1.618	0.9526
2.618	0.9452
4.250	0.9332

Fisher Pivots for day following 01-Mar-2013
Pivot	1 day	3 day
R1	0.9694	0.9703
PP	0.9688	0.9702
S1	0.9683	0.9700

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

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