CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 04-Mar-2013

Day Change Summary
	Previous	Current
	01-Mar-2013	04-Mar-2013	Change	Change %	Previous Week
Open	0.9681	0.9712	0.0031	0.3%	0.9758
High	0.9720	0.9715	-0.0005	-0.1%	0.9760
Low	0.9646	0.9678	0.0032	0.3%	0.9646
Close	0.9699	0.9705	0.0006	0.1%	0.9699
Range	0.0074	0.0037	-0.0037	-50.0%	0.0114
ATR	0.0055	0.0053	-0.0001	-2.3%	0.0000
Volume	1,886	6,425	4,539	240.7%	9,344

Daily Pivots for day following 04-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9810	0.9795	0.9725
R3	0.9773	0.9758	0.9715
R2	0.9736	0.9736	0.9712
R1	0.9721	0.9721	0.9708	0.9710
PP	0.9699	0.9699	0.9699	0.9694
S1	0.9684	0.9684	0.9702	0.9673
S2	0.9662	0.9662	0.9698
S3	0.9625	0.9647	0.9695
S4	0.9588	0.9610	0.9685

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%	0.0059	0.6%	52%	False	False	2,847
10	0.9910	0.9646	0.0264	2.7%	0.0061	0.6%	22%	False	False	1,938
20	1.0035	0.9646	0.0389	4.0%	0.0053	0.5%	15%	False	False	1,133
40	1.0151	0.9646	0.0505	5.2%	0.0048	0.5%	12%	False	False	754
60	1.0151	0.9646	0.0505	5.2%	0.0040	0.4%	12%	False	False	530
80	1.0151	0.9646	0.0505	5.2%	0.0036	0.4%	12%	False	False	410
100	1.0169	0.9646	0.0523	5.4%	0.0034	0.3%	11%	False	False	335
120	1.0254	0.9646	0.0608	6.3%	0.0032	0.3%	10%	False	False	283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9872
2.618	0.9812
1.618	0.9775
1.000	0.9752
0.618	0.9738
HIGH	0.9715
0.618	0.9701
0.500	0.9697
0.382	0.9692
LOW	0.9678
0.618	0.9655
1.000	0.9641
1.618	0.9618
2.618	0.9581
4.250	0.9521

Fisher Pivots for day following 04-Mar-2013
Pivot	1 day	3 day
R1	0.9702	0.9704
PP	0.9699	0.9704
S1	0.9697	0.9703

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

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