CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 05-Mar-2013

Day Change Summary
	Previous	Current
	04-Mar-2013	05-Mar-2013	Change	Change %	Previous Week
Open	0.9712	0.9713	0.0001	0.0%	0.9758
High	0.9715	0.9727	0.0012	0.1%	0.9760
Low	0.9678	0.9694	0.0016	0.2%	0.9646
Close	0.9705	0.9707	0.0002	0.0%	0.9699
Range	0.0037	0.0033	-0.0004	-10.8%	0.0114
ATR	0.0053	0.0052	-0.0001	-2.7%	0.0000
Volume	6,425	2,290	-4,135	-64.4%	9,344

Daily Pivots for day following 05-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9808	0.9791	0.9725
R3	0.9775	0.9758	0.9716
R2	0.9742	0.9742	0.9713
R1	0.9725	0.9725	0.9710	0.9717
PP	0.9709	0.9709	0.9709	0.9706
S1	0.9692	0.9692	0.9704	0.9684
S2	0.9676	0.9676	0.9701
S3	0.9643	0.9659	0.9698
S4	0.9610	0.9626	0.9689

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%	0.0055	0.6%	54%	False	False	2,999
10	0.9861	0.9646	0.0215	2.2%	0.0057	0.6%	28%	False	False	2,114
20	1.0035	0.9646	0.0389	4.0%	0.0053	0.5%	16%	False	False	1,219
40	1.0151	0.9646	0.0505	5.2%	0.0047	0.5%	12%	False	False	811
60	1.0151	0.9646	0.0505	5.2%	0.0041	0.4%	12%	False	False	568
80	1.0151	0.9646	0.0505	5.2%	0.0037	0.4%	12%	False	False	439
100	1.0169	0.9646	0.0523	5.4%	0.0034	0.3%	12%	False	False	357
120	1.0254	0.9646	0.0608	6.3%	0.0032	0.3%	10%	False	False	302

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9867
2.618	0.9813
1.618	0.9780
1.000	0.9760
0.618	0.9747
HIGH	0.9727
0.618	0.9714
0.500	0.9711
0.382	0.9707
LOW	0.9694
0.618	0.9674
1.000	0.9661
1.618	0.9641
2.618	0.9608
4.250	0.9554

Fisher Pivots for day following 05-Mar-2013
Pivot	1 day	3 day
R1	0.9711	0.9700
PP	0.9709	0.9693
S1	0.9708	0.9687

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

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