CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	0.9713	0.9715	0.0002	0.0%	0.9758
High	0.9727	0.9728	0.0001	0.0%	0.9760
Low	0.9694	0.9650	-0.0044	-0.5%	0.9646
Close	0.9707	0.9675	-0.0032	-0.3%	0.9699
Range	0.0033	0.0078	0.0045	136.4%	0.0114
ATR	0.0052	0.0054	0.0002	3.6%	0.0000
Volume	2,290	8,150	5,860	255.9%	9,344

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9918	0.9875	0.9718
R3	0.9840	0.9797	0.9696
R2	0.9762	0.9762	0.9689
R1	0.9719	0.9719	0.9682	0.9702
PP	0.9684	0.9684	0.9684	0.9676
S1	0.9641	0.9641	0.9668	0.9624
S2	0.9606	0.9606	0.9661
S3	0.9528	0.9563	0.9654
S4	0.9450	0.9485	0.9632

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%	25%	False	False	4,409
10	0.9818	0.9646	0.0172	1.8%	0.0058	0.6%	17%	False	False	2,819
20	1.0035	0.9646	0.0389	4.0%	0.0055	0.6%	7%	False	False	1,614
40	1.0151	0.9646	0.0505	5.2%	0.0048	0.5%	6%	False	False	1,012
60	1.0151	0.9646	0.0505	5.2%	0.0042	0.4%	6%	False	False	703
80	1.0151	0.9646	0.0505	5.2%	0.0037	0.4%	6%	False	False	540
100	1.0169	0.9646	0.0523	5.4%	0.0034	0.4%	6%	False	False	439
120	1.0254	0.9646	0.0608	6.3%	0.0032	0.3%	5%	False	False	370

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0060
2.618	0.9932
1.618	0.9854
1.000	0.9806
0.618	0.9776
HIGH	0.9728
0.618	0.9698
0.500	0.9689
0.382	0.9680
LOW	0.9650
0.618	0.9602
1.000	0.9572
1.618	0.9524
2.618	0.9446
4.250	0.9319

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	0.9689	0.9689
PP	0.9684	0.9684
S1	0.9680	0.9680

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

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