CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 07-Mar-2013

Day Change Summary
	Previous	Current
	06-Mar-2013	07-Mar-2013	Change	Change %	Previous Week
Open	0.9715	0.9663	-0.0052	-0.5%	0.9758
High	0.9728	0.9701	-0.0027	-0.3%	0.9760
Low	0.9650	0.9659	0.0009	0.1%	0.9646
Close	0.9675	0.9698	0.0023	0.2%	0.9699
Range	0.0078	0.0042	-0.0036	-46.2%	0.0114
ATR	0.0054	0.0053	-0.0001	-1.6%	0.0000
Volume	8,150	7,899	-251	-3.1%	9,344

Daily Pivots for day following 07-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9812	0.9797	0.9721
R3	0.9770	0.9755	0.9710
R2	0.9728	0.9728	0.9706
R1	0.9713	0.9713	0.9702	0.9721
PP	0.9686	0.9686	0.9686	0.9690
S1	0.9671	0.9671	0.9694	0.9679
S2	0.9644	0.9644	0.9690
S3	0.9602	0.9629	0.9686
S4	0.9560	0.9587	0.9675

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	0.9728	0.9646	0.0082	0.8%	0.0053	0.5%	63%	False	False	5,330
10	0.9818	0.9646	0.0172	1.8%	0.0059	0.6%	30%	False	False	3,457
20	1.0035	0.9646	0.0389	4.0%	0.0055	0.6%	13%	False	False	1,999
40	1.0151	0.9646	0.0505	5.2%	0.0049	0.5%	10%	False	False	1,209
60	1.0151	0.9646	0.0505	5.2%	0.0041	0.4%	10%	False	False	834
80	1.0151	0.9646	0.0505	5.2%	0.0036	0.4%	10%	False	False	639
100	1.0169	0.9646	0.0523	5.4%	0.0035	0.4%	10%	False	False	518
120	1.0232	0.9646	0.0586	6.0%	0.0032	0.3%	9%	False	False	435

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9880
2.618	0.9811
1.618	0.9769
1.000	0.9743
0.618	0.9727
HIGH	0.9701
0.618	0.9685
0.500	0.9680
0.382	0.9675
LOW	0.9659
0.618	0.9633
1.000	0.9617
1.618	0.9591
2.618	0.9549
4.250	0.9481

Fisher Pivots for day following 07-Mar-2013
Pivot	1 day	3 day
R1	0.9692	0.9695
PP	0.9686	0.9692
S1	0.9680	0.9689

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

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