CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 11-Mar-2013

Day Change Summary
	Previous	Current
	08-Mar-2013	11-Mar-2013	Change	Change %	Previous Week
Open	0.9691	0.9698	0.0007	0.1%	0.9712
High	0.9750	0.9729	-0.0021	-0.2%	0.9750
Low	0.9674	0.9692	0.0018	0.2%	0.9650
Close	0.9698	0.9723	0.0025	0.3%	0.9698
Range	0.0076	0.0037	-0.0039	-51.3%	0.0100
ATR	0.0055	0.0053	-0.0001	-2.3%	0.0000
Volume	33,232	23,522	-9,710	-29.2%	57,996

Daily Pivots for day following 11-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9826	0.9811	0.9743
R3	0.9789	0.9774	0.9733
R2	0.9752	0.9752	0.9730
R1	0.9737	0.9737	0.9726	0.9745
PP	0.9715	0.9715	0.9715	0.9718
S1	0.9700	0.9700	0.9720	0.9708
S2	0.9678	0.9678	0.9716
S3	0.9641	0.9663	0.9713
S4	0.9604	0.9626	0.9703

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9999	0.9949	0.9753
R3	0.9899	0.9849	0.9726
R2	0.9799	0.9799	0.9716
R1	0.9749	0.9749	0.9707	0.9724
PP	0.9699	0.9699	0.9699	0.9687
S1	0.9649	0.9649	0.9689	0.9624
S2	0.9599	0.9599	0.9680
S3	0.9499	0.9549	0.9671
S4	0.9399	0.9449	0.9643

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9750	0.9650	0.0100	1.0%	0.0053	0.5%	73%	False	False	15,018
10	0.9760	0.9646	0.0114	1.2%	0.0056	0.6%	68%	False	False	8,932
20	0.9972	0.9646	0.0326	3.4%	0.0055	0.6%	24%	False	False	4,814
40	1.0151	0.9646	0.0505	5.2%	0.0050	0.5%	15%	False	False	2,626
60	1.0151	0.9646	0.0505	5.2%	0.0043	0.4%	15%	False	False	1,774
80	1.0151	0.9646	0.0505	5.2%	0.0037	0.4%	15%	False	False	1,345
100	1.0169	0.9646	0.0523	5.4%	0.0036	0.4%	15%	False	False	1,084
120	1.0200	0.9646	0.0554	5.7%	0.0032	0.3%	14%	False	False	907

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9886
2.618	0.9826
1.618	0.9789
1.000	0.9766
0.618	0.9752
HIGH	0.9729
0.618	0.9715
0.500	0.9711
0.382	0.9706
LOW	0.9692
0.618	0.9669
1.000	0.9655
1.618	0.9632
2.618	0.9595
4.250	0.9535

Fisher Pivots for day following 11-Mar-2013
Pivot	1 day	3 day
R1	0.9719	0.9717
PP	0.9715	0.9711
S1	0.9711	0.9705

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

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