CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 12-Mar-2013

Day Change Summary
	Previous	Current
	11-Mar-2013	12-Mar-2013	Change	Change %	Previous Week
Open	0.9698	0.9724	0.0026	0.3%	0.9712
High	0.9729	0.9734	0.0005	0.1%	0.9750
Low	0.9692	0.9701	0.0009	0.1%	0.9650
Close	0.9723	0.9723	0.0000	0.0%	0.9698
Range	0.0037	0.0033	-0.0004	-10.8%	0.0100
ATR	0.0053	0.0052	-0.0001	-2.7%	0.0000
Volume	23,522	34,555	11,033	46.9%	57,996

Daily Pivots for day following 12-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9818	0.9804	0.9741
R3	0.9785	0.9771	0.9732
R2	0.9752	0.9752	0.9729
R1	0.9738	0.9738	0.9726	0.9729
PP	0.9719	0.9719	0.9719	0.9715
S1	0.9705	0.9705	0.9720	0.9696
S2	0.9686	0.9686	0.9717
S3	0.9653	0.9672	0.9714
S4	0.9620	0.9639	0.9705

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	21,471
10	0.9760	0.9646	0.0114	1.2%	0.0054	0.6%	68%	False	False	12,235
20	0.9972	0.9646	0.0326	3.4%	0.0054	0.6%	24%	False	False	6,509
40	1.0133	0.9646	0.0487	5.0%	0.0050	0.5%	16%	False	False	3,487
60	1.0151	0.9646	0.0505	5.2%	0.0043	0.4%	15%	False	False	2,349
80	1.0151	0.9646	0.0505	5.2%	0.0037	0.4%	15%	False	False	1,775
100	1.0169	0.9646	0.0523	5.4%	0.0036	0.4%	15%	False	False	1,429
120	1.0200	0.9646	0.0554	5.7%	0.0033	0.3%	14%	False	False	1,195

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9874
2.618	0.9820
1.618	0.9787
1.000	0.9767
0.618	0.9754
HIGH	0.9734
0.618	0.9721
0.500	0.9718
0.382	0.9714
LOW	0.9701
0.618	0.9681
1.000	0.9668
1.618	0.9648
2.618	0.9615
4.250	0.9561

Fisher Pivots for day following 12-Mar-2013
Pivot	1 day	3 day
R1	0.9721	0.9719
PP	0.9719	0.9716
S1	0.9718	0.9712

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

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