CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 18-Mar-2013

Day Change Summary
	Previous	Current
	15-Mar-2013	18-Mar-2013	Change	Change %	Previous Week
Open	0.9759	0.9761	0.0002	0.0%	0.9698
High	0.9802	0.9780	-0.0022	-0.2%	0.9802
Low	0.9752	0.9735	-0.0017	-0.2%	0.9691
Close	0.9788	0.9768	-0.0020	-0.2%	0.9788
Range	0.0050	0.0045	-0.0005	-10.0%	0.0111
ATR	0.0053	0.0053	0.0000	0.1%	0.0000
Volume	84,818	64,215	-20,603	-24.3%	267,875

Daily Pivots for day following 18-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9896	0.9877	0.9793
R3	0.9851	0.9832	0.9780
R2	0.9806	0.9806	0.9776
R1	0.9787	0.9787	0.9772	0.9797
PP	0.9761	0.9761	0.9761	0.9766
S1	0.9742	0.9742	0.9764	0.9752
S2	0.9716	0.9716	0.9760
S3	0.9671	0.9697	0.9756
S4	0.9626	0.9652	0.9743

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0093	1.0052	0.9849
R3	0.9982	0.9941	0.9819
R2	0.9871	0.9871	0.9808
R1	0.9830	0.9830	0.9798	0.9851
PP	0.9760	0.9760	0.9760	0.9771
S1	0.9719	0.9719	0.9778	0.9740
S2	0.9649	0.9649	0.9768
S3	0.9538	0.9608	0.9757
S4	0.9427	0.9497	0.9727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9802	0.9691	0.0111	1.1%	0.0049	0.5%	69%	False	False	61,713
10	0.9802	0.9650	0.0152	1.6%	0.0051	0.5%	78%	False	False	38,366
20	0.9910	0.9646	0.0264	2.7%	0.0056	0.6%	46%	False	False	20,152
40	1.0092	0.9646	0.0446	4.6%	0.0053	0.5%	27%	False	False	10,333
60	1.0151	0.9646	0.0505	5.2%	0.0046	0.5%	24%	False	False	6,913
80	1.0151	0.9646	0.0505	5.2%	0.0039	0.4%	24%	False	False	5,197
100	1.0151	0.9646	0.0505	5.2%	0.0036	0.4%	24%	False	False	4,168
120	1.0200	0.9646	0.0554	5.7%	0.0034	0.3%	22%	False	False	3,478

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9971
2.618	0.9898
1.618	0.9853
1.000	0.9825
0.618	0.9808
HIGH	0.9780
0.618	0.9763
0.500	0.9758
0.382	0.9752
LOW	0.9735
0.618	0.9707
1.000	0.9690
1.618	0.9662
2.618	0.9617
4.250	0.9544

Fisher Pivots for day following 18-Mar-2013
Pivot	1 day	3 day
R1	0.9765	0.9763
PP	0.9761	0.9758
S1	0.9758	0.9753

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

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