CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 19-Mar-2013

Day Change Summary
	Previous	Current
	18-Mar-2013	19-Mar-2013	Change	Change %	Previous Week
Open	0.9761	0.9771	0.0010	0.1%	0.9698
High	0.9780	0.9771	-0.0009	-0.1%	0.9802
Low	0.9735	0.9704	-0.0031	-0.3%	0.9691
Close	0.9768	0.9713	-0.0055	-0.6%	0.9788
Range	0.0045	0.0067	0.0022	48.9%	0.0111
ATR	0.0053	0.0054	0.0001	2.0%	0.0000
Volume	64,215	63,224	-991	-1.5%	267,875

Daily Pivots for day following 19-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9930	0.9889	0.9750
R3	0.9863	0.9822	0.9731
R2	0.9796	0.9796	0.9725
R1	0.9755	0.9755	0.9719	0.9742
PP	0.9729	0.9729	0.9729	0.9723
S1	0.9688	0.9688	0.9707	0.9675
S2	0.9662	0.9662	0.9701
S3	0.9595	0.9621	0.9695
S4	0.9528	0.9554	0.9676

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%	0.0056	0.6%	20%	False	False	67,447
10	0.9802	0.9650	0.0152	1.6%	0.0054	0.6%	41%	False	False	44,459
20	0.9861	0.9646	0.0215	2.2%	0.0056	0.6%	31%	False	False	23,286
40	1.0060	0.9646	0.0414	4.3%	0.0053	0.5%	16%	False	False	11,912
60	1.0151	0.9646	0.0505	5.2%	0.0046	0.5%	13%	False	False	7,967
80	1.0151	0.9646	0.0505	5.2%	0.0040	0.4%	13%	False	False	5,987
100	1.0151	0.9646	0.0505	5.2%	0.0036	0.4%	13%	False	False	4,799
120	1.0200	0.9646	0.0554	5.7%	0.0034	0.4%	12%	False	False	4,004

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0056
2.618	0.9946
1.618	0.9879
1.000	0.9838
0.618	0.9812
HIGH	0.9771
0.618	0.9745
0.500	0.9738
0.382	0.9730
LOW	0.9704
0.618	0.9663
1.000	0.9637
1.618	0.9596
2.618	0.9529
4.250	0.9419

Fisher Pivots for day following 19-Mar-2013
Pivot	1 day	3 day
R1	0.9738	0.9753
PP	0.9729	0.9740
S1	0.9721	0.9726

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

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