CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 21-Mar-2013

Day Change Summary
	Previous	Current
	20-Mar-2013	21-Mar-2013	Change	Change %	Previous Week
Open	0.9716	0.9729	0.0013	0.1%	0.9698
High	0.9748	0.9787	0.0039	0.4%	0.9802
Low	0.9712	0.9725	0.0013	0.1%	0.9691
Close	0.9739	0.9746	0.0007	0.1%	0.9788
Range	0.0036	0.0062	0.0026	72.2%	0.0111
ATR	0.0052	0.0053	0.0001	1.3%	0.0000
Volume	67,187	59,605	-7,582	-11.3%	267,875

Daily Pivots for day following 21-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9939	0.9904	0.9780
R3	0.9877	0.9842	0.9763
R2	0.9815	0.9815	0.9757
R1	0.9780	0.9780	0.9752	0.9798
PP	0.9753	0.9753	0.9753	0.9761
S1	0.9718	0.9718	0.9740	0.9736
S2	0.9691	0.9691	0.9735
S3	0.9629	0.9656	0.9729
S4	0.9567	0.9594	0.9712

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	0.9704	0.0098	1.0%	0.0052	0.5%	43%	False	False	67,809
10	0.9802	0.9674	0.0128	1.3%	0.0052	0.5%	56%	False	False	55,533
20	0.9818	0.9646	0.0172	1.8%	0.0056	0.6%	58%	False	False	29,495
40	1.0035	0.9646	0.0389	4.0%	0.0052	0.5%	26%	False	False	15,072
60	1.0151	0.9646	0.0505	5.2%	0.0047	0.5%	20%	False	False	10,076
80	1.0151	0.9646	0.0505	5.2%	0.0040	0.4%	20%	False	False	7,571
100	1.0151	0.9646	0.0505	5.2%	0.0037	0.4%	20%	False	False	6,066
120	1.0200	0.9646	0.0554	5.7%	0.0035	0.4%	18%	False	False	5,060

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0051
2.618	0.9949
1.618	0.9887
1.000	0.9849
0.618	0.9825
HIGH	0.9787
0.618	0.9763
0.500	0.9756
0.382	0.9749
LOW	0.9725
0.618	0.9687
1.000	0.9663
1.618	0.9625
2.618	0.9563
4.250	0.9462

Fisher Pivots for day following 21-Mar-2013
Pivot	1 day	3 day
R1	0.9756	0.9746
PP	0.9753	0.9746
S1	0.9749	0.9746

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

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