CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 25-Mar-2013

Day Change Summary
	Previous	Current
	22-Mar-2013	25-Mar-2013	Change	Change %	Previous Week
Open	0.9739	0.9749	0.0010	0.1%	0.9761
High	0.9766	0.9797	0.0031	0.3%	0.9787
Low	0.9723	0.9749	0.0026	0.3%	0.9704
Close	0.9759	0.9770	0.0011	0.1%	0.9759
Range	0.0043	0.0048	0.0005	11.6%	0.0083
ATR	0.0052	0.0052	0.0000	-0.6%	0.0000
Volume	46,965	69,778	22,813	48.6%	301,196

Daily Pivots for day following 25-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9916	0.9891	0.9796
R3	0.9868	0.9843	0.9783
R2	0.9820	0.9820	0.9779
R1	0.9795	0.9795	0.9774	0.9808
PP	0.9772	0.9772	0.9772	0.9778
S1	0.9747	0.9747	0.9766	0.9760
S2	0.9724	0.9724	0.9761
S3	0.9676	0.9699	0.9757
S4	0.9628	0.9651	0.9744

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9999	0.9962	0.9805
R3	0.9916	0.9879	0.9782
R2	0.9833	0.9833	0.9774
R1	0.9796	0.9796	0.9767	0.9773
PP	0.9750	0.9750	0.9750	0.9739
S1	0.9713	0.9713	0.9751	0.9690
S2	0.9667	0.9667	0.9744
S3	0.9584	0.9630	0.9736
S4	0.9501	0.9547	0.9713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9797	0.9704	0.0093	1.0%	0.0051	0.5%	71%	True	False	61,351
10	0.9802	0.9691	0.0111	1.1%	0.0050	0.5%	71%	False	False	61,532
20	0.9802	0.9646	0.0156	1.6%	0.0053	0.5%	79%	False	False	35,232
40	1.0035	0.9646	0.0389	4.0%	0.0051	0.5%	32%	False	False	17,927
60	1.0151	0.9646	0.0505	5.2%	0.0047	0.5%	25%	False	False	12,017
80	1.0151	0.9646	0.0505	5.2%	0.0041	0.4%	25%	False	False	9,030
100	1.0151	0.9646	0.0505	5.2%	0.0037	0.4%	25%	False	False	7,234
120	1.0200	0.9646	0.0554	5.7%	0.0035	0.4%	22%	False	False	6,033

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0001
2.618	0.9923
1.618	0.9875
1.000	0.9845
0.618	0.9827
HIGH	0.9797
0.618	0.9779
0.500	0.9773
0.382	0.9767
LOW	0.9749
0.618	0.9719
1.000	0.9701
1.618	0.9671
2.618	0.9623
4.250	0.9545

Fisher Pivots for day following 25-Mar-2013
Pivot	1 day	3 day
R1	0.9773	0.9767
PP	0.9772	0.9763
S1	0.9771	0.9760

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

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