CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 27-Mar-2013

Day Change Summary
	Previous	Current
	26-Mar-2013	27-Mar-2013	Change	Change %	Previous Week
Open	0.9768	0.9820	0.0052	0.5%	0.9761
High	0.9829	0.9834	0.0005	0.1%	0.9787
Low	0.9768	0.9790	0.0022	0.2%	0.9704
Close	0.9821	0.9821	0.0000	0.0%	0.9759
Range	0.0061	0.0044	-0.0017	-27.9%	0.0083
ATR	0.0053	0.0052	-0.0001	-1.2%	0.0000
Volume	65,326	71,537	6,211	9.5%	301,196

Daily Pivots for day following 27-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9947	0.9928	0.9845
R3	0.9903	0.9884	0.9833
R2	0.9859	0.9859	0.9829
R1	0.9840	0.9840	0.9825	0.9850
PP	0.9815	0.9815	0.9815	0.9820
S1	0.9796	0.9796	0.9817	0.9806
S2	0.9771	0.9771	0.9813
S3	0.9727	0.9752	0.9809
S4	0.9683	0.9708	0.9797

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	0.9834	0.9723	0.0111	1.1%	0.0052	0.5%	88%	True	False	62,642
10	0.9834	0.9703	0.0131	1.3%	0.0052	0.5%	90%	True	False	65,267
20	0.9834	0.9646	0.0188	1.9%	0.0053	0.5%	93%	True	False	41,944
40	1.0035	0.9646	0.0389	4.0%	0.0052	0.5%	45%	False	False	21,260
60	1.0151	0.9646	0.0505	5.1%	0.0048	0.5%	35%	False	False	14,296
80	1.0151	0.9646	0.0505	5.1%	0.0042	0.4%	35%	False	False	10,739
100	1.0151	0.9646	0.0505	5.1%	0.0038	0.4%	35%	False	False	8,602
120	1.0200	0.9646	0.0554	5.6%	0.0036	0.4%	32%	False	False	7,173

Crabel Price Patterns
NR	True
NR4	False
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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0021
2.618	0.9949
1.618	0.9905
1.000	0.9878
0.618	0.9861
HIGH	0.9834
0.618	0.9817
0.500	0.9812
0.382	0.9807
LOW	0.9790
0.618	0.9763
1.000	0.9746
1.618	0.9719
2.618	0.9675
4.250	0.9603

Fisher Pivots for day following 27-Mar-2013
Pivot	1 day	3 day
R1	0.9818	0.9811
PP	0.9815	0.9801
S1	0.9812	0.9792

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

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