CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 28-Mar-2013

Day Change Summary
	Previous	Current
	27-Mar-2013	28-Mar-2013	Change	Change %	Previous Week
Open	0.9820	0.9820	0.0000	0.0%	0.9761
High	0.9834	0.9849	0.0015	0.2%	0.9787
Low	0.9790	0.9812	0.0022	0.2%	0.9704
Close	0.9821	0.9821	0.0000	0.0%	0.9759
Range	0.0044	0.0037	-0.0007	-15.9%	0.0083
ATR	0.0052	0.0051	-0.0001	-2.1%	0.0000
Volume	71,537	61,746	-9,791	-13.7%	301,196

Daily Pivots for day following 28-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9938	0.9917	0.9841
R3	0.9901	0.9880	0.9831
R2	0.9864	0.9864	0.9828
R1	0.9843	0.9843	0.9824	0.9854
PP	0.9827	0.9827	0.9827	0.9833
S1	0.9806	0.9806	0.9818	0.9817
S2	0.9790	0.9790	0.9814
S3	0.9753	0.9769	0.9811
S4	0.9716	0.9732	0.9801

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	0.9849	0.9723	0.0126	1.3%	0.0047	0.5%	78%	True	False	63,070
10	0.9849	0.9704	0.0145	1.5%	0.0049	0.5%	81%	True	False	65,440
20	0.9849	0.9646	0.0203	2.1%	0.0051	0.5%	86%	True	False	44,867
40	1.0035	0.9646	0.0389	4.0%	0.0052	0.5%	45%	False	False	22,800
60	1.0151	0.9646	0.0505	5.1%	0.0048	0.5%	35%	False	False	15,322
80	1.0151	0.9646	0.0505	5.1%	0.0042	0.4%	35%	False	False	11,510
100	1.0151	0.9646	0.0505	5.1%	0.0038	0.4%	35%	False	False	9,218
120	1.0200	0.9646	0.0554	5.6%	0.0036	0.4%	32%	False	False	7,688

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0006
2.618	0.9946
1.618	0.9909
1.000	0.9886
0.618	0.9872
HIGH	0.9849
0.618	0.9835
0.500	0.9831
0.382	0.9826
LOW	0.9812
0.618	0.9789
1.000	0.9775
1.618	0.9752
2.618	0.9715
4.250	0.9655

Fisher Pivots for day following 28-Mar-2013
Pivot	1 day	3 day
R1	0.9831	0.9817
PP	0.9827	0.9813
S1	0.9824	0.9809

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

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