CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	0.9695	0.9746	0.0051	0.5%	0.9684
High	0.9750	0.9780	0.0030	0.3%	0.9780
Low	0.9695	0.9745	0.0050	0.5%	0.9684
Close	0.9741	0.9769	0.0028	0.3%	0.9769
Range	0.0055	0.0035	-0.0020	-36.4%	0.0096
ATR	0.0041	0.0041	0.0000	-0.4%	0.0000
Volume	51	92	41	80.4%	841

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9870	0.9854	0.9788
R3	0.9835	0.9819	0.9779
R2	0.9800	0.9800	0.9775
R1	0.9784	0.9784	0.9772	0.9792
PP	0.9765	0.9765	0.9765	0.9769
S1	0.9749	0.9749	0.9766	0.9757
S2	0.9730	0.9730	0.9763
S3	0.9695	0.9714	0.9759
S4	0.9660	0.9679	0.9750

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0032	0.9997	0.9822
R3	0.9936	0.9901	0.9795
R2	0.9840	0.9840	0.9787
R1	0.9805	0.9805	0.9778	0.9823
PP	0.9744	0.9744	0.9744	0.9753
S1	0.9709	0.9709	0.9760	0.9727
S2	0.9648	0.9648	0.9751
S3	0.9552	0.9613	0.9743
S4	0.9456	0.9517	0.9716

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9780	0.9684	0.0096	1.0%	0.0030	0.3%	89%	True	False	168
10	0.9780	0.9640	0.0140	1.4%	0.0035	0.4%	92%	True	False	162
20	0.9908	0.9637	0.0271	2.8%	0.0040	0.4%	49%	False	False	163
40	1.0094	0.9637	0.0457	4.7%	0.0038	0.4%	29%	False	False	136
60	1.0113	0.9637	0.0476	4.9%	0.0031	0.3%	28%	False	False	94
80	1.0113	0.9637	0.0476	4.9%	0.0027	0.3%	28%	False	False	75

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	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9929
2.618	0.9872
1.618	0.9837
1.000	0.9815
0.618	0.9802
HIGH	0.9780
0.618	0.9767
0.500	0.9763
0.382	0.9758
LOW	0.9745
0.618	0.9723
1.000	0.9710
1.618	0.9688
2.618	0.9653
4.250	0.9596

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	0.9767	0.9757
PP	0.9765	0.9746
S1	0.9763	0.9734

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

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