CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 22-Mar-2013

Day Change Summary
	Previous	Current
	21-Mar-2013	22-Mar-2013	Change	Change %	Previous Week
Open	0.9717	0.9710	-0.0007	-0.1%	0.9750
High	0.9768	0.9745	-0.0023	-0.2%	0.9768
Low	0.9717	0.9710	-0.0007	-0.1%	0.9687
Close	0.9727	0.9740	0.0013	0.1%	0.9740
Range	0.0051	0.0035	-0.0016	-31.4%	0.0081
ATR	0.0043	0.0042	-0.0001	-1.3%	0.0000
Volume	71	152	81	114.1%	575

Daily Pivots for day following 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9837	0.9823	0.9759
R3	0.9802	0.9788	0.9750
R2	0.9767	0.9767	0.9746
R1	0.9753	0.9753	0.9743	0.9760
PP	0.9732	0.9732	0.9732	0.9735
S1	0.9718	0.9718	0.9737	0.9725
S2	0.9697	0.9697	0.9734
S3	0.9662	0.9683	0.9730
S4	0.9627	0.9648	0.9721

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9975	0.9938	0.9785
R3	0.9894	0.9857	0.9762
R2	0.9813	0.9813	0.9755
R1	0.9776	0.9776	0.9747	0.9754
PP	0.9732	0.9732	0.9732	0.9721
S1	0.9695	0.9695	0.9733	0.9673
S2	0.9651	0.9651	0.9725
S3	0.9570	0.9614	0.9718
S4	0.9489	0.9533	0.9695

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9768	0.9687	0.0081	0.8%	0.0038	0.4%	65%	False	False	115
10	0.9780	0.9684	0.0096	1.0%	0.0034	0.4%	58%	False	False	141
20	0.9780	0.9637	0.0143	1.5%	0.0037	0.4%	72%	False	False	180
40	1.0000	0.9637	0.0363	3.7%	0.0037	0.4%	28%	False	False	148
60	1.0113	0.9637	0.0476	4.9%	0.0034	0.3%	22%	False	False	102
80	1.0113	0.9637	0.0476	4.9%	0.0028	0.3%	22%	False	False	80
100	1.0113	0.9637	0.0476	4.9%	0.0025	0.3%	22%	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	True
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9894
2.618	0.9837
1.618	0.9802
1.000	0.9780
0.618	0.9767
HIGH	0.9745
0.618	0.9732
0.500	0.9728
0.382	0.9723
LOW	0.9710
0.618	0.9688
1.000	0.9675
1.618	0.9653
2.618	0.9618
4.250	0.9561

Fisher Pivots for day following 22-Mar-2013
Pivot	1 day	3 day
R1	0.9736	0.9739
PP	0.9732	0.9739
S1	0.9728	0.9738

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

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