CME Canadian Dollar Future September 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	0.9710	0.9737	0.0027	0.3%	0.9750
High	0.9745	0.9775	0.0030	0.3%	0.9768
Low	0.9710	0.9735	0.0025	0.3%	0.9687
Close	0.9740	0.9751	0.0011	0.1%	0.9740
Range	0.0035	0.0040	0.0005	14.3%	0.0081
ATR	0.0042	0.0042	0.0000	-0.4%	0.0000
Volume	152	24	-128	-84.2%	575

Daily Pivots for day following 25-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9874	0.9852	0.9773
R3	0.9834	0.9812	0.9762
R2	0.9794	0.9794	0.9758
R1	0.9772	0.9772	0.9755	0.9783
PP	0.9754	0.9754	0.9754	0.9759
S1	0.9732	0.9732	0.9747	0.9743
S2	0.9714	0.9714	0.9744
S3	0.9674	0.9692	0.9740
S4	0.9634	0.9652	0.9729

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	0.9775	0.9687	0.0088	0.9%	0.0038	0.4%	73%	True	False	88
10	0.9780	0.9687	0.0093	1.0%	0.0036	0.4%	69%	False	False	128
20	0.9780	0.9637	0.0143	1.5%	0.0038	0.4%	80%	False	False	170
40	1.0000	0.9637	0.0363	3.7%	0.0037	0.4%	31%	False	False	141
60	1.0113	0.9637	0.0476	4.9%	0.0034	0.4%	24%	False	False	103
80	1.0113	0.9637	0.0476	4.9%	0.0028	0.3%	24%	False	False	81
100	1.0113	0.9637	0.0476	4.9%	0.0026	0.3%	24%	False	False	69

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9945
2.618	0.9880
1.618	0.9840
1.000	0.9815
0.618	0.9800
HIGH	0.9775
0.618	0.9760
0.500	0.9755
0.382	0.9750
LOW	0.9735
0.618	0.9710
1.000	0.9695
1.618	0.9670
2.618	0.9630
4.250	0.9565

Fisher Pivots for day following 25-Mar-2013
Pivot	1 day	3 day
R1	0.9755	0.9748
PP	0.9754	0.9745
S1	0.9752	0.9743

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

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