CME Canadian Dollar Future September 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	0.9760	0.9798	0.0038	0.4%	0.9750
High	0.9805	0.9815	0.0010	0.1%	0.9768
Low	0.9760	0.9772	0.0012	0.1%	0.9687
Close	0.9802	0.9802	0.0000	0.0%	0.9740
Range	0.0045	0.0043	-0.0002	-4.4%	0.0081
ATR	0.0043	0.0043	0.0000	0.0%	0.0000
Volume	186	127	-59	-31.7%	575

Daily Pivots for day following 27-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9925	0.9907	0.9826
R3	0.9882	0.9864	0.9814
R2	0.9839	0.9839	0.9810
R1	0.9821	0.9821	0.9806	0.9830
PP	0.9796	0.9796	0.9796	0.9801
S1	0.9778	0.9778	0.9798	0.9787
S2	0.9753	0.9753	0.9794
S3	0.9710	0.9735	0.9790
S4	0.9667	0.9692	0.9778

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	0.9815	0.9710	0.0105	1.1%	0.0043	0.4%	88%	True	False	112
10	0.9815	0.9687	0.0128	1.3%	0.0041	0.4%	90%	True	False	105
20	0.9815	0.9637	0.0178	1.8%	0.0039	0.4%	93%	True	False	147
40	1.0000	0.9637	0.0363	3.7%	0.0037	0.4%	45%	False	False	117
60	1.0113	0.9637	0.0476	4.9%	0.0036	0.4%	35%	False	False	108
80	1.0113	0.9637	0.0476	4.9%	0.0029	0.3%	35%	False	False	83
100	1.0113	0.9637	0.0476	4.9%	0.0026	0.3%	35%	False	False	72

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	0.9998
2.618	0.9928
1.618	0.9885
1.000	0.9858
0.618	0.9842
HIGH	0.9815
0.618	0.9799
0.500	0.9794
0.382	0.9788
LOW	0.9772
0.618	0.9745
1.000	0.9729
1.618	0.9702
2.618	0.9659
4.250	0.9589

Fisher Pivots for day following 27-Mar-2013
Pivot	1 day	3 day
R1	0.9799	0.9793
PP	0.9796	0.9784
S1	0.9794	0.9775

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

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