CME Canadian Dollar Future September 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	0.9798	0.9804	0.0006	0.1%	0.9750
High	0.9815	0.9820	0.0005	0.1%	0.9768
Low	0.9772	0.9797	0.0025	0.3%	0.9687
Close	0.9802	0.9801	-0.0001	0.0%	0.9740
Range	0.0043	0.0023	-0.0020	-46.5%	0.0081
ATR	0.0043	0.0042	-0.0001	-3.3%	0.0000
Volume	127	137	10	7.9%	575

Daily Pivots for day following 28-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9875	0.9861	0.9814
R3	0.9852	0.9838	0.9807
R2	0.9829	0.9829	0.9805
R1	0.9815	0.9815	0.9803	0.9811
PP	0.9806	0.9806	0.9806	0.9804
S1	0.9792	0.9792	0.9799	0.9788
S2	0.9783	0.9783	0.9797
S3	0.9760	0.9769	0.9795
S4	0.9737	0.9746	0.9788

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	0.9820	0.9710	0.0110	1.1%	0.0037	0.4%	83%	True	False	125
10	0.9820	0.9687	0.0133	1.4%	0.0038	0.4%	86%	True	False	114
20	0.9820	0.9637	0.0183	1.9%	0.0038	0.4%	90%	True	False	149
40	1.0000	0.9637	0.0363	3.7%	0.0037	0.4%	45%	False	False	120
60	1.0113	0.9637	0.0476	4.9%	0.0035	0.4%	34%	False	False	110
80	1.0113	0.9637	0.0476	4.9%	0.0029	0.3%	34%	False	False	85
100	1.0113	0.9637	0.0476	4.9%	0.0027	0.3%	34%	False	False	73

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	0.0004
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9918
2.618	0.9880
1.618	0.9857
1.000	0.9843
0.618	0.9834
HIGH	0.9820
0.618	0.9811
0.500	0.9809
0.382	0.9806
LOW	0.9797
0.618	0.9783
1.000	0.9774
1.618	0.9760
2.618	0.9737
4.250	0.9699

Fisher Pivots for day following 28-Mar-2013
Pivot	1 day	3 day
R1	0.9809	0.9797
PP	0.9806	0.9794
S1	0.9804	0.9790

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

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