CME Canadian Dollar Future December 2013

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Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary Previous Current 19-Feb-2013 20-Feb-2013 Change Change % Previous Week Open 0.9820 0.9805 -0.0015 -0.2% 0.9888 High 0.9820 0.9805 -0.0015 -0.2% 0.9932 Low 0.9800 0.9755 -0.0045 -0.5% 0.9850 Close 0.9815 0.9755 -0.0060 -0.6% 0.9860 Range 0.0020 0.0050 0.0030 150.0% 0.0082 ATR 0.0039 0.0041 0.0001 3.8% 0.0000 Volume 30 49 19 63.3% 144
Daily Pivots for day following 20-Feb-2013 Classic Woodie Camarilla DeMark R4 0.9922 0.9888 0.9783 R3 0.9872 0.9838 0.9769 R2 0.9822 0.9822 0.9764 R1 0.9788 0.9788 0.9760 0.9780 PP 0.9772 0.9772 0.9772 0.9768 S1 0.9738 0.9738 0.9750 0.9730 S2 0.9722 0.9722 0.9746 S3 0.9672 0.9688 0.9741 S4 0.9622 0.9638 0.9728	Weekly Pivots for week ending 15-Feb-2013 Classic Woodie Camarilla DeMark R4 1.0127 1.0075 0.9905 R3 1.0045 0.9993 0.9883 R2 0.9963 0.9963 0.9875 R1 0.9911 0.9911 0.9868 0.9896 PP 0.9881 0.9881 0.9881 0.9873 S1 0.9829 0.9829 0.9852 0.9814 S2 0.9799 0.9799 0.9845 S3 0.9717 0.9747 0.9837 S4 0.9635 0.9665 0.9815
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9932 0.9755 0.0177 1.8% 0.0029 0.3% 0% False True 37 10 0.9975 0.9755 0.0220 2.3% 0.0029 0.3% 0% False True 31
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 0.0002 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0018 2.618 0.9936 1.618 0.9886 1.000 0.9855 0.618 0.9836 HIGH 0.9805 0.618 0.9786 0.500 0.9780 0.382 0.9774 LOW 0.9755 0.618 0.9724 1.000 0.9705 1.618 0.9674 2.618 0.9624 4.250 0.9543
Fisher Pivots for day following 20-Feb-2013 Pivot 1 day 3 day R1 0.9780 0.9833 PP 0.9772 0.9807 S1 0.9763 0.9781

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