CME Canadian Dollar Future December 2013

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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 0.9750 0.9775 0.0025 0.3% 0.9707 High 0.9789 0.9785 -0.0004 0.0% 0.9747 Low 0.9748 0.9765 0.0017 0.2% 0.9675 Close 0.9783 0.9784 0.0001 0.0% 0.9722 Range 0.0041 0.0020 -0.0021 -51.2% 0.0072 ATR 0.0040 0.0038 -0.0001 -3.5% 0.0000 Volume 14 44 30 214.3% 442
Daily Pivots for day following 27-Mar-2013 Classic Woodie Camarilla DeMark R4 0.9838 0.9831 0.9795 R3 0.9818 0.9811 0.9790 R2 0.9798 0.9798 0.9788 R1 0.9791 0.9791 0.9786 0.9795 PP 0.9778 0.9778 0.9778 0.9780 S1 0.9771 0.9771 0.9782 0.9775 S2 0.9758 0.9758 0.9780 S3 0.9738 0.9751 0.9779 S4 0.9718 0.9731 0.9773	Weekly Pivots for week ending 22-Mar-2013 Classic Woodie Camarilla DeMark R4 0.9931 0.9898 0.9762 R3 0.9859 0.9826 0.9742 R2 0.9787 0.9787 0.9735 R1 0.9754 0.9754 0.9729 0.9771 PP 0.9715 0.9715 0.9715 0.9723 S1 0.9682 0.9682 0.9715 0.9699 S2 0.9643 0.9643 0.9709 S3 0.9571 0.9610 0.9702 S4 0.9499 0.9538 0.9682
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9789 0.9701 0.0088 0.9% 0.0030 0.3% 94% False False 31 10 0.9789 0.9675 0.0114 1.2% 0.0036 0.4% 96% False False 65 20 0.9789 0.9627 0.0162 1.7% 0.0033 0.3% 97% False False 65 40 0.9975 0.9627 0.0348 3.6% 0.0033 0.3% 45% False False 56
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0005 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9870 2.618 0.9837 1.618 0.9817 1.000 0.9805 0.618 0.9797 HIGH 0.9785 0.618 0.9777 0.500 0.9775 0.382 0.9773 LOW 0.9765 0.618 0.9753 1.000 0.9745 1.618 0.9733 2.618 0.9713 4.250 0.9680
Fisher Pivots for day following 27-Mar-2013 Pivot 1 day 3 day R1 0.9781 0.9775 PP 0.9778 0.9766 S1 0.9775 0.9757

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