CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary Previous Current 23-Feb-2012 24-Feb-2012 Change Change % Previous Week Open 0.9957 0.9958 0.0001 0.0% 0.9995 High 0.9990 0.9958 -0.0032 -0.3% 0.9995 Low 0.9957 0.9953 -0.0004 0.0% 0.9940 Close 0.9965 0.9953 -0.0012 -0.1% 0.9953 Range 0.0033 0.0005 -0.0028 -84.8% 0.0055 ATR 0.0039 0.0037 -0.0002 -4.9% 0.0000 Volume 21 422 401 1,909.5% 450
Daily Pivots for day following 24-Feb-2012 Classic Woodie Camarilla DeMark R4 0.9970 0.9966 0.9956 R3 0.9965 0.9961 0.9954 R2 0.9960 0.9960 0.9954 R1 0.9956 0.9956 0.9953 0.9956 PP 0.9955 0.9955 0.9955 0.9954 S1 0.9951 0.9951 0.9953 0.9951 S2 0.9950 0.9950 0.9952 S3 0.9945 0.9946 0.9952 S4 0.9940 0.9941 0.9950	Weekly Pivots for week ending 24-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0128 1.0095 0.9983 R3 1.0073 1.0040 0.9968 R2 1.0018 1.0018 0.9963 R1 0.9985 0.9985 0.9958 0.9974 PP 0.9963 0.9963 0.9963 0.9957 S1 0.9930 0.9930 0.9948 0.9919 S2 0.9908 0.9908 0.9943 S3 0.9853 0.9875 0.9938 S4 0.9798 0.9820 0.9923
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9995 0.9940 0.0055 0.6% 0.0017 0.2% 24% False False 95 10 0.9995 0.9927 0.0068 0.7% 0.0024 0.2% 38% False False 64 20 1.0020 0.9890 0.0130 1.3% 0.0025 0.3% 48% False False 45 40 1.0020 0.9686 0.0334 3.4% 0.0026 0.3% 80% False False 31
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 True Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9979 2.618 0.9971 1.618 0.9966 1.000 0.9963 0.618 0.9961 HIGH 0.9958 0.618 0.9956 0.500 0.9956 0.382 0.9955 LOW 0.9953 0.618 0.9950 1.000 0.9948 1.618 0.9945 2.618 0.9940 4.250 0.9932
Fisher Pivots for day following 24-Feb-2012 Pivot 1 day 3 day R1 0.9956 0.9965 PP 0.9955 0.9961 S1 0.9954 0.9957

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