CME Canadian Dollar Future March 2013

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Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary Previous Current 05-Jul-2012 06-Jul-2012 Change Change % Previous Week Open 0.9820 0.9800 -0.0020 -0.2% 0.9771 High 0.9820 0.9800 -0.0020 -0.2% 0.9840 Low 0.9815 0.9751 -0.0064 -0.7% 0.9751 Close 0.9815 0.9751 -0.0064 -0.7% 0.9751 Range 0.0005 0.0049 0.0044 880.0% 0.0089 ATR 0.0048 0.0049 0.0001 2.4% 0.0000 Volume 10 9 -1 -10.0% 58
Daily Pivots for day following 06-Jul-2012 Classic Woodie Camarilla DeMark R4 0.9914 0.9882 0.9778 R3 0.9865 0.9833 0.9764 R2 0.9816 0.9816 0.9760 R1 0.9784 0.9784 0.9755 0.9776 PP 0.9767 0.9767 0.9767 0.9763 S1 0.9735 0.9735 0.9747 0.9727 S2 0.9718 0.9718 0.9742 S3 0.9669 0.9686 0.9738 S4 0.9620 0.9637 0.9724	Weekly Pivots for week ending 06-Jul-2012 Classic Woodie Camarilla DeMark R4 1.0048 0.9988 0.9800 R3 0.9959 0.9899 0.9775 R2 0.9870 0.9870 0.9767 R1 0.9810 0.9810 0.9759 0.9796 PP 0.9781 0.9781 0.9781 0.9773 S1 0.9721 0.9721 0.9743 0.9707 S2 0.9692 0.9692 0.9735 S3 0.9603 0.9632 0.9727 S4 0.9514 0.9543 0.9702
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9840 0.9630 0.0210 2.2% 0.0050 0.5% 58% False False 14 10 0.9840 0.9610 0.0230 2.4% 0.0046 0.5% 61% False False 20 20 0.9840 0.9610 0.0230 2.4% 0.0033 0.3% 61% False False 39 40 0.9922 0.9536 0.0386 4.0% 0.0029 0.3% 56% False False 60
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 0.0001 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0008 2.618 0.9928 1.618 0.9879 1.000 0.9849 0.618 0.9830 HIGH 0.9800 0.618 0.9781 0.500 0.9776 0.382 0.9770 LOW 0.9751 0.618 0.9721 1.000 0.9702 1.618 0.9672 2.618 0.9623 4.250 0.9543
Fisher Pivots for day following 06-Jul-2012 Pivot 1 day 3 day R1 0.9776 0.9796 PP 0.9767 0.9781 S1 0.9759 0.9766

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