CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	1.0049	1.0004	-0.0045	-0.4%	0.9984
High	1.0095	1.0022	-0.0073	-0.7%	1.0045
Low	0.9990	0.9969	-0.0021	-0.2%	0.9948
Close	1.0003	0.9975	-0.0028	-0.3%	1.0012
Range	0.0105	0.0053	-0.0052	-49.5%	0.0097
ATR	0.0055	0.0055	0.0000	-0.3%	0.0000
Volume	168	552	384	228.6%	2,000

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0148	1.0114	1.0004
R3	1.0095	1.0061	0.9990
R2	1.0042	1.0042	0.9985
R1	1.0008	1.0008	0.9980	0.9999
PP	0.9989	0.9989	0.9989	0.9984
S1	0.9955	0.9955	0.9970	0.9946
S2	0.9936	0.9936	0.9965
S3	0.9883	0.9902	0.9960
S4	0.9830	0.9849	0.9946

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0293	1.0249	1.0065
R3	1.0196	1.0152	1.0039
R2	1.0099	1.0099	1.0030
R1	1.0055	1.0055	1.0021	1.0077
PP	1.0002	1.0002	1.0002	1.0013
S1	0.9958	0.9958	1.0003	0.9980
S2	0.9905	0.9905	0.9994
S3	0.9808	0.9861	0.9985
S4	0.9711	0.9764	0.9959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0095	0.9969	0.0126	1.3%	0.0051	0.5%	5%	False	True	261
10	1.0095	0.9948	0.0147	1.5%	0.0046	0.5%	18%	False	False	406
20	1.0210	0.9948	0.0262	2.6%	0.0057	0.6%	10%	False	False	406
40	1.0320	0.9948	0.0372	3.7%	0.0051	0.5%	7%	False	False	278
60	1.0320	0.9948	0.0372	3.7%	0.0044	0.4%	7%	False	False	201
80	1.0320	0.9734	0.0586	5.9%	0.0038	0.4%	41%	False	False	160
100	1.0320	0.9610	0.0710	7.1%	0.0037	0.4%	51%	False	False	133
120	1.0320	0.9536	0.0784	7.9%	0.0036	0.4%	56%	False	False	124

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0247
2.618	1.0161
1.618	1.0108
1.000	1.0075
0.618	1.0055
HIGH	1.0022
0.618	1.0002
0.500	0.9996
0.382	0.9989
LOW	0.9969
0.618	0.9936
1.000	0.9916
1.618	0.9883
2.618	0.9830
4.250	0.9744

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	0.9996	1.0032
PP	0.9989	1.0013
S1	0.9982	0.9994

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

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