CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 07-Sep-2012

Day Change Summary
	Previous	Current
	06-Sep-2012	07-Sep-2012	Change	Change %	Previous Week
Open	1.0056	1.0154	0.0098	1.0%	1.0058
High	1.0108	1.0154	0.0046	0.5%	1.0154
Low	1.0056	1.0149	0.0093	0.9%	1.0021
Close	1.0108	1.0149	0.0041	0.4%	1.0149
Range	0.0052	0.0005	-0.0047	-90.4%	0.0133
ATR	0.0034	0.0035	0.0001	2.6%	0.0000
Volume	10	29	19	190.0%	68

Daily Pivots for day following 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0166	1.0162	1.0152
R3	1.0161	1.0157	1.0150
R2	1.0156	1.0156	1.0150
R1	1.0152	1.0152	1.0149	1.0152
PP	1.0151	1.0151	1.0151	1.0150
S1	1.0147	1.0147	1.0149	1.0147
S2	1.0146	1.0146	1.0148
S3	1.0141	1.0142	1.0148
S4	1.0136	1.0137	1.0146

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0507	1.0461	1.0222
R3	1.0374	1.0328	1.0186
R2	1.0241	1.0241	1.0173
R1	1.0195	1.0195	1.0161	1.0218
PP	1.0108	1.0108	1.0108	1.0120
S1	1.0062	1.0062	1.0137	1.0085
S2	0.9975	0.9975	1.0125
S3	0.9842	0.9929	1.0112
S4	0.9709	0.9796	1.0076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0154	1.0021	0.0133	1.3%	0.0017	0.2%	96%	True	False	13
10	1.0154	1.0001	0.0153	1.5%	0.0014	0.1%	97%	True	False	30
20	1.0154	0.9975	0.0179	1.8%	0.0015	0.1%	97%	True	False	22

Crabel Price Patterns
NR	True
NR4	True
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	0.0000
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0175
2.618	1.0167
1.618	1.0162
1.000	1.0159
0.618	1.0157
HIGH	1.0154
0.618	1.0152
0.500	1.0152
0.382	1.0151
LOW	1.0149
0.618	1.0146
1.000	1.0144
1.618	1.0141
2.618	1.0136
4.250	1.0128

Fisher Pivots for day following 07-Sep-2012
Pivot	1 day	3 day
R1	1.0152	1.0129
PP	1.0151	1.0108
S1	1.0150	1.0088

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

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