CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary Previous Current 01-Feb-2012 02-Feb-2012 Change Change % Previous Week Open 0.9961 0.9965 0.0004 0.0% 0.9889 High 0.9961 0.9965 0.0004 0.0% 0.9936 Low 0.9961 0.9949 -0.0012 -0.1% 0.9825 Close 0.9961 0.9953 -0.0008 -0.1% 0.9936 Range 0.0000 0.0016 0.0016 0.0111 ATR 0.0044 0.0042 -0.0002 -4.6% 0.0000 Volume 1 2 1 100.0% 50
Daily Pivots for day following 02-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0004 0.9994 0.9962 R3 0.9988 0.9978 0.9957 R2 0.9972 0.9972 0.9956 R1 0.9962 0.9962 0.9954 0.9959 PP 0.9956 0.9956 0.9956 0.9954 S1 0.9946 0.9946 0.9952 0.9943 S2 0.9940 0.9940 0.9950 S3 0.9924 0.9930 0.9949 S4 0.9908 0.9914 0.9944	Weekly Pivots for week ending 27-Jan-2012 Classic Woodie Camarilla DeMark R4 1.0232 1.0195 0.9997 R3 1.0121 1.0084 0.9967 R2 1.0010 1.0010 0.9956 R1 0.9973 0.9973 0.9946 0.9992 PP 0.9899 0.9899 0.9899 0.9908 S1 0.9862 0.9862 0.9926 0.9881 S2 0.9788 0.9788 0.9916 S3 0.9677 0.9751 0.9905 S4 0.9566 0.9640 0.9875
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9965 0.9890 0.0075 0.8% 0.0018 0.2% 84% True False 3 10 0.9965 0.9810 0.0155 1.6% 0.0020 0.2% 92% True False 11 20 0.9965 0.9686 0.0279 2.8% 0.0023 0.2% 96% True False 16
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0033 2.618 1.0007 1.618 0.9991 1.000 0.9981 0.618 0.9975 HIGH 0.9965 0.618 0.9959 0.500 0.9957 0.382 0.9955 LOW 0.9949 0.618 0.9939 1.000 0.9933 1.618 0.9923 2.618 0.9907 4.250 0.9881
Fisher Pivots for day following 02-Feb-2012 Pivot 1 day 3 day R1 0.9957 0.9950 PP 0.9956 0.9947 S1 0.9954 0.9944

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