CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary Previous Current 02-Feb-2012 03-Feb-2012 Change Change % Previous Week Open 0.9965 0.9935 -0.0030 -0.3% 0.9890 High 0.9965 1.0016 0.0051 0.5% 1.0016 Low 0.9949 0.9917 -0.0032 -0.3% 0.9890 Close 0.9953 1.0013 0.0060 0.6% 1.0013 Range 0.0016 0.0099 0.0083 518.8% 0.0126 ATR 0.0042 0.0046 0.0004 9.5% 0.0000 Volume 2 32 30 1,500.0% 43
Daily Pivots for day following 03-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0279 1.0245 1.0067 R3 1.0180 1.0146 1.0040 R2 1.0081 1.0081 1.0031 R1 1.0047 1.0047 1.0022 1.0064 PP 0.9982 0.9982 0.9982 0.9991 S1 0.9948 0.9948 1.0004 0.9965 S2 0.9883 0.9883 0.9995 S3 0.9784 0.9849 0.9986 S4 0.9685 0.9750 0.9959	Weekly Pivots for week ending 03-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0351 1.0308 1.0082 R3 1.0225 1.0182 1.0048 R2 1.0099 1.0099 1.0036 R1 1.0056 1.0056 1.0025 1.0078 PP 0.9973 0.9973 0.9973 0.9984 S1 0.9930 0.9930 1.0001 0.9952 S2 0.9847 0.9847 0.9990 S3 0.9721 0.9804 0.9978 S4 0.9595 0.9678 0.9944
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0016 0.9890 0.0126 1.3% 0.0034 0.3% 98% True False 8 10 1.0016 0.9825 0.0191 1.9% 0.0030 0.3% 98% True False 9 20 1.0016 0.9686 0.0330 3.3% 0.0027 0.3% 99% True False 16
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Widest range in 34 trading days	Fibonacci Retracements and Extensions 4.250 1.0437 2.618 1.0275 1.618 1.0176 1.000 1.0115 0.618 1.0077 HIGH 1.0016 0.618 0.9978 0.500 0.9967 0.382 0.9955 LOW 0.9917 0.618 0.9856 1.000 0.9818 1.618 0.9757 2.618 0.9658 4.250 0.9496
Fisher Pivots for day following 03-Feb-2012 Pivot 1 day 3 day R1 0.9998 0.9998 PP 0.9982 0.9982 S1 0.9967 0.9967

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