CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary Previous Current 03-Feb-2012 06-Feb-2012 Change Change % Previous Week Open 0.9935 0.9974 0.0039 0.4% 0.9890 High 1.0016 0.9985 -0.0031 -0.3% 1.0016 Low 0.9917 0.9965 0.0048 0.5% 0.9890 Close 1.0013 0.9985 -0.0028 -0.3% 1.0013 Range 0.0099 0.0020 -0.0079 -79.8% 0.0126 ATR 0.0046 0.0047 0.0000 0.2% 0.0000 Volume 32 189 157 490.6% 43
Daily Pivots for day following 06-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0038 1.0032 0.9996 R3 1.0018 1.0012 0.9991 R2 0.9998 0.9998 0.9989 R1 0.9992 0.9992 0.9987 0.9995 PP 0.9978 0.9978 0.9978 0.9980 S1 0.9972 0.9972 0.9983 0.9975 S2 0.9958 0.9958 0.9981 S3 0.9938 0.9952 0.9980 S4 0.9918 0.9932 0.9974	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 0.9917 0.0099 1.0% 0.0032 0.3% 69% False False 45 10 1.0016 0.9825 0.0191 1.9% 0.0030 0.3% 84% False False 27 20 1.0016 0.9686 0.0330 3.3% 0.0026 0.3% 91% False False 24
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0070 2.618 1.0037 1.618 1.0017 1.000 1.0005 0.618 0.9997 HIGH 0.9985 0.618 0.9977 0.500 0.9975 0.382 0.9973 LOW 0.9965 0.618 0.9953 1.000 0.9945 1.618 0.9933 2.618 0.9913 4.250 0.9880
Fisher Pivots for day following 06-Feb-2012 Pivot 1 day 3 day R1 0.9982 0.9979 PP 0.9978 0.9973 S1 0.9975 0.9967

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