CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary Previous Current 06-Feb-2012 07-Feb-2012 Change Change % Previous Week Open 0.9974 0.9999 0.0025 0.3% 0.9890 High 0.9985 1.0000 0.0015 0.2% 1.0016 Low 0.9965 0.9993 0.0028 0.3% 0.9890 Close 0.9985 0.9993 0.0008 0.1% 1.0013 Range 0.0020 0.0007 -0.0013 -65.0% 0.0126 ATR 0.0047 0.0044 -0.0002 -4.8% 0.0000 Volume 189 17 -172 -91.0% 43
Daily Pivots for day following 07-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0016 1.0012 0.9997 R3 1.0009 1.0005 0.9995 R2 1.0002 1.0002 0.9994 R1 0.9998 0.9998 0.9994 0.9997 PP 0.9995 0.9995 0.9995 0.9995 S1 0.9991 0.9991 0.9992 0.9990 S2 0.9988 0.9988 0.9992 S3 0.9981 0.9984 0.9991 S4 0.9974 0.9977 0.9989	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% 0.0028 0.3% 77% False False 48 10 1.0016 0.9825 0.0191 1.9% 0.0029 0.3% 88% False False 28 20 1.0016 0.9710 0.0306 3.1% 0.0025 0.2% 92% False False 23
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 0.0003 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0030 2.618 1.0018 1.618 1.0011 1.000 1.0007 0.618 1.0004 HIGH 1.0000 0.618 0.9997 0.500 0.9997 0.382 0.9996 LOW 0.9993 0.618 0.9989 1.000 0.9986 1.618 0.9982 2.618 0.9975 4.250 0.9963
Fisher Pivots for day following 07-Feb-2012 Pivot 1 day 3 day R1 0.9997 0.9984 PP 0.9995 0.9975 S1 0.9994 0.9967

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