CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary Previous Current 08-Feb-2012 09-Feb-2012 Change Change % Previous Week Open 1.0020 1.0010 -0.0010 -0.1% 0.9890 High 1.0020 1.0010 -0.0010 -0.1% 1.0016 Low 0.9982 0.9998 0.0016 0.2% 0.9890 Close 0.9987 1.0001 0.0014 0.1% 1.0013 Range 0.0038 0.0012 -0.0026 -68.4% 0.0126 ATR 0.0044 0.0042 -0.0001 -3.4% 0.0000 Volume 4 8 4 100.0% 43
Daily Pivots for day following 09-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0039 1.0032 1.0008 R3 1.0027 1.0020 1.0004 R2 1.0015 1.0015 1.0003 R1 1.0008 1.0008 1.0002 1.0006 PP 1.0003 1.0003 1.0003 1.0002 S1 0.9996 0.9996 1.0000 0.9994 S2 0.9991 0.9991 0.9999 S3 0.9979 0.9984 0.9998 S4 0.9967 0.9972 0.9994	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 1.0020 0.9917 0.0103 1.0% 0.0035 0.4% 82% False False 50 10 1.0020 0.9890 0.0130 1.3% 0.0027 0.3% 85% False False 26 20 1.0020 0.9710 0.0310 3.1% 0.0024 0.2% 94% False False 21
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 True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0061 2.618 1.0041 1.618 1.0029 1.000 1.0022 0.618 1.0017 HIGH 1.0010 0.618 1.0005 0.500 1.0004 0.382 1.0003 LOW 0.9998 0.618 0.9991 1.000 0.9986 1.618 0.9979 2.618 0.9967 4.250 0.9947
Fisher Pivots for day following 09-Feb-2012 Pivot 1 day 3 day R1 1.0004 1.0001 PP 1.0003 1.0001 S1 1.0002 1.0001

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