CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary Previous Current 17-Feb-2012 21-Feb-2012 Change Change % Previous Week Open 0.9995 0.9995 0.0000 0.0% 0.9943 High 0.9995 0.9995 0.0000 0.0% 0.9995 Low 0.9985 0.9990 0.0005 0.1% 0.9935 Close 0.9994 0.9990 -0.0004 0.0% 0.9994 Range 0.0010 0.0005 -0.0005 -50.0% 0.0060 ATR 0.0041 0.0039 -0.0003 -6.3% 0.0000 Volume 27 5 -22 -81.5% 135
Daily Pivots for day following 21-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0007 1.0003 0.9993 R3 1.0002 0.9998 0.9991 R2 0.9997 0.9997 0.9991 R1 0.9993 0.9993 0.9990 0.9993 PP 0.9992 0.9992 0.9992 0.9991 S1 0.9988 0.9988 0.9990 0.9988 S2 0.9987 0.9987 0.9989 S3 0.9982 0.9983 0.9989 S4 0.9977 0.9978 0.9987	Weekly Pivots for week ending 17-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0155 1.0134 1.0027 R3 1.0095 1.0074 1.0011 R2 1.0035 1.0035 1.0005 R1 1.0014 1.0014 1.0000 1.0025 PP 0.9975 0.9975 0.9975 0.9980 S1 0.9954 0.9954 0.9989 0.9965 S2 0.9915 0.9915 0.9983 S3 0.9855 0.9894 0.9978 S4 0.9795 0.9834 0.9961
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9995 0.9935 0.0060 0.6% 0.0022 0.2% 92% True False 18 10 1.0020 0.9927 0.0093 0.9% 0.0023 0.2% 68% False False 23 20 1.0020 0.9825 0.0195 2.0% 0.0026 0.3% 85% False False 25 40 1.0020 0.9686 0.0334 3.3% 0.0025 0.2% 91% False False 21
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR True 8BNR True Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 13 trading days	Fibonacci Retracements and Extensions 4.250 1.0016 2.618 1.0008 1.618 1.0003 1.000 1.0000 0.618 0.9998 HIGH 0.9995 0.618 0.9993 0.500 0.9993 0.382 0.9992 LOW 0.9990 0.618 0.9987 1.000 0.9985 1.618 0.9982 2.618 0.9977 4.250 0.9969
Fisher Pivots for day following 21-Feb-2012 Pivot 1 day 3 day R1 0.9993 0.9985 PP 0.9992 0.9980 S1 0.9991 0.9975

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