CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary Previous Current 22-Feb-2012 23-Feb-2012 Change Change % Previous Week Open 0.9970 0.9957 -0.0013 -0.1% 0.9943 High 0.9970 0.9990 0.0020 0.2% 0.9995 Low 0.9940 0.9957 0.0017 0.2% 0.9935 Close 0.9960 0.9965 0.0005 0.1% 0.9994 Range 0.0030 0.0033 0.0003 10.0% 0.0060 ATR 0.0039 0.0039 0.0000 -1.2% 0.0000 Volume 2 21 19 950.0% 135
Daily Pivots for day following 23-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0070 1.0050 0.9983 R3 1.0037 1.0017 0.9974 R2 1.0004 1.0004 0.9971 R1 0.9984 0.9984 0.9968 0.9994 PP 0.9971 0.9971 0.9971 0.9976 S1 0.9951 0.9951 0.9962 0.9961 S2 0.9938 0.9938 0.9959 S3 0.9905 0.9918 0.9956 S4 0.9872 0.9885 0.9947	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 0.9940 0.0055 0.6% 0.0024 0.2% 45% False False 12 10 1.0010 0.9927 0.0083 0.8% 0.0024 0.2% 46% False False 23 20 1.0020 0.9890 0.0130 1.3% 0.0025 0.2% 58% False False 25 40 1.0020 0.9686 0.0334 3.4% 0.0026 0.3% 84% False False 21
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 0.0000 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0130 2.618 1.0076 1.618 1.0043 1.000 1.0023 0.618 1.0010 HIGH 0.9990 0.618 0.9977 0.500 0.9974 0.382 0.9970 LOW 0.9957 0.618 0.9937 1.000 0.9924 1.618 0.9904 2.618 0.9871 4.250 0.9817
Fisher Pivots for day following 23-Feb-2012 Pivot 1 day 3 day R1 0.9974 0.9968 PP 0.9971 0.9967 S1 0.9968 0.9966

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