CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary Previous Current 27-Feb-2012 28-Feb-2012 Change Change % Previous Week Open 0.9930 0.9980 0.0050 0.5% 0.9995 High 0.9977 1.0020 0.0043 0.4% 0.9995 Low 0.9910 0.9980 0.0070 0.7% 0.9940 Close 0.9969 0.9994 0.0025 0.3% 0.9953 Range 0.0067 0.0040 -0.0027 -40.3% 0.0055 ATR 0.0039 0.0040 0.0001 2.1% 0.0000 Volume 8 62 54 675.0% 450
Daily Pivots for day following 28-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0118 1.0096 1.0016 R3 1.0078 1.0056 1.0005 R2 1.0038 1.0038 1.0001 R1 1.0016 1.0016 0.9998 1.0027 PP 0.9998 0.9998 0.9998 1.0004 S1 0.9976 0.9976 0.9990 0.9987 S2 0.9958 0.9958 0.9987 S3 0.9918 0.9936 0.9983 S4 0.9878 0.9896 0.9972	Weekly Pivots for week ending 24-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0128 1.0095 0.9983 R3 1.0073 1.0040 0.9968 R2 1.0018 1.0018 0.9963 R1 0.9985 0.9985 0.9958 0.9974 PP 0.9963 0.9963 0.9963 0.9957 S1 0.9930 0.9930 0.9948 0.9919 S2 0.9908 0.9908 0.9943 S3 0.9853 0.9875 0.9938 S4 0.9798 0.9820 0.9923
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0020 0.9910 0.0110 1.1% 0.0035 0.4% 76% True False 103 10 1.0020 0.9910 0.0110 1.1% 0.0029 0.3% 76% True False 60 20 1.0020 0.9910 0.0110 1.1% 0.0028 0.3% 76% True False 48 40 1.0020 0.9686 0.0334 3.3% 0.0026 0.3% 92% True False 33
Crabel Price Patterns NR True NR4 False 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 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0190 2.618 1.0125 1.618 1.0085 1.000 1.0060 0.618 1.0045 HIGH 1.0020 0.618 1.0005 0.500 1.0000 0.382 0.9995 LOW 0.9980 0.618 0.9955 1.000 0.9940 1.618 0.9915 2.618 0.9875 4.250 0.9810
Fisher Pivots for day following 28-Feb-2012 Pivot 1 day 3 day R1 1.0000 0.9984 PP 0.9998 0.9975 S1 0.9996 0.9965

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