CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary Previous Current 28-Feb-2012 29-Feb-2012 Change Change % Previous Week Open 0.9980 1.0029 0.0049 0.5% 0.9995 High 1.0020 1.0089 0.0069 0.7% 0.9995 Low 0.9980 1.0029 0.0049 0.5% 0.9940 Close 0.9994 1.0069 0.0075 0.8% 0.9953 Range 0.0040 0.0060 0.0020 50.0% 0.0055 ATR 0.0040 0.0044 0.0004 9.8% 0.0000 Volume 62 145 83 133.9% 450
Daily Pivots for day following 29-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0242 1.0216 1.0102 R3 1.0182 1.0156 1.0086 R2 1.0122 1.0122 1.0080 R1 1.0096 1.0096 1.0075 1.0109 PP 1.0062 1.0062 1.0062 1.0069 S1 1.0036 1.0036 1.0064 1.0049 S2 1.0002 1.0002 1.0058 S3 0.9942 0.9976 1.0053 S4 0.9882 0.9916 1.0036	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 1.0089 0.9910 0.0179 1.8% 0.0041 0.4% 89% True False 131 10 1.0089 0.9910 0.0179 1.8% 0.0033 0.3% 89% True False 73 20 1.0089 0.9910 0.0179 1.8% 0.0030 0.3% 89% True False 55 40 1.0089 0.9686 0.0403 4.0% 0.0027 0.3% 95% True False 36
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0344 2.618 1.0246 1.618 1.0186 1.000 1.0149 0.618 1.0126 HIGH 1.0089 0.618 1.0066 0.500 1.0059 0.382 1.0052 LOW 1.0029 0.618 0.9992 1.000 0.9969 1.618 0.9932 2.618 0.9872 4.250 0.9774
Fisher Pivots for day following 29-Feb-2012 Pivot 1 day 3 day R1 1.0066 1.0046 PP 1.0062 1.0023 S1 1.0059 1.0000

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