CME Canadian Dollar Future December 2012

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Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary Previous Current 13-Feb-2012 14-Feb-2012 Change Change % Previous Week Open 0.9943 0.9930 -0.0013 -0.1% 0.9960 High 0.9947 0.9935 -0.0012 -0.1% 0.9986 Low 0.9930 0.9910 -0.0020 -0.2% 0.9900 Close 0.9942 0.9915 -0.0027 -0.3% 0.9907 Range 0.0017 0.0025 0.0008 47.1% 0.0086 ATR Volume 58 127 69 119.0% 285
Daily Pivots for day following 14-Feb-2012 Classic Woodie Camarilla DeMark R4 0.9995 0.9980 0.9929 R3 0.9970 0.9955 0.9922 R2 0.9945 0.9945 0.9920 R1 0.9930 0.9930 0.9917 0.9925 PP 0.9920 0.9920 0.9920 0.9918 S1 0.9905 0.9905 0.9913 0.9900 S2 0.9895 0.9895 0.9910 S3 0.9870 0.9880 0.9908 S4 0.9845 0.9855 0.9901	Weekly Pivots for week ending 10-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0189 1.0134 0.9954 R3 1.0103 1.0048 0.9931 R2 1.0017 1.0017 0.9923 R1 0.9962 0.9962 0.9915 0.9947 PP 0.9931 0.9931 0.9931 0.9923 S1 0.9876 0.9876 0.9899 0.9861 S2 0.9845 0.9845 0.9891 S3 0.9759 0.9790 0.9883 S4 0.9673 0.9704 0.9860
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9986 0.9900 0.0086 0.9% 0.0015 0.2% 17% False False 70 10 0.9995 0.9900 0.0095 1.0% 0.0018 0.2% 16% False False 49
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True 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 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0041 2.618 1.0000 1.618 0.9975 1.000 0.9960 0.618 0.9950 HIGH 0.9935 0.618 0.9925 0.500 0.9923 0.382 0.9920 LOW 0.9910 0.618 0.9895 1.000 0.9885 1.618 0.9870 2.618 0.9845 4.250 0.9804
Fisher Pivots for day following 14-Feb-2012 Pivot 1 day 3 day R1 0.9923 0.9924 PP 0.9920 0.9921 S1 0.9918 0.9918

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