CME Canadian Dollar Future December 2012

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Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary Previous Current 23-Feb-2012 24-Feb-2012 Change Change % Previous Week Open 0.9943 0.9957 0.0014 0.1% 1.0000 High 0.9965 0.9957 -0.0008 -0.1% 1.0016 Low 0.9940 0.9935 -0.0005 -0.1% 0.9917 Close 0.9947 0.9935 -0.0012 -0.1% 0.9935 Range 0.0025 0.0022 -0.0003 -12.0% 0.0099 ATR 0.0040 0.0038 -0.0001 -3.2% 0.0000 Volume 10 137 127 1,270.0% 243
Daily Pivots for day following 24-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0008 0.9994 0.9947 R3 0.9986 0.9972 0.9941 R2 0.9964 0.9964 0.9939 R1 0.9950 0.9950 0.9937 0.9946 PP 0.9942 0.9942 0.9942 0.9941 S1 0.9928 0.9928 0.9933 0.9924 S2 0.9920 0.9920 0.9931 S3 0.9898 0.9906 0.9929 S4 0.9876 0.9884 0.9923	Weekly Pivots for week ending 24-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0253 1.0193 0.9989 R3 1.0154 1.0094 0.9962 R2 1.0055 1.0055 0.9953 R1 0.9995 0.9995 0.9944 0.9976 PP 0.9956 0.9956 0.9956 0.9946 S1 0.9896 0.9896 0.9926 0.9877 S2 0.9857 0.9857 0.9917 S3 0.9758 0.9797 0.9908 S4 0.9659 0.9698 0.9881
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0016 0.9917 0.0099 1.0% 0.0030 0.3% 18% False False 49 10 1.0016 0.9900 0.0116 1.2% 0.0030 0.3% 30% False False 68
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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0003 Narrowest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 1.0051 2.618 1.0015 1.618 0.9993 1.000 0.9979 0.618 0.9971 HIGH 0.9957 0.618 0.9949 0.500 0.9946 0.382 0.9943 LOW 0.9935 0.618 0.9921 1.000 0.9913 1.618 0.9899 2.618 0.9877 4.250 0.9842
Fisher Pivots for day following 24-Feb-2012 Pivot 1 day 3 day R1 0.9946 0.9941 PP 0.9942 0.9939 S1 0.9939 0.9937

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