CME Canadian Dollar Future December 2012

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Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary Previous Current 02-Apr-2012 03-Apr-2012 Change Change % Previous Week Open 0.9995 1.0051 0.0056 0.6% 0.9992 High 1.0053 1.0051 -0.0002 0.0% 1.0030 Low 0.9995 1.0018 0.0023 0.2% 0.9922 Close 1.0053 1.0021 -0.0032 -0.3% 0.9969 Range 0.0058 0.0033 -0.0025 -43.1% 0.0108 ATR 0.0050 0.0049 -0.0001 -2.1% 0.0000 Volume 155 139 -16 -10.3% 516
Daily Pivots for day following 03-Apr-2012 Classic Woodie Camarilla DeMark R4 1.0129 1.0108 1.0039 R3 1.0096 1.0075 1.0030 R2 1.0063 1.0063 1.0027 R1 1.0042 1.0042 1.0024 1.0036 PP 1.0030 1.0030 1.0030 1.0027 S1 1.0009 1.0009 1.0018 1.0003 S2 0.9997 0.9997 1.0015 S3 0.9964 0.9976 1.0012 S4 0.9931 0.9943 1.0003	Weekly Pivots for week ending 30-Mar-2012 Classic Woodie Camarilla DeMark R4 1.0298 1.0241 1.0028 R3 1.0190 1.0133 0.9999 R2 1.0082 1.0082 0.9989 R1 1.0025 1.0025 0.9979 1.0000 PP 0.9974 0.9974 0.9974 0.9961 S1 0.9917 0.9917 0.9959 0.9892 S2 0.9866 0.9866 0.9949 S3 0.9758 0.9809 0.9939 S4 0.9650 0.9701 0.9910
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0053 0.9922 0.0131 1.3% 0.0041 0.4% 76% False False 99 10 1.0053 0.9914 0.0139 1.4% 0.0041 0.4% 77% False False 110 20 1.0078 0.9914 0.0164 1.6% 0.0034 0.3% 65% False False 144 40 1.0086 0.9900 0.0186 1.9% 0.0032 0.3% 65% False False 161
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True 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 1.0191 2.618 1.0137 1.618 1.0104 1.000 1.0084 0.618 1.0071 HIGH 1.0051 0.618 1.0038 0.500 1.0035 0.382 1.0031 LOW 1.0018 0.618 0.9998 1.000 0.9985 1.618 0.9965 2.618 0.9932 4.250 0.9878
Fisher Pivots for day following 03-Apr-2012 Pivot 1 day 3 day R1 1.0035 1.0015 PP 1.0030 1.0008 S1 1.0026 1.0002

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