CME Canadian Dollar Future December 2012

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Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary Previous Current 04-Apr-2012 05-Apr-2012 Change Change % Previous Week Open 0.9975 0.9968 -0.0007 -0.1% 0.9992 High 0.9989 1.0020 0.0031 0.3% 1.0030 Low 0.9975 0.9968 -0.0007 -0.1% 0.9922 Close 0.9979 1.0006 0.0027 0.3% 0.9969 Range 0.0014 0.0052 0.0038 271.4% 0.0108 ATR 0.0049 0.0049 0.0000 0.5% 0.0000 Volume 153 81 -72 -47.1% 516
Daily Pivots for day following 05-Apr-2012 Classic Woodie Camarilla DeMark R4 1.0154 1.0132 1.0035 R3 1.0102 1.0080 1.0020 R2 1.0050 1.0050 1.0016 R1 1.0028 1.0028 1.0011 1.0039 PP 0.9998 0.9998 0.9998 1.0004 S1 0.9976 0.9976 1.0001 0.9987 S2 0.9946 0.9946 0.9996 S3 0.9894 0.9924 0.9992 S4 0.9842 0.9872 0.9977	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 0.9951 0.0102 1.0% 0.0037 0.4% 54% False False 118 10 1.0053 0.9914 0.0139 1.4% 0.0038 0.4% 66% False False 112 20 1.0078 0.9914 0.0164 1.6% 0.0033 0.3% 56% False False 150 40 1.0086 0.9900 0.0186 1.9% 0.0033 0.3% 57% False False 164
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0241 2.618 1.0156 1.618 1.0104 1.000 1.0072 0.618 1.0052 HIGH 1.0020 0.618 1.0000 0.500 0.9994 0.382 0.9988 LOW 0.9968 0.618 0.9936 1.000 0.9916 1.618 0.9884 2.618 0.9832 4.250 0.9747
Fisher Pivots for day following 05-Apr-2012 Pivot 1 day 3 day R1 1.0002 1.0010 PP 0.9998 1.0008 S1 0.9994 1.0007

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