CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	1.0068	1.0027	-0.0041	-0.4%	1.0008
High	1.0118	1.0044	-0.0074	-0.7%	1.0069
Low	1.0007	0.9987	-0.0020	-0.2%	0.9970
Close	1.0024	0.9995	-0.0029	-0.3%	1.0033
Range	0.0111	0.0057	-0.0054	-48.6%	0.0099
ATR	0.0064	0.0064	-0.0001	-0.8%	0.0000
Volume	105,990	77,532	-28,458	-26.8%	301,436

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0180	1.0144	1.0026
R3	1.0123	1.0087	1.0011
R2	1.0066	1.0066	1.0005
R1	1.0030	1.0030	1.0000	1.0020
PP	1.0009	1.0009	1.0009	1.0003
S1	0.9973	0.9973	0.9990	0.9963
S2	0.9952	0.9952	0.9985
S3	0.9895	0.9916	0.9979
S4	0.9838	0.9859	0.9964

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0321	1.0276	1.0087
R3	1.0222	1.0177	1.0060
R2	1.0123	1.0123	1.0051
R1	1.0078	1.0078	1.0042	1.0101
PP	1.0024	1.0024	1.0024	1.0035
S1	0.9979	0.9979	1.0024	1.0002
S2	0.9925	0.9925	1.0015
S3	0.9826	0.9880	1.0006
S4	0.9727	0.9781	0.9979

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0118	0.9987	0.0131	1.3%	0.0067	0.7%	6%	False	True	78,572
10	1.0118	0.9970	0.0148	1.5%	0.0057	0.6%	17%	False	False	66,506
20	1.0231	0.9970	0.0261	2.6%	0.0066	0.7%	10%	False	False	74,396
40	1.0359	0.9970	0.0389	3.9%	0.0064	0.6%	6%	False	False	75,693
60	1.0359	0.9970	0.0389	3.9%	0.0061	0.6%	6%	False	False	55,748
80	1.0359	0.9745	0.0614	6.1%	0.0059	0.6%	41%	False	False	41,935
100	1.0359	0.9620	0.0739	7.4%	0.0059	0.6%	51%	False	False	33,618
120	1.0359	0.9545	0.0814	8.1%	0.0058	0.6%	55%	False	False	28,056

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0286
2.618	1.0193
1.618	1.0136
1.000	1.0101
0.618	1.0079
HIGH	1.0044
0.618	1.0022
0.500	1.0016
0.382	1.0009
LOW	0.9987
0.618	0.9952
1.000	0.9930
1.618	0.9895
2.618	0.9838
4.250	0.9745

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	1.0016	1.0053
PP	1.0009	1.0033
S1	1.0002	1.0014

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These figures are updated between 7pm and 10pm EST after a trading day.

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