CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	1.0076	1.0068	-0.0008	-0.1%	1.0072
High	1.0085	1.0076	-0.0009	-0.1%	1.0091
Low	1.0058	1.0044	-0.0014	-0.1%	1.0035
Close	1.0074	1.0066	-0.0008	-0.1%	1.0066
Range	0.0027	0.0032	0.0005	18.5%	0.0056
ATR	0.0051	0.0050	-0.0001	-2.7%	0.0000
Volume	75,459	61,846	-13,613	-18.0%	351,380

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0158	1.0144	1.0084
R3	1.0126	1.0112	1.0075
R2	1.0094	1.0094	1.0072
R1	1.0080	1.0080	1.0069	1.0071
PP	1.0062	1.0062	1.0062	1.0058
S1	1.0048	1.0048	1.0063	1.0039
S2	1.0030	1.0030	1.0060
S3	0.9998	1.0016	1.0057
S4	0.9966	0.9984	1.0048

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0232	1.0205	1.0097
R3	1.0176	1.0149	1.0081
R2	1.0120	1.0120	1.0076
R1	1.0093	1.0093	1.0071	1.0079
PP	1.0064	1.0064	1.0064	1.0057
S1	1.0037	1.0037	1.0061	1.0023
S2	1.0008	1.0008	1.0056
S3	0.9952	0.9981	1.0051
S4	0.9896	0.9925	1.0035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0091	1.0035	0.0056	0.6%	0.0038	0.4%	55%	False	False	70,276
10	1.0091	0.9936	0.0155	1.5%	0.0046	0.5%	84%	False	False	67,585
20	1.0118	0.9936	0.0182	1.8%	0.0050	0.5%	71%	False	False	69,548
40	1.0256	0.9936	0.0320	3.2%	0.0057	0.6%	41%	False	False	70,774
60	1.0359	0.9936	0.0423	4.2%	0.0059	0.6%	31%	False	False	71,727
80	1.0359	0.9936	0.0423	4.2%	0.0057	0.6%	31%	False	False	54,319
100	1.0359	0.9723	0.0636	6.3%	0.0056	0.6%	54%	False	False	43,549
120	1.0359	0.9620	0.0739	7.3%	0.0056	0.6%	60%	False	False	36,337

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0212
2.618	1.0160
1.618	1.0128
1.000	1.0108
0.618	1.0096
HIGH	1.0076
0.618	1.0064
0.500	1.0060
0.382	1.0056
LOW	1.0044
0.618	1.0024
1.000	1.0012
1.618	0.9992
2.618	0.9960
4.250	0.9908

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	1.0064	1.0064
PP	1.0062	1.0062
S1	1.0060	1.0060

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

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