CME Canadian Dollar Future March 2013

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Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary Previous Current 24-May-2012 25-May-2012 Change Change % Previous Week Open 0.9707 0.9674 -0.0033 -0.3% 0.9730 High 0.9707 0.9674 -0.0033 -0.3% 0.9755 Low 0.9658 0.9657 -0.0001 0.0% 0.9657 Close 0.9664 0.9657 -0.0007 -0.1% 0.9657 Range 0.0049 0.0017 -0.0032 -65.3% 0.0098 ATR 0.0000 0.0034 0.0034 0.0000 Volume 49 47 -2 -4.1% 134
Daily Pivots for day following 25-May-2012 Classic Woodie Camarilla DeMark R4 0.9714 0.9702 0.9666 R3 0.9697 0.9685 0.9662 R2 0.9680 0.9680 0.9660 R1 0.9668 0.9668 0.9659 0.9666 PP 0.9663 0.9663 0.9663 0.9661 S1 0.9651 0.9651 0.9655 0.9649 S2 0.9646 0.9646 0.9654 S3 0.9629 0.9634 0.9652 S4 0.9612 0.9617 0.9648	Weekly Pivots for week ending 25-May-2012 Classic Woodie Camarilla DeMark R4 0.9984 0.9918 0.9711 R3 0.9886 0.9820 0.9684 R2 0.9788 0.9788 0.9675 R1 0.9722 0.9722 0.9666 0.9706 PP 0.9690 0.9690 0.9690 0.9682 S1 0.9624 0.9624 0.9648 0.9608 S2 0.9592 0.9592 0.9639 S3 0.9494 0.9526 0.9630 S4 0.9396 0.9428 0.9603
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9755 0.9657 0.0098 1.0% 0.0026 0.3% 0% False True 26 10 0.9904 0.9657 0.0247 2.6% 0.0020 0.2% 0% False True 63
Crabel Price Patterns NR True NR4 True 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 0.0000 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.9746 2.618 0.9719 1.618 0.9702 1.000 0.9691 0.618 0.9685 HIGH 0.9674 0.618 0.9668 0.500 0.9666 0.382 0.9663 LOW 0.9657 0.618 0.9646 1.000 0.9640 1.618 0.9629 2.618 0.9612 4.250 0.9585
Fisher Pivots for day following 25-May-2012 Pivot 1 day 3 day R1 0.9666 0.9682 PP 0.9663 0.9674 S1 0.9660 0.9665

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