CME Canadian Dollar Future March 2013

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Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary Previous Current 29-May-2012 30-May-2012 Change Change % Previous Week Open 0.9691 0.9700 0.0009 0.1% 0.9730 High 0.9706 0.9700 -0.0006 -0.1% 0.9755 Low 0.9690 0.9651 -0.0039 -0.4% 0.9657 Close 0.9706 0.9654 -0.0052 -0.5% 0.9657 Range 0.0016 0.0049 0.0033 206.3% 0.0098 ATR 0.0035 0.0037 0.0001 4.0% 0.0000 Volume 68 83 15 22.1% 134
Daily Pivots for day following 30-May-2012 Classic Woodie Camarilla DeMark R4 0.9815 0.9784 0.9681 R3 0.9766 0.9735 0.9667 R2 0.9717 0.9717 0.9663 R1 0.9686 0.9686 0.9658 0.9677 PP 0.9668 0.9668 0.9668 0.9664 S1 0.9637 0.9637 0.9650 0.9628 S2 0.9619 0.9619 0.9645 S3 0.9570 0.9588 0.9641 S4 0.9521 0.9539 0.9627	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 0.9707 0.9651 0.0056 0.6% 0.0031 0.3% 5% False True 54 10 0.9842 0.9651 0.0191 2.0% 0.0026 0.3% 2% False True 77
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9908 2.618 0.9828 1.618 0.9779 1.000 0.9749 0.618 0.9730 HIGH 0.9700 0.618 0.9681 0.500 0.9676 0.382 0.9670 LOW 0.9651 0.618 0.9621 1.000 0.9602 1.618 0.9572 2.618 0.9523 4.250 0.9443
Fisher Pivots for day following 30-May-2012 Pivot 1 day 3 day R1 0.9676 0.9679 PP 0.9668 0.9670 S1 0.9661 0.9662

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