CME Canadian Dollar Future March 2013

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Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary Previous Current 14-Jun-2012 15-Jun-2012 Change Change % Previous Week Open 0.9695 0.9725 0.0030 0.3% 0.9667 High 0.9695 0.9725 0.0030 0.3% 0.9725 Low 0.9695 0.9725 0.0030 0.3% 0.9650 Close 0.9695 0.9725 0.0030 0.3% 0.9725 Range ATR 0.0042 0.0041 -0.0001 -2.0% 0.0000 Volume 5 208 203 4,060.0% 432
Daily Pivots for day following 15-Jun-2012 Classic Woodie Camarilla DeMark R4 0.9725 0.9725 0.9725 R3 0.9725 0.9725 0.9725 R2 0.9725 0.9725 0.9725 R1 0.9725 0.9725 0.9725 0.9725 PP 0.9725 0.9725 0.9725 0.9725 S1 0.9725 0.9725 0.9725 0.9725 S2 0.9725 0.9725 0.9725 S3 0.9725 0.9725 0.9725 S4 0.9725 0.9725 0.9725	Weekly Pivots for week ending 15-Jun-2012 Classic Woodie Camarilla DeMark R4 0.9925 0.9900 0.9766 R3 0.9850 0.9825 0.9746 R2 0.9775 0.9775 0.9739 R1 0.9750 0.9750 0.9732 0.9763 PP 0.9700 0.9700 0.9700 0.9706 S1 0.9675 0.9675 0.9718 0.9688 S2 0.9625 0.9625 0.9711 S3 0.9550 0.9600 0.9704 S4 0.9475 0.9525 0.9684
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9725 0.9650 0.0075 0.8% 0.0009 0.1% 100% True False 86 10 0.9725 0.9556 0.0169 1.7% 0.0023 0.2% 100% True False 117 20 0.9755 0.9536 0.0219 2.3% 0.0026 0.3% 86% False False 100
Crabel Price Patterns NR False 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 0.0001	Fibonacci Retracements and Extensions 4.250 0.9725 2.618 0.9725 1.618 0.9725 1.000 0.9725 0.618 0.9725 HIGH 0.9725 0.618 0.9725 0.500 0.9725 0.382 0.9725 LOW 0.9725 0.618 0.9725 1.000 0.9725 1.618 0.9725 2.618 0.9725 4.250 0.9725
Fisher Pivots for day following 15-Jun-2012 Pivot 1 day 3 day R1 0.9725 0.9717 PP 0.9725 0.9708 S1 0.9725 0.9700

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