CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	1.0005	1.0014	0.0009	0.1%	0.9984
High	1.0045	1.0015	-0.0030	-0.3%	1.0045
Low	1.0005	0.9997	-0.0008	-0.1%	0.9948
Close	1.0012	1.0001	-0.0011	-0.1%	1.0012
Range	0.0040	0.0018	-0.0022	-55.0%	0.0097
ATR	0.0054	0.0051	-0.0003	-4.7%	0.0000
Volume	117	428	311	265.8%	2,000

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0058	1.0048	1.0011
R3	1.0040	1.0030	1.0006
R2	1.0022	1.0022	1.0004
R1	1.0012	1.0012	1.0003	1.0008
PP	1.0004	1.0004	1.0004	1.0003
S1	0.9994	0.9994	0.9999	0.9990
S2	0.9986	0.9986	0.9998
S3	0.9968	0.9976	0.9996
S4	0.9950	0.9958	0.9991

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0293	1.0249	1.0065
R3	1.0196	1.0152	1.0039
R2	1.0099	1.0099	1.0030
R1	1.0055	1.0055	1.0021	1.0077
PP	1.0002	1.0002	1.0002	1.0013
S1	0.9958	0.9958	1.0003	0.9980
S2	0.9905	0.9905	0.9994
S3	0.9808	0.9861	0.9985
S4	0.9711	0.9764	0.9959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0045	0.9948	0.0097	1.0%	0.0038	0.4%	55%	False	False	318
10	1.0078	0.9948	0.0130	1.3%	0.0044	0.4%	41%	False	False	447
20	1.0220	0.9948	0.0272	2.7%	0.0055	0.5%	19%	False	False	386
40	1.0320	0.9948	0.0372	3.7%	0.0050	0.5%	14%	False	False	265
60	1.0320	0.9948	0.0372	3.7%	0.0042	0.4%	14%	False	False	190
80	1.0320	0.9734	0.0586	5.9%	0.0036	0.4%	46%	False	False	152
100	1.0320	0.9610	0.0710	7.1%	0.0036	0.4%	55%	False	False	128
120	1.0320	0.9536	0.0784	7.8%	0.0034	0.3%	59%	False	False	122

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	1.0092
2.618	1.0062
1.618	1.0044
1.000	1.0033
0.618	1.0026
HIGH	1.0015
0.618	1.0008
0.500	1.0006
0.382	1.0004
LOW	0.9997
0.618	0.9986
1.000	0.9979
1.618	0.9968
2.618	0.9950
4.250	0.9921

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	1.0006	1.0003
PP	1.0004	1.0002
S1	1.0003	1.0002

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

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