CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	0.9965	0.9971	0.0006	0.1%	1.0014
High	0.9977	0.9983	0.0006	0.1%	1.0095
Low	0.9940	0.9971	0.0031	0.3%	0.9940
Close	0.9969	0.9976	0.0007	0.1%	0.9969
Range	0.0037	0.0012	-0.0025	-67.6%	0.0155
ATR	0.0054	0.0051	-0.0003	-5.3%	0.0000
Volume	387	877	490	126.6%	1,577

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0013	1.0006	0.9983
R3	1.0001	0.9994	0.9979
R2	0.9989	0.9989	0.9978
R1	0.9982	0.9982	0.9977	0.9986
PP	0.9977	0.9977	0.9977	0.9978
S1	0.9970	0.9970	0.9975	0.9974
S2	0.9965	0.9965	0.9974
S3	0.9953	0.9958	0.9973
S4	0.9941	0.9946	0.9969

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0466	1.0373	1.0054
R3	1.0311	1.0218	1.0012
R2	1.0156	1.0156	0.9997
R1	1.0063	1.0063	0.9983	1.0032
PP	1.0001	1.0001	1.0001	0.9986
S1	0.9908	0.9908	0.9955	0.9877
S2	0.9846	0.9846	0.9941
S3	0.9691	0.9753	0.9926
S4	0.9536	0.9598	0.9884

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0095	0.9940	0.0155	1.6%	0.0049	0.5%	23%	False	False	405
10	1.0095	0.9940	0.0155	1.6%	0.0043	0.4%	23%	False	False	361
20	1.0210	0.9940	0.0270	2.7%	0.0055	0.6%	13%	False	False	405
40	1.0232	0.9940	0.0292	2.9%	0.0050	0.5%	12%	False	False	285
60	1.0320	0.9940	0.0380	3.8%	0.0045	0.4%	9%	False	False	220
80	1.0320	0.9734	0.0586	5.9%	0.0038	0.4%	41%	False	False	175
100	1.0320	0.9610	0.0710	7.1%	0.0037	0.4%	52%	False	False	145
120	1.0320	0.9536	0.0784	7.9%	0.0036	0.4%	56%	False	False	134

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	1.0034
2.618	1.0014
1.618	1.0002
1.000	0.9995
0.618	0.9990
HIGH	0.9983
0.618	0.9978
0.500	0.9977
0.382	0.9976
LOW	0.9971
0.618	0.9964
1.000	0.9959
1.618	0.9952
2.618	0.9940
4.250	0.9920

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	0.9977	0.9981
PP	0.9977	0.9979
S1	0.9976	0.9978

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

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