CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	0.9971	0.9971	0.0000	0.0%	1.0014
High	0.9983	0.9971	-0.0012	-0.1%	1.0095
Low	0.9971	0.9940	-0.0031	-0.3%	0.9940
Close	0.9976	0.9959	-0.0017	-0.2%	0.9969
Range	0.0012	0.0031	0.0019	158.3%	0.0155
ATR	0.0051	0.0050	-0.0001	-2.1%	0.0000
Volume	877	97	-780	-88.9%	1,577

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0050	1.0035	0.9976
R3	1.0019	1.0004	0.9968
R2	0.9988	0.9988	0.9965
R1	0.9973	0.9973	0.9962	0.9965
PP	0.9957	0.9957	0.9957	0.9953
S1	0.9942	0.9942	0.9956	0.9934
S2	0.9926	0.9926	0.9953
S3	0.9895	0.9911	0.9950
S4	0.9864	0.9880	0.9942

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%	0.0048	0.5%	12%	False	True	416
10	1.0095	0.9940	0.0155	1.6%	0.0043	0.4%	12%	False	True	320
20	1.0210	0.9940	0.0270	2.7%	0.0053	0.5%	7%	False	True	405
40	1.0232	0.9940	0.0292	2.9%	0.0050	0.5%	7%	False	True	286
60	1.0320	0.9940	0.0380	3.8%	0.0045	0.5%	5%	False	True	221
80	1.0320	0.9734	0.0586	5.9%	0.0039	0.4%	38%	False	False	176
100	1.0320	0.9610	0.0710	7.1%	0.0037	0.4%	49%	False	False	145
120	1.0320	0.9536	0.0784	7.9%	0.0036	0.4%	54%	False	False	135

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0103
2.618	1.0052
1.618	1.0021
1.000	1.0002
0.618	0.9990
HIGH	0.9971
0.618	0.9959
0.500	0.9956
0.382	0.9952
LOW	0.9940
0.618	0.9921
1.000	0.9909
1.618	0.9890
2.618	0.9859
4.250	0.9808

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	0.9958	0.9962
PP	0.9957	0.9961
S1	0.9956	0.9960

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

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