CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	0.9958	0.9937	-0.0021	-0.2%	1.0014
High	0.9975	0.9965	-0.0010	-0.1%	1.0095
Low	0.9935	0.9937	0.0002	0.0%	0.9940
Close	0.9942	0.9956	0.0014	0.1%	0.9969
Range	0.0040	0.0028	-0.0012	-30.0%	0.0155
ATR	0.0049	0.0048	-0.0002	-3.1%	0.0000
Volume	720	837	117	16.3%	1,577

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0037	1.0024	0.9971
R3	1.0009	0.9996	0.9964
R2	0.9981	0.9981	0.9961
R1	0.9968	0.9968	0.9959	0.9975
PP	0.9953	0.9953	0.9953	0.9956
S1	0.9940	0.9940	0.9953	0.9947
S2	0.9925	0.9925	0.9951
S3	0.9897	0.9912	0.9948
S4	0.9869	0.9884	0.9941

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	0.9983	0.9935	0.0048	0.5%	0.0030	0.3%	44%	False	False	583
10	1.0095	0.9935	0.0160	1.6%	0.0040	0.4%	13%	False	False	422
20	1.0126	0.9935	0.0191	1.9%	0.0047	0.5%	11%	False	False	455
40	1.0232	0.9935	0.0297	3.0%	0.0050	0.5%	7%	False	False	320
60	1.0320	0.9935	0.0385	3.9%	0.0045	0.5%	5%	False	False	246
80	1.0320	0.9845	0.0475	4.8%	0.0038	0.4%	23%	False	False	195
100	1.0320	0.9610	0.0710	7.1%	0.0037	0.4%	49%	False	False	160
120	1.0320	0.9536	0.0784	7.9%	0.0036	0.4%	54%	False	False	147

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

Fibonacci Retracements and Extensions
4.250	1.0084
2.618	1.0038
1.618	1.0010
1.000	0.9993
0.618	0.9982
HIGH	0.9965
0.618	0.9954
0.500	0.9951
0.382	0.9948
LOW	0.9937
0.618	0.9920
1.000	0.9909
1.618	0.9892
2.618	0.9864
4.250	0.9818

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	0.9954	0.9956
PP	0.9953	0.9955
S1	0.9951	0.9955

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

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