CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 20-Nov-2012

Day Change Summary
	Previous	Current
	19-Nov-2012	20-Nov-2012	Change	Change %	Previous Week
Open	0.9959	1.0008	0.0049	0.5%	0.9971
High	1.0018	1.0017	-0.0001	0.0%	0.9983
Low	0.9959	0.9986	0.0027	0.3%	0.9919
Close	1.0010	0.9993	-0.0017	-0.2%	0.9956
Range	0.0059	0.0031	-0.0028	-47.5%	0.0064
ATR	0.0049	0.0048	-0.0001	-2.6%	0.0000
Volume	336	370	34	10.1%	3,171

Daily Pivots for day following 20-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0092	1.0073	1.0010
R3	1.0061	1.0042	1.0002
R2	1.0030	1.0030	0.9999
R1	1.0011	1.0011	0.9996	1.0005
PP	0.9999	0.9999	0.9999	0.9996
S1	0.9980	0.9980	0.9990	0.9974
S2	0.9968	0.9968	0.9987
S3	0.9937	0.9949	0.9984
S4	0.9906	0.9918	0.9976

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0145	1.0114	0.9991
R3	1.0081	1.0050	0.9974
R2	1.0017	1.0017	0.9968
R1	0.9986	0.9986	0.9962	0.9970
PP	0.9953	0.9953	0.9953	0.9944
S1	0.9922	0.9922	0.9950	0.9906
S2	0.9889	0.9889	0.9944
S3	0.9825	0.9858	0.9938
S4	0.9761	0.9794	0.9921

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0018	0.9919	0.0099	1.0%	0.0043	0.4%	75%	False	False	580
10	1.0095	0.9919	0.0176	1.8%	0.0045	0.5%	42%	False	False	498
20	1.0095	0.9919	0.0176	1.8%	0.0043	0.4%	42%	False	False	461
40	1.0230	0.9919	0.0311	3.1%	0.0051	0.5%	24%	False	False	349
60	1.0320	0.9919	0.0401	4.0%	0.0047	0.5%	18%	False	False	267
80	1.0320	0.9869	0.0451	4.5%	0.0040	0.4%	27%	False	False	211
100	1.0320	0.9715	0.0605	6.1%	0.0036	0.4%	46%	False	False	173
120	1.0320	0.9556	0.0764	7.6%	0.0036	0.4%	57%	False	False	156

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0149
2.618	1.0098
1.618	1.0067
1.000	1.0048
0.618	1.0036
HIGH	1.0017
0.618	1.0005
0.500	1.0002
0.382	0.9998
LOW	0.9986
0.618	0.9967
1.000	0.9955
1.618	0.9936
2.618	0.9905
4.250	0.9854

Fisher Pivots for day following 20-Nov-2012
Pivot	1 day	3 day
R1	1.0002	0.9985
PP	0.9999	0.9977
S1	0.9996	0.9969

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

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