CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	1.0008	1.0007	-0.0001	0.0%	0.9971
High	1.0017	1.0012	-0.0005	0.0%	0.9983
Low	0.9986	0.9992	0.0006	0.1%	0.9919
Close	0.9993	1.0010	0.0017	0.2%	0.9956
Range	0.0031	0.0020	-0.0011	-35.5%	0.0064
ATR	0.0048	0.0046	-0.0002	-4.2%	0.0000
Volume	370	279	-91	-24.6%	3,171

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0065	1.0057	1.0021
R3	1.0045	1.0037	1.0016
R2	1.0025	1.0025	1.0014
R1	1.0017	1.0017	1.0012	1.0021
PP	1.0005	1.0005	1.0005	1.0007
S1	0.9997	0.9997	1.0008	1.0001
S2	0.9985	0.9985	1.0006
S3	0.9965	0.9977	1.0005
S4	0.9945	0.9957	0.9999

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%	0.0039	0.4%	92%	False	False	492
10	1.0022	0.9919	0.0103	1.0%	0.0037	0.4%	88%	False	False	509
20	1.0095	0.9919	0.0176	1.8%	0.0041	0.4%	52%	False	False	441
40	1.0230	0.9919	0.0311	3.1%	0.0050	0.5%	29%	False	False	355
60	1.0320	0.9919	0.0401	4.0%	0.0046	0.5%	23%	False	False	271
80	1.0320	0.9869	0.0451	4.5%	0.0040	0.4%	31%	False	False	214
100	1.0320	0.9715	0.0605	6.0%	0.0036	0.4%	49%	False	False	176
120	1.0320	0.9579	0.0741	7.4%	0.0036	0.4%	58%	False	False	158

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0097
2.618	1.0064
1.618	1.0044
1.000	1.0032
0.618	1.0024
HIGH	1.0012
0.618	1.0004
0.500	1.0002
0.382	1.0000
LOW	0.9992
0.618	0.9980
1.000	0.9972
1.618	0.9960
2.618	0.9940
4.250	0.9907

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	1.0007	1.0003
PP	1.0005	0.9996
S1	1.0002	0.9989

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

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