CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	1.0012	1.0051	0.0039	0.4%	0.9959
High	1.0061	1.0054	-0.0007	-0.1%	1.0061
Low	1.0000	1.0017	0.0017	0.2%	0.9959
Close	1.0059	1.0039	-0.0020	-0.2%	1.0059
Range	0.0061	0.0037	-0.0024	-39.3%	0.0102
ATR	0.0047	0.0047	0.0000	-0.8%	0.0000
Volume	178	584	406	228.1%	1,163

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0148	1.0130	1.0059
R3	1.0111	1.0093	1.0049
R2	1.0074	1.0074	1.0046
R1	1.0056	1.0056	1.0042	1.0047
PP	1.0037	1.0037	1.0037	1.0032
S1	1.0019	1.0019	1.0036	1.0010
S2	1.0000	1.0000	1.0032
S3	0.9963	0.9982	1.0029
S4	0.9926	0.9945	1.0019

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0332	1.0298	1.0115
R3	1.0230	1.0196	1.0087
R2	1.0128	1.0128	1.0078
R1	1.0094	1.0094	1.0068	1.0111
PP	1.0026	1.0026	1.0026	1.0035
S1	0.9992	0.9992	1.0050	1.0009
S2	0.9924	0.9924	1.0040
S3	0.9822	0.9890	1.0031
S4	0.9720	0.9788	1.0003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0061	0.9959	0.0102	1.0%	0.0042	0.4%	78%	False	False	349
10	1.0061	0.9919	0.0142	1.4%	0.0038	0.4%	85%	False	False	491
20	1.0095	0.9919	0.0176	1.8%	0.0041	0.4%	68%	False	False	424
40	1.0230	0.9919	0.0311	3.1%	0.0050	0.5%	39%	False	False	370
60	1.0320	0.9919	0.0401	4.0%	0.0047	0.5%	30%	False	False	282
80	1.0320	0.9919	0.0401	4.0%	0.0040	0.4%	30%	False	False	224
100	1.0320	0.9715	0.0605	6.0%	0.0037	0.4%	54%	False	False	183
120	1.0320	0.9610	0.0710	7.1%	0.0036	0.4%	60%	False	False	164

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0211
2.618	1.0151
1.618	1.0114
1.000	1.0091
0.618	1.0077
HIGH	1.0054
0.618	1.0040
0.500	1.0036
0.382	1.0031
LOW	1.0017
0.618	0.9994
1.000	0.9980
1.618	0.9957
2.618	0.9920
4.250	0.9860

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	1.0038	1.0035
PP	1.0037	1.0031
S1	1.0036	1.0027

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

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