CME Canadian Dollar Future June 2013

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Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary Previous Current 10-Aug-2012 13-Aug-2012 Change Change % Previous Week Open 0.9985 0.9998 0.0013 0.1% 0.9931 High 1.0004 0.9998 -0.0006 -0.1% 1.0004 Low 0.9975 0.9998 0.0023 0.2% 0.9931 Close 1.0002 0.9998 -0.0004 0.0% 1.0002 Range 0.0029 0.0000 -0.0029 -100.0% 0.0073 ATR Volume 38 10 -28 -73.7% 44
Daily Pivots for day following 13-Aug-2012 Classic Woodie Camarilla DeMark R4 0.9998 0.9998 0.9998 R3 0.9998 0.9998 0.9998 R2 0.9998 0.9998 0.9998 R1 0.9998 0.9998 0.9998 0.9998 PP 0.9998 0.9998 0.9998 0.9998 S1 0.9998 0.9998 0.9998 0.9998 S2 0.9998 0.9998 0.9998 S3 0.9998 0.9998 0.9998 S4 0.9998 0.9998 0.9998	Weekly Pivots for week ending 10-Aug-2012 Classic Woodie Camarilla DeMark R4 1.0198 1.0173 1.0042 R3 1.0125 1.0100 1.0022 R2 1.0052 1.0052 1.0015 R1 1.0027 1.0027 1.0009 1.0040 PP 0.9979 0.9979 0.9979 0.9985 S1 0.9954 0.9954 0.9995 0.9967 S2 0.9906 0.9906 0.9989 S3 0.9833 0.9881 0.9982 S4 0.9760 0.9808 0.9962
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0004 0.9950 0.0054 0.5% 0.0009 0.1% 89% False False 10 10 1.0004 0.9845 0.0159 1.6% 0.0011 0.1% 96% False False 6
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 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9998 2.618 0.9998 1.618 0.9998 1.000 0.9998 0.618 0.9998 HIGH 0.9998 0.618 0.9998 0.500 0.9998 0.382 0.9998 LOW 0.9998 0.618 0.9998 1.000 0.9998 1.618 0.9998 2.618 0.9998 4.250 0.9998
Fisher Pivots for day following 13-Aug-2012 Pivot 1 day 3 day R1 0.9998 0.9995 PP 0.9998 0.9992 S1 0.9998 0.9990

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