CME Canadian Dollar Future June 2013

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Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary Previous Current 23-Aug-2012 24-Aug-2012 Change Change % Previous Week Open 1.0015 1.0016 0.0001 0.0% 1.0041 High 1.0015 1.0016 0.0001 0.0% 1.0065 Low 0.9992 1.0016 0.0024 0.2% 0.9992 Close 0.9992 1.0016 0.0024 0.2% 1.0016 Range 0.0023 0.0000 -0.0023 -100.0% 0.0073 ATR 0.0024 0.0024 0.0000 0.0% 0.0000 Volume 4 11 7 175.0% 90
Daily Pivots for day following 24-Aug-2012 Classic Woodie Camarilla DeMark R4 1.0016 1.0016 1.0016 R3 1.0016 1.0016 1.0016 R2 1.0016 1.0016 1.0016 R1 1.0016 1.0016 1.0016 1.0016 PP 1.0016 1.0016 1.0016 1.0016 S1 1.0016 1.0016 1.0016 1.0016 S2 1.0016 1.0016 1.0016 S3 1.0016 1.0016 1.0016 S4 1.0016 1.0016 1.0016	Weekly Pivots for week ending 24-Aug-2012 Classic Woodie Camarilla DeMark R4 1.0243 1.0203 1.0056 R3 1.0170 1.0130 1.0036 R2 1.0097 1.0097 1.0029 R1 1.0057 1.0057 1.0023 1.0041 PP 1.0024 1.0024 1.0024 1.0016 S1 0.9984 0.9984 1.0009 0.9968 S2 0.9951 0.9951 1.0003 S3 0.9878 0.9911 0.9996 S4 0.9805 0.9838 0.9976
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0065 0.9992 0.0073 0.7% 0.0016 0.2% 33% False False 18 10 1.0065 0.9992 0.0073 0.7% 0.0012 0.1% 33% False False 12 20 1.0065 0.9845 0.0220 2.2% 0.0013 0.1% 78% False False 9
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 1.0016 2.618 1.0016 1.618 1.0016 1.000 1.0016 0.618 1.0016 HIGH 1.0016 0.618 1.0016 0.500 1.0016 0.382 1.0016 LOW 1.0016 0.618 1.0016 1.000 1.0016 1.618 1.0016 2.618 1.0016 4.250 1.0016
Fisher Pivots for day following 24-Aug-2012 Pivot 1 day 3 day R1 1.0016 1.0013 PP 1.0016 1.0009 S1 1.0016 1.0006

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