CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	1.0045	1.0056	0.0011	0.1%	1.0041
High	1.0070	1.0056	-0.0014	-0.1%	1.0065
Low	1.0044	1.0035	-0.0009	-0.1%	0.9992
Close	1.0044	1.0040	-0.0004	0.0%	1.0016
Range	0.0026	0.0021	-0.0005	-19.2%	0.0073
ATR	0.0025	0.0025	0.0000	-1.2%	0.0000
Volume	15	7	-8	-53.3%	90

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0107	1.0094	1.0052
R3	1.0086	1.0073	1.0046
R2	1.0065	1.0065	1.0044
R1	1.0052	1.0052	1.0042	1.0048
PP	1.0044	1.0044	1.0044	1.0042
S1	1.0031	1.0031	1.0038	1.0027
S2	1.0023	1.0023	1.0036
S3	1.0002	1.0010	1.0034
S4	0.9981	0.9989	1.0028

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	1.0070	0.9992	0.0078	0.8%	0.0016	0.2%	62%	False	False	9
10	1.0070	0.9992	0.0078	0.8%	0.0016	0.2%	62%	False	False	14
20	1.0070	0.9845	0.0225	2.2%	0.0014	0.1%	87%	False	False	10

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0145
2.618	1.0111
1.618	1.0090
1.000	1.0077
0.618	1.0069
HIGH	1.0056
0.618	1.0048
0.500	1.0046
0.382	1.0043
LOW	1.0035
0.618	1.0022
1.000	1.0014
1.618	1.0001
2.618	0.9980
4.250	0.9946

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	1.0046	1.0046
PP	1.0044	1.0044
S1	1.0042	1.0042

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

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