CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	1.0058	1.0035	-0.0023	-0.2%	1.0030
High	1.0073	1.0035	-0.0038	-0.4%	1.0071
Low	1.0058	1.0021	-0.0037	-0.4%	1.0001
Close	1.0073	1.0021	-0.0052	-0.5%	1.0071
Range	0.0015	0.0014	-0.0001	-6.7%	0.0070
ATR	0.0028	0.0030	0.0002	6.1%	0.0000
Volume	1	28	27	2,700.0%	225

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0068	1.0058	1.0029
R3	1.0054	1.0044	1.0025
R2	1.0040	1.0040	1.0024
R1	1.0030	1.0030	1.0022	1.0028
PP	1.0026	1.0026	1.0026	1.0025
S1	1.0016	1.0016	1.0020	1.0014
S2	1.0012	1.0012	1.0018
S3	0.9998	1.0002	1.0017
S4	0.9984	0.9988	1.0013

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0258	1.0234	1.0110
R3	1.0188	1.0164	1.0090
R2	1.0118	1.0118	1.0084
R1	1.0094	1.0094	1.0077	1.0106
PP	1.0048	1.0048	1.0048	1.0054
S1	1.0024	1.0024	1.0065	1.0036
S2	0.9978	0.9978	1.0058
S3	0.9908	0.9954	1.0052
S4	0.9838	0.9884	1.0033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0073	1.0001	0.0072	0.7%	0.0010	0.1%	28%	False	False	45
10	1.0073	0.9992	0.0081	0.8%	0.0013	0.1%	36%	False	False	30
20	1.0073	0.9971	0.0102	1.0%	0.0012	0.1%	49%	False	False	21

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	1.0095
2.618	1.0072
1.618	1.0058
1.000	1.0049
0.618	1.0044
HIGH	1.0035
0.618	1.0030
0.500	1.0028
0.382	1.0026
LOW	1.0021
0.618	1.0012
1.000	1.0007
1.618	0.9998
2.618	0.9984
4.250	0.9962

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	1.0028	1.0047
PP	1.0026	1.0038
S1	1.0023	1.0030

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

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