CME Canadian Dollar Future June 2013

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Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary Previous Current 21-Sep-2012 24-Sep-2012 Change Change % Previous Week Open 1.0179 1.0154 -0.0025 -0.2% 1.0182 High 1.0179 1.0154 -0.0025 -0.2% 1.0197 Low 1.0167 1.0154 -0.0013 -0.1% 1.0127 Close 1.0167 1.0154 -0.0013 -0.1% 1.0167 Range 0.0012 0.0000 -0.0012 -100.0% 0.0070 ATR 0.0035 0.0033 -0.0002 -4.5% 0.0000 Volume 7 2 -5 -71.4% 128
Daily Pivots for day following 24-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0154 1.0154 1.0154 R3 1.0154 1.0154 1.0154 R2 1.0154 1.0154 1.0154 R1 1.0154 1.0154 1.0154 1.0154 PP 1.0154 1.0154 1.0154 1.0154 S1 1.0154 1.0154 1.0154 1.0154 S2 1.0154 1.0154 1.0154 S3 1.0154 1.0154 1.0154 S4 1.0154 1.0154 1.0154	Weekly Pivots for week ending 21-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0374 1.0340 1.0206 R3 1.0304 1.0270 1.0186 R2 1.0234 1.0234 1.0180 R1 1.0200 1.0200 1.0173 1.0182 PP 1.0164 1.0164 1.0164 1.0155 S1 1.0130 1.0130 1.0161 1.0112 S2 1.0094 1.0094 1.0154 S3 1.0024 1.0060 1.0148 S4 0.9954 0.9990 1.0129
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0197 1.0127 0.0070 0.7% 0.0013 0.1% 39% False False 20 10 1.0254 1.0127 0.0127 1.3% 0.0023 0.2% 21% False False 27 20 1.0254 1.0001 0.0253 2.5% 0.0019 0.2% 60% False False 29 40 1.0254 0.9845 0.0409 4.0% 0.0016 0.2% 76% False False 19
Crabel Price Patterns NR True NR4 True 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 0.0001 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0154 2.618 1.0154 1.618 1.0154 1.000 1.0154 0.618 1.0154 HIGH 1.0154 0.618 1.0154 0.500 1.0154 0.382 1.0154 LOW 1.0154 0.618 1.0154 1.000 1.0154 1.618 1.0154 2.618 1.0154 4.250 1.0154
Fisher Pivots for day following 24-Sep-2012 Pivot 1 day 3 day R1 1.0154 1.0154 PP 1.0154 1.0153 S1 1.0154 1.0153

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