CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 19-Oct-2012

Day Change Summary
	Previous	Current
	18-Oct-2012	19-Oct-2012	Change	Change %	Previous Week
Open	1.0124	1.0090	-0.0034	-0.3%	1.0156
High	1.0126	1.0090	-0.0036	-0.4%	1.0169
Low	1.0089	1.0008	-0.0081	-0.8%	1.0008
Close	1.0089	1.0008	-0.0081	-0.8%	1.0008
Range	0.0037	0.0082	0.0045	121.6%	0.0161
ATR	0.0044	0.0047	0.0003	6.1%	0.0000
Volume	13	12	-1	-7.7%	91

Daily Pivots for day following 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0281	1.0227	1.0053
R3	1.0199	1.0145	1.0031
R2	1.0117	1.0117	1.0023
R1	1.0063	1.0063	1.0016	1.0049
PP	1.0035	1.0035	1.0035	1.0029
S1	0.9981	0.9981	1.0000	0.9967
S2	0.9953	0.9953	0.9993
S3	0.9871	0.9899	0.9985
S4	0.9789	0.9817	0.9963

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0545	1.0437	1.0097
R3	1.0384	1.0276	1.0052
R2	1.0223	1.0223	1.0038
R1	1.0115	1.0115	1.0023	1.0089
PP	1.0062	1.0062	1.0062	1.0048
S1	0.9954	0.9954	0.9993	0.9928
S2	0.9901	0.9901	0.9978
S3	0.9740	0.9793	0.9964
S4	0.9579	0.9632	0.9919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0169	1.0008	0.0161	1.6%	0.0040	0.4%	0%	False	True	18
10	1.0186	1.0008	0.0178	1.8%	0.0025	0.3%	0%	False	True	27
20	1.0200	1.0008	0.0192	1.9%	0.0023	0.2%	0%	False	True	24
40	1.0254	1.0001	0.0253	2.5%	0.0021	0.2%	3%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1.0439
2.618	1.0305
1.618	1.0223
1.000	1.0172
0.618	1.0141
HIGH	1.0090
0.618	1.0059
0.500	1.0049
0.382	1.0039
LOW	1.0008
0.618	0.9957
1.000	0.9926
1.618	0.9875
2.618	0.9793
4.250	0.9660

Fisher Pivots for day following 19-Oct-2012
Pivot	1 day	3 day
R1	1.0049	1.0089
PP	1.0035	1.0062
S1	1.0022	1.0035

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

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