CME Canadian Dollar Future June 2013

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Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary Previous Current 29-Oct-2012 30-Oct-2012 Change Change % Previous Week Open 0.9938 0.9950 0.0012 0.1% 1.0008 High 0.9938 0.9955 0.0017 0.2% 1.0050 Low 0.9938 0.9950 0.0012 0.1% 0.9956 Close 0.9938 0.9955 0.0017 0.2% 0.9956 Range 0.0000 0.0005 0.0005 0.0094 ATR 0.0041 0.0040 -0.0002 -4.2% 0.0000 Volume 6 3 -3 -50.0% 262
Daily Pivots for day following 30-Oct-2012 Classic Woodie Camarilla DeMark R4 0.9968 0.9967 0.9958 R3 0.9963 0.9962 0.9956 R2 0.9958 0.9958 0.9956 R1 0.9957 0.9957 0.9955 0.9958 PP 0.9953 0.9953 0.9953 0.9954 S1 0.9952 0.9952 0.9955 0.9953 S2 0.9948 0.9948 0.9954 S3 0.9943 0.9947 0.9954 S4 0.9938 0.9942 0.9952	Weekly Pivots for week ending 26-Oct-2012 Classic Woodie Camarilla DeMark R4 1.0269 1.0207 1.0008 R3 1.0175 1.0113 0.9982 R2 1.0081 1.0081 0.9973 R1 1.0019 1.0019 0.9965 1.0003 PP 0.9987 0.9987 0.9987 0.9980 S1 0.9925 0.9925 0.9947 0.9909 S2 0.9893 0.9893 0.9939 S3 0.9799 0.9831 0.9930 S4 0.9705 0.9737 0.9904
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0050 0.9938 0.0112 1.1% 0.0018 0.2% 15% False False 23 10 1.0169 0.9938 0.0231 2.3% 0.0035 0.3% 7% False False 31 20 1.0200 0.9938 0.0262 2.6% 0.0027 0.3% 6% False False 28 40 1.0254 0.9938 0.0316 3.2% 0.0023 0.2% 5% False False 28 60 1.0254 0.9938 0.0316 3.2% 0.0020 0.2% 5% False False 25
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.0003 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9976 2.618 0.9968 1.618 0.9963 1.000 0.9960 0.618 0.9958 HIGH 0.9955 0.618 0.9953 0.500 0.9953 0.382 0.9952 LOW 0.9950 0.618 0.9947 1.000 0.9945 1.618 0.9942 2.618 0.9937 4.250 0.9929
Fisher Pivots for day following 30-Oct-2012 Pivot 1 day 3 day R1 0.9954 0.9964 PP 0.9953 0.9961 S1 0.9953 0.9958

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