CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 24-Dec-2012

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	1.0056	1.0042	-0.0014	-0.1%	1.0115
High	1.0063	1.0055	-0.0008	-0.1%	1.0120
Low	1.0009	1.0034	0.0025	0.2%	1.0009
Close	1.0018	1.0053	0.0035	0.3%	1.0018
Range	0.0054	0.0021	-0.0033	-61.1%	0.0111
ATR	0.0031	0.0031	0.0000	1.5%	0.0000
Volume	67	216	149	222.4%	356

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0110	1.0103	1.0065
R3	1.0089	1.0082	1.0059
R2	1.0068	1.0068	1.0057
R1	1.0061	1.0061	1.0055	1.0065
PP	1.0047	1.0047	1.0047	1.0049
S1	1.0040	1.0040	1.0051	1.0044
S2	1.0026	1.0026	1.0049
S3	1.0005	1.0019	1.0047
S4	0.9984	0.9998	1.0041

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0382	1.0311	1.0079
R3	1.0271	1.0200	1.0049
R2	1.0160	1.0160	1.0038
R1	1.0089	1.0089	1.0028	1.0069
PP	1.0049	1.0049	1.0049	1.0039
S1	0.9978	0.9978	1.0008	0.9958
S2	0.9938	0.9938	0.9998
S3	0.9827	0.9867	0.9987
S4	0.9716	0.9756	0.9957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0120	1.0009	0.0111	1.1%	0.0027	0.3%	40%	False	False	110
10	1.0131	1.0009	0.0122	1.2%	0.0021	0.2%	36%	False	False	78
20	1.0131	1.0008	0.0123	1.2%	0.0021	0.2%	37%	False	False	67
40	1.0131	0.9900	0.0231	2.3%	0.0021	0.2%	66%	False	False	57
60	1.0200	0.9900	0.0300	3.0%	0.0023	0.2%	51%	False	False	48
80	1.0254	0.9900	0.0354	3.5%	0.0022	0.2%	43%	False	False	42
100	1.0254	0.9862	0.0392	3.9%	0.0021	0.2%	49%	False	False	38

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0144
2.618	1.0110
1.618	1.0089
1.000	1.0076
0.618	1.0068
HIGH	1.0055
0.618	1.0047
0.500	1.0045
0.382	1.0042
LOW	1.0034
0.618	1.0021
1.000	1.0013
1.618	1.0000
2.618	0.9979
4.250	0.9945

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	1.0050	1.0052
PP	1.0047	1.0050
S1	1.0045	1.0049

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

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