CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary Previous Current 13-Nov-2012 14-Nov-2012 Change Change % Previous Week Open 0.9917 0.9902 -0.0015 -0.2% 0.9961 High 0.9919 0.9905 -0.0014 -0.1% 1.0028 Low 0.9915 0.9901 -0.0014 -0.1% 0.9900 Close 0.9919 0.9901 -0.0018 -0.2% 0.9928 Range 0.0004 0.0004 0.0000 0.0% 0.0128 ATR 0.0028 0.0028 -0.0001 -2.6% 0.0000 Volume 44 2 -42 -95.5% 101
Daily Pivots for day following 14-Nov-2012 Classic Woodie Camarilla DeMark R4 0.9914 0.9912 0.9903 R3 0.9910 0.9908 0.9902 R2 0.9906 0.9906 0.9902 R1 0.9904 0.9904 0.9901 0.9903 PP 0.9902 0.9902 0.9902 0.9902 S1 0.9900 0.9900 0.9901 0.9899 S2 0.9898 0.9898 0.9900 S3 0.9894 0.9896 0.9900 S4 0.9890 0.9892 0.9899	Weekly Pivots for week ending 09-Nov-2012 Classic Woodie Camarilla DeMark R4 1.0336 1.0260 0.9998 R3 1.0208 1.0132 0.9963 R2 1.0080 1.0080 0.9951 R1 1.0004 1.0004 0.9940 0.9978 PP 0.9952 0.9952 0.9952 0.9939 S1 0.9876 0.9876 0.9916 0.9850 S2 0.9824 0.9824 0.9905 S3 0.9696 0.9748 0.9893 S4 0.9568 0.9620 0.9858
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9943 0.9900 0.0043 0.4% 0.0010 0.1% 2% False False 29 10 1.0028 0.9900 0.0128 1.3% 0.0015 0.1% 1% False False 26
Crabel Price Patterns NR False 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 0.0003	Fibonacci Retracements and Extensions 4.250 0.9922 2.618 0.9915 1.618 0.9911 1.000 0.9909 0.618 0.9907 HIGH 0.9905 0.618 0.9903 0.500 0.9903 0.382 0.9903 LOW 0.9901 0.618 0.9899 1.000 0.9897 1.618 0.9895 2.618 0.9891 4.250 0.9884
Fisher Pivots for day following 14-Nov-2012 Pivot 1 day 3 day R1 0.9903 0.9918 PP 0.9902 0.9912 S1 0.9902 0.9907

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