CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary Previous Current 14-Nov-2012 15-Nov-2012 Change Change % Previous Week Open 0.9902 0.9920 0.0018 0.2% 0.9961 High 0.9905 0.9920 0.0015 0.2% 1.0028 Low 0.9901 0.9914 0.0013 0.1% 0.9900 Close 0.9901 0.9915 0.0014 0.1% 0.9928 Range 0.0004 0.0006 0.0002 50.0% 0.0128 ATR 0.0028 0.0027 -0.0001 -2.2% 0.0000 Volume 2 54 52 2,600.0% 101
Daily Pivots for day following 15-Nov-2012 Classic Woodie Camarilla DeMark R4 0.9934 0.9931 0.9918 R3 0.9928 0.9925 0.9917 R2 0.9922 0.9922 0.9916 R1 0.9919 0.9919 0.9916 0.9918 PP 0.9916 0.9916 0.9916 0.9916 S1 0.9913 0.9913 0.9914 0.9912 S2 0.9910 0.9910 0.9914 S3 0.9904 0.9907 0.9913 S4 0.9898 0.9901 0.9912	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 0.9935 0.9900 0.0035 0.4% 0.0009 0.1% 43% False False 30 10 1.0028 0.9900 0.0128 1.3% 0.0015 0.2% 12% False False 28
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 4 trading days	Fibonacci Retracements and Extensions 4.250 0.9946 2.618 0.9936 1.618 0.9930 1.000 0.9926 0.618 0.9924 HIGH 0.9920 0.618 0.9918 0.500 0.9917 0.382 0.9916 LOW 0.9914 0.618 0.9910 1.000 0.9908 1.618 0.9904 2.618 0.9898 4.250 0.9889
Fisher Pivots for day following 15-Nov-2012 Pivot 1 day 3 day R1 0.9917 0.9914 PP 0.9916 0.9912 S1 0.9916 0.9911

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