CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 28-Nov-2012

Day Change Summary
	Previous	Current
	27-Nov-2012	28-Nov-2012	Change	Change %	Previous Week
Open	1.0012	1.0010	-0.0002	0.0%	0.9958
High	1.0023	1.0010	-0.0013	-0.1%	1.0016
Low	0.9988	1.0008	0.0020	0.2%	0.9951
Close	0.9991	1.0008	0.0017	0.2%	1.0016
Range	0.0035	0.0002	-0.0033	-94.3%	0.0065
ATR	0.0030	0.0029	-0.0001	-2.6%	0.0000
Volume	1	77	76	7,600.0%	129

Daily Pivots for day following 28-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0015	1.0013	1.0009
R3	1.0013	1.0011	1.0009
R2	1.0011	1.0011	1.0008
R1	1.0009	1.0009	1.0008	1.0009
PP	1.0009	1.0009	1.0009	1.0009
S1	1.0007	1.0007	1.0008	1.0007
S2	1.0007	1.0007	1.0008
S3	1.0005	1.0005	1.0007
S4	1.0003	1.0003	1.0007

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0189	1.0168	1.0052
R3	1.0124	1.0103	1.0034
R2	1.0059	1.0059	1.0028
R1	1.0038	1.0038	1.0022	1.0049
PP	0.9994	0.9994	0.9994	1.0000
S1	0.9973	0.9973	1.0010	0.9984
S2	0.9929	0.9929	1.0004
S3	0.9864	0.9908	0.9998
S4	0.9799	0.9843	0.9980

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0023	0.9968	0.0055	0.5%	0.0016	0.2%	73%	False	False	26
10	1.0023	0.9899	0.0124	1.2%	0.0015	0.2%	88%	False	False	27
20	1.0028	0.9899	0.0129	1.3%	0.0015	0.1%	84%	False	False	26

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0019
2.618	1.0015
1.618	1.0013
1.000	1.0012
0.618	1.0011
HIGH	1.0010
0.618	1.0009
0.500	1.0009
0.382	1.0009
LOW	1.0008
0.618	1.0007
1.000	1.0006
1.618	1.0005
2.618	1.0003
4.250	1.0000

Fisher Pivots for day following 28-Nov-2012
Pivot	1 day	3 day
R1	1.0009	1.0007
PP	1.0009	1.0006
S1	1.0008	1.0005

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

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