CME Canadian Dollar Future September 2013

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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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