CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary Previous Current 04-Dec-2012 05-Dec-2012 Change Change % Previous Week Open 1.0015 1.0020 0.0005 0.0% 0.9987 High 1.0015 1.0025 0.0010 0.1% 1.0023 Low 1.0007 1.0020 0.0013 0.1% 0.9987 Close 1.0007 1.0025 0.0018 0.2% 1.0004 Range 0.0008 0.0005 -0.0003 -37.5% 0.0036 ATR 0.0026 0.0026 -0.0001 -2.3% 0.0000 Volume 29 2 -27 -93.1% 97
Daily Pivots for day following 05-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0038 1.0037 1.0028 R3 1.0033 1.0032 1.0026 R2 1.0028 1.0028 1.0026 R1 1.0027 1.0027 1.0025 1.0028 PP 1.0023 1.0023 1.0023 1.0024 S1 1.0022 1.0022 1.0025 1.0023 S2 1.0018 1.0018 1.0024 S3 1.0013 1.0017 1.0024 S4 1.0008 1.0012 1.0022	Weekly Pivots for week ending 30-Nov-2012 Classic Woodie Camarilla DeMark R4 1.0113 1.0094 1.0024 R3 1.0077 1.0058 1.0014 R2 1.0041 1.0041 1.0011 R1 1.0022 1.0022 1.0007 1.0032 PP 1.0005 1.0005 1.0005 1.0009 S1 0.9986 0.9986 1.0001 0.9996 S2 0.9969 0.9969 0.9997 S3 0.9933 0.9950 0.9994 S4 0.9897 0.9914 0.9984
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0025 0.9986 0.0039 0.4% 0.0011 0.1% 100% True False 9 10 1.0025 0.9968 0.0057 0.6% 0.0014 0.1% 100% True False 17 20 1.0028 0.9899 0.0129 1.3% 0.0017 0.2% 98% False False 23
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0001 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0046 2.618 1.0038 1.618 1.0033 1.000 1.0030 0.618 1.0028 HIGH 1.0025 0.618 1.0023 0.500 1.0023 0.382 1.0022 LOW 1.0020 0.618 1.0017 1.000 1.0015 1.618 1.0012 2.618 1.0007 4.250 0.9999
Fisher Pivots for day following 05-Dec-2012 Pivot 1 day 3 day R1 1.0024 1.0019 PP 1.0023 1.0012 S1 1.0023 1.0006

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