CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary Previous Current 11-Dec-2012 12-Dec-2012 Change Change % Previous Week Open 1.0070 1.0097 0.0027 0.3% 1.0008 High 1.0071 1.0097 0.0026 0.3% 1.0058 Low 1.0070 1.0097 0.0027 0.3% 0.9986 Close 1.0071 1.0097 0.0026 0.3% 1.0038 Range 0.0001 0.0000 -0.0001 -100.0% 0.0072 ATR 0.0025 0.0026 0.0000 0.1% 0.0000 Volume 15 17 2 13.3% 59
Daily Pivots for day following 12-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0097 1.0097 1.0097 R3 1.0097 1.0097 1.0097 R2 1.0097 1.0097 1.0097 R1 1.0097 1.0097 1.0097 1.0097 PP 1.0097 1.0097 1.0097 1.0097 S1 1.0097 1.0097 1.0097 1.0097 S2 1.0097 1.0097 1.0097 S3 1.0097 1.0097 1.0097 S4 1.0097 1.0097 1.0097	Weekly Pivots for week ending 07-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0243 1.0213 1.0078 R3 1.0171 1.0141 1.0058 R2 1.0099 1.0099 1.0051 R1 1.0069 1.0069 1.0045 1.0084 PP 1.0027 1.0027 1.0027 1.0035 S1 0.9997 0.9997 1.0031 1.0012 S2 0.9955 0.9955 1.0025 S3 0.9883 0.9925 1.0018 S4 0.9811 0.9853 0.9998
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0097 1.0008 0.0089 0.9% 0.0014 0.1% 100% True False 13 10 1.0097 0.9986 0.0111 1.1% 0.0012 0.1% 100% True False 11 20 1.0097 0.9899 0.0198 2.0% 0.0014 0.1% 100% True False 19
Crabel Price Patterns NR True 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 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0097 2.618 1.0097 1.618 1.0097 1.000 1.0097 0.618 1.0097 HIGH 1.0097 0.618 1.0097 0.500 1.0097 0.382 1.0097 LOW 1.0097 0.618 1.0097 1.000 1.0097 1.618 1.0097 2.618 1.0097 4.250 1.0097
Fisher Pivots for day following 12-Dec-2012 Pivot 1 day 3 day R1 1.0097 1.0092 PP 1.0097 1.0087 S1 1.0097 1.0082

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