CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary Previous Current 19-Dec-2012 20-Dec-2012 Change Change % Previous Week Open 1.0063 1.0065 0.0002 0.0% 1.0066 High 1.0070 1.0065 -0.0005 0.0% 1.0097 Low 1.0055 1.0065 0.0010 0.1% 1.0066 Close 1.0060 1.0065 0.0005 0.0% 1.0071 Range 0.0015 0.0000 -0.0015 -100.0% 0.0031 ATR 0.0024 0.0022 -0.0001 -5.6% 0.0000 Volume 3 21 18 600.0% 75
Daily Pivots for day following 20-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0065 1.0065 1.0065 R3 1.0065 1.0065 1.0065 R2 1.0065 1.0065 1.0065 R1 1.0065 1.0065 1.0065 1.0065 PP 1.0065 1.0065 1.0065 1.0065 S1 1.0065 1.0065 1.0065 1.0065 S2 1.0065 1.0065 1.0065 S3 1.0065 1.0065 1.0065 S4 1.0065 1.0065 1.0065	Weekly Pivots for week ending 14-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0171 1.0152 1.0088 R3 1.0140 1.0121 1.0080 R2 1.0109 1.0109 1.0077 R1 1.0090 1.0090 1.0074 1.0100 PP 1.0078 1.0078 1.0078 1.0083 S1 1.0059 1.0059 1.0068 1.0069 S2 1.0047 1.0047 1.0065 S3 1.0016 1.0028 1.0062 S4 0.9985 0.9997 1.0054
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0104 1.0055 0.0049 0.5% 0.0007 0.1% 20% False False 15 10 1.0104 1.0008 0.0096 1.0% 0.0009 0.1% 59% False False 14 20 1.0104 0.9982 0.0122 1.2% 0.0012 0.1% 68% False False 15
Crabel Price Patterns NR True NR4 True NR5 True 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 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0065 2.618 1.0065 1.618 1.0065 1.000 1.0065 0.618 1.0065 HIGH 1.0065 0.618 1.0065 0.500 1.0065 0.382 1.0065 LOW 1.0065 0.618 1.0065 1.000 1.0065 1.618 1.0065 2.618 1.0065 4.250 1.0065
Fisher Pivots for day following 20-Dec-2012 Pivot 1 day 3 day R1 1.0065 1.0070 PP 1.0065 1.0068 S1 1.0065 1.0067

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