CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary Previous Current 24-Dec-2012 26-Dec-2012 Change Change % Previous Week Open 1.0029 1.0007 -0.0022 -0.2% 1.0104 High 1.0030 1.0007 -0.0023 -0.2% 1.0104 Low 1.0029 0.9995 -0.0034 -0.3% 0.9994 Close 1.0030 0.9995 -0.0035 -0.3% 0.9994 Range 0.0001 0.0012 0.0011 1,100.0% 0.0110 ATR 0.0027 0.0027 0.0001 2.3% 0.0000 Volume 16 2 -14 -87.5% 54
Daily Pivots for day following 26-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0035 1.0027 1.0002 R3 1.0023 1.0015 0.9998 R2 1.0011 1.0011 0.9997 R1 1.0003 1.0003 0.9996 1.0001 PP 0.9999 0.9999 0.9999 0.9998 S1 0.9991 0.9991 0.9994 0.9989 S2 0.9987 0.9987 0.9993 S3 0.9975 0.9979 0.9992 S4 0.9963 0.9967 0.9988	Weekly Pivots for week ending 21-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0361 1.0287 1.0055 R3 1.0251 1.0177 1.0024 R2 1.0141 1.0141 1.0014 R1 1.0067 1.0067 1.0004 1.0049 PP 1.0031 1.0031 1.0031 1.0022 S1 0.9957 0.9957 0.9984 0.9939 S2 0.9921 0.9921 0.9974 S3 0.9811 0.9847 0.9964 S4 0.9701 0.9737 0.9934
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0070 0.9994 0.0076 0.8% 0.0010 0.1% 1% False False 8 10 1.0104 0.9994 0.0110 1.1% 0.0007 0.1% 1% False False 12 20 1.0104 0.9986 0.0118 1.2% 0.0010 0.1% 8% False False 14 40 1.0104 0.9899 0.0205 2.1% 0.0013 0.1% 47% False False 19
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0058 2.618 1.0038 1.618 1.0026 1.000 1.0019 0.618 1.0014 HIGH 1.0007 0.618 1.0002 0.500 1.0001 0.382 1.0000 LOW 0.9995 0.618 0.9988 1.000 0.9983 1.618 0.9976 2.618 0.9964 4.250 0.9944
Fisher Pivots for day following 26-Dec-2012 Pivot 1 day 3 day R1 1.0001 1.0012 PP 0.9999 1.0006 S1 0.9997 1.0001

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