CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary Previous Current 26-Dec-2012 27-Dec-2012 Change Change % Previous Week Open 1.0007 0.9988 -0.0019 -0.2% 1.0104 High 1.0007 0.9992 -0.0015 -0.1% 1.0104 Low 0.9995 0.9988 -0.0007 -0.1% 0.9994 Close 0.9995 0.9989 -0.0006 -0.1% 0.9994 Range 0.0012 0.0004 -0.0008 -66.7% 0.0110 ATR 0.0027 0.0026 -0.0001 -5.3% 0.0000 Volume 2 5 3 150.0% 54
Daily Pivots for day following 27-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0002 0.9999 0.9991 R3 0.9998 0.9995 0.9990 R2 0.9994 0.9994 0.9990 R1 0.9991 0.9991 0.9989 0.9993 PP 0.9990 0.9990 0.9990 0.9990 S1 0.9987 0.9987 0.9989 0.9989 S2 0.9986 0.9986 0.9988 S3 0.9982 0.9983 0.9988 S4 0.9978 0.9979 0.9987	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 1.0065 0.9988 0.0077 0.8% 0.0007 0.1% 1% False True 9 10 1.0104 0.9988 0.0116 1.2% 0.0007 0.1% 1% False True 11 20 1.0104 0.9986 0.0118 1.2% 0.0010 0.1% 3% False False 11 40 1.0104 0.9899 0.0205 2.1% 0.0012 0.1% 44% False 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 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0009 2.618 1.0002 1.618 0.9998 1.000 0.9996 0.618 0.9994 HIGH 0.9992 0.618 0.9990 0.500 0.9990 0.382 0.9990 LOW 0.9988 0.618 0.9986 1.000 0.9984 1.618 0.9982 2.618 0.9978 4.250 0.9971
Fisher Pivots for day following 27-Dec-2012 Pivot 1 day 3 day R1 0.9990 1.0009 PP 0.9990 1.0002 S1 0.9989 0.9996

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