CME Canadian Dollar Future September 2012

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Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary Previous Current 10-Feb-2012 13-Feb-2012 Change Change % Previous Week Open 0.9963 0.9943 -0.0020 -0.2% 0.9974 High 0.9963 0.9963 0.0000 0.0% 1.0020 Low 0.9927 0.9943 0.0016 0.2% 0.9927 Close 0.9927 0.9961 0.0034 0.3% 0.9927 Range 0.0036 0.0020 -0.0016 -44.4% 0.0093 ATR 0.0045 0.0044 -0.0001 -1.4% 0.0000 Volume 63 50 -13 -20.6% 281
Daily Pivots for day following 13-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0016 1.0008 0.9972 R3 0.9996 0.9988 0.9967 R2 0.9976 0.9976 0.9965 R1 0.9968 0.9968 0.9963 0.9972 PP 0.9956 0.9956 0.9956 0.9958 S1 0.9948 0.9948 0.9959 0.9952 S2 0.9936 0.9936 0.9957 S3 0.9916 0.9928 0.9956 S4 0.9896 0.9908 0.9950	Weekly Pivots for week ending 10-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0237 1.0175 0.9978 R3 1.0144 1.0082 0.9953 R2 1.0051 1.0051 0.9944 R1 0.9989 0.9989 0.9936 0.9974 PP 0.9958 0.9958 0.9958 0.9950 S1 0.9896 0.9896 0.9918 0.9881 S2 0.9865 0.9865 0.9910 S3 0.9772 0.9803 0.9901 S4 0.9679 0.9710 0.9876
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0020 0.9927 0.0093 0.9% 0.0023 0.2% 37% False False 28 10 1.0020 0.9917 0.0103 1.0% 0.0028 0.3% 43% False False 37 20 1.0020 0.9791 0.0229 2.3% 0.0027 0.3% 74% False False 24
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 0.0003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0048 2.618 1.0015 1.618 0.9995 1.000 0.9983 0.618 0.9975 HIGH 0.9963 0.618 0.9955 0.500 0.9953 0.382 0.9951 LOW 0.9943 0.618 0.9931 1.000 0.9923 1.618 0.9911 2.618 0.9891 4.250 0.9858
Fisher Pivots for day following 13-Feb-2012 Pivot 1 day 3 day R1 0.9958 0.9969 PP 0.9956 0.9966 S1 0.9953 0.9964

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