CME Canadian Dollar Future December 2012

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Trading Metrics calculated at close of trading on 06-Apr-2012
Day Change Summary Previous Current 05-Apr-2012 06-Apr-2012 Change Change % Previous Week Open 0.9968 0.9967 -0.0001 0.0% 0.9995 High 1.0020 0.9967 -0.0053 -0.5% 1.0053 Low 0.9968 0.9967 -0.0001 0.0% 0.9967 Close 1.0006 0.9967 -0.0039 -0.4% 0.9967 Range 0.0052 0.0000 -0.0052 -100.0% 0.0086 ATR 0.0049 0.0048 -0.0001 -1.4% 0.0000 Volume 81 66 -15 -18.5% 594
Daily Pivots for day following 06-Apr-2012 Classic Woodie Camarilla DeMark R4 0.9967 0.9967 0.9967 R3 0.9967 0.9967 0.9967 R2 0.9967 0.9967 0.9967 R1 0.9967 0.9967 0.9967 0.9967 PP 0.9967 0.9967 0.9967 0.9967 S1 0.9967 0.9967 0.9967 0.9967 S2 0.9967 0.9967 0.9967 S3 0.9967 0.9967 0.9967 S4 0.9967 0.9967 0.9967	Weekly Pivots for week ending 06-Apr-2012 Classic Woodie Camarilla DeMark R4 1.0254 1.0196 1.0014 R3 1.0168 1.0110 0.9991 R2 1.0082 1.0082 0.9983 R1 1.0024 1.0024 0.9975 1.0010 PP 0.9996 0.9996 0.9996 0.9989 S1 0.9938 0.9938 0.9959 0.9924 S2 0.9910 0.9910 0.9951 S3 0.9824 0.9852 0.9943 S4 0.9738 0.9766 0.9920
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0053 0.9967 0.0086 0.9% 0.0031 0.3% 0% False True 118 10 1.0053 0.9922 0.0131 1.3% 0.0033 0.3% 34% False False 111 20 1.0078 0.9914 0.0164 1.6% 0.0032 0.3% 32% False False 151 40 1.0086 0.9900 0.0186 1.9% 0.0033 0.3% 36% False False 164
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.0000 Narrowest range in 47 trading days	Fibonacci Retracements and Extensions 4.250 0.9967 2.618 0.9967 1.618 0.9967 1.000 0.9967 0.618 0.9967 HIGH 0.9967 0.618 0.9967 0.500 0.9967 0.382 0.9967 LOW 0.9967 0.618 0.9967 1.000 0.9967 1.618 0.9967 2.618 0.9967 4.250 0.9967
Fisher Pivots for day following 06-Apr-2012 Pivot 1 day 3 day R1 0.9967 0.9994 PP 0.9967 0.9985 S1 0.9967 0.9976

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