CME Canadian Dollar Future June 2013

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Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary Previous Current 14-Sep-2012 17-Sep-2012 Change Change % Previous Week Open 1.0220 1.0182 -0.0038 -0.4% 1.0168 High 1.0232 1.0182 -0.0050 -0.5% 1.0254 Low 1.0220 1.0182 -0.0038 -0.4% 1.0155 Close 1.0232 1.0182 -0.0050 -0.5% 1.0232 Range 0.0012 0.0000 -0.0012 -100.0% 0.0099 ATR 0.0038 0.0039 0.0001 2.3% 0.0000 Volume 115 29 -86 -74.8% 173
Daily Pivots for day following 17-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0182 1.0182 1.0182 R3 1.0182 1.0182 1.0182 R2 1.0182 1.0182 1.0182 R1 1.0182 1.0182 1.0182 1.0182 PP 1.0182 1.0182 1.0182 1.0182 S1 1.0182 1.0182 1.0182 1.0182 S2 1.0182 1.0182 1.0182 S3 1.0182 1.0182 1.0182 S4 1.0182 1.0182 1.0182	Weekly Pivots for week ending 14-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0511 1.0470 1.0286 R3 1.0412 1.0371 1.0259 R2 1.0313 1.0313 1.0250 R1 1.0272 1.0272 1.0241 1.0293 PP 1.0214 1.0214 1.0214 1.0224 S1 1.0173 1.0173 1.0223 1.0194 S2 1.0115 1.0115 1.0214 S3 1.0016 1.0074 1.0205 S4 0.9917 0.9975 1.0178
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0254 1.0163 0.0091 0.9% 0.0033 0.3% 21% False False 34 10 1.0254 1.0021 0.0233 2.3% 0.0027 0.3% 69% False False 27 20 1.0254 0.9992 0.0262 2.6% 0.0020 0.2% 73% False False 29
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 10 trading days	Fibonacci Retracements and Extensions 4.250 1.0182 2.618 1.0182 1.618 1.0182 1.000 1.0182 0.618 1.0182 HIGH 1.0182 0.618 1.0182 0.500 1.0182 0.382 1.0182 LOW 1.0182 0.618 1.0182 1.000 1.0182 1.618 1.0182 2.618 1.0182 4.250 1.0182
Fisher Pivots for day following 17-Sep-2012 Pivot 1 day 3 day R1 1.0182 1.0209 PP 1.0182 1.0200 S1 1.0182 1.0191

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