CME Canadian Dollar Future June 2013

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Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary Previous Current 27-Sep-2012 28-Sep-2012 Change Change % Previous Week Open 1.0107 1.0103 -0.0004 0.0% 1.0154 High 1.0133 1.0103 -0.0030 -0.3% 1.0154 Low 1.0089 1.0103 0.0014 0.1% 1.0085 Close 1.0133 1.0103 -0.0030 -0.3% 1.0103 Range 0.0044 0.0000 -0.0044 -100.0% 0.0069 ATR 0.0034 0.0034 0.0000 -0.9% 0.0000 Volume 42 42 0 0.0% 172
Daily Pivots for day following 28-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0103 1.0103 1.0103 R3 1.0103 1.0103 1.0103 R2 1.0103 1.0103 1.0103 R1 1.0103 1.0103 1.0103 1.0103 PP 1.0103 1.0103 1.0103 1.0103 S1 1.0103 1.0103 1.0103 1.0103 S2 1.0103 1.0103 1.0103 S3 1.0103 1.0103 1.0103 S4 1.0103 1.0103 1.0103	Weekly Pivots for week ending 28-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0321 1.0281 1.0141 R3 1.0252 1.0212 1.0122 R2 1.0183 1.0183 1.0116 R1 1.0143 1.0143 1.0109 1.0129 PP 1.0114 1.0114 1.0114 1.0107 S1 1.0074 1.0074 1.0097 1.0060 S2 1.0045 1.0045 1.0090 S3 0.9976 1.0005 1.0084 S4 0.9907 0.9936 1.0065
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0154 1.0085 0.0069 0.7% 0.0012 0.1% 26% False False 34 10 1.0197 1.0085 0.0112 1.1% 0.0013 0.1% 16% False False 30 20 1.0254 1.0021 0.0233 2.3% 0.0020 0.2% 35% False False 27 40 1.0254 0.9862 0.0392 3.9% 0.0017 0.2% 61% False False 23
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0003 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0103 2.618 1.0103 1.618 1.0103 1.000 1.0103 0.618 1.0103 HIGH 1.0103 0.618 1.0103 0.500 1.0103 0.382 1.0103 LOW 1.0103 0.618 1.0103 1.000 1.0103 1.618 1.0103 2.618 1.0103 4.250 1.0103
Fisher Pivots for day following 28-Sep-2012 Pivot 1 day 3 day R1 1.0103 1.0109 PP 1.0103 1.0107 S1 1.0103 1.0105

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