CME Canadian Dollar Future June 2013

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Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary Previous Current 05-Oct-2012 08-Oct-2012 Change Change % Previous Week Open 1.0130 1.0186 0.0056 0.6% 1.0120 High 1.0200 1.0186 -0.0014 -0.1% 1.0200 Low 1.0130 1.0186 0.0056 0.6% 1.0058 Close 1.0150 1.0186 0.0036 0.4% 1.0150 Range 0.0070 0.0000 -0.0070 -100.0% 0.0142 ATR 0.0038 0.0038 0.0000 -0.4% 0.0000 Volume 25 21 -4 -16.0% 31
Daily Pivots for day following 08-Oct-2012 Classic Woodie Camarilla DeMark R4 1.0186 1.0186 1.0186 R3 1.0186 1.0186 1.0186 R2 1.0186 1.0186 1.0186 R1 1.0186 1.0186 1.0186 1.0186 PP 1.0186 1.0186 1.0186 1.0186 S1 1.0186 1.0186 1.0186 1.0186 S2 1.0186 1.0186 1.0186 S3 1.0186 1.0186 1.0186 S4 1.0186 1.0186 1.0186	Weekly Pivots for week ending 05-Oct-2012 Classic Woodie Camarilla DeMark R4 1.0562 1.0498 1.0228 R3 1.0420 1.0356 1.0189 R2 1.0278 1.0278 1.0176 R1 1.0214 1.0214 1.0163 1.0246 PP 1.0136 1.0136 1.0136 1.0152 S1 1.0072 1.0072 1.0137 1.0104 S2 0.9994 0.9994 1.0124 S3 0.9852 0.9930 1.0111 S4 0.9710 0.9788 1.0072
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0200 1.0058 0.0142 1.4% 0.0026 0.3% 90% False False 10 10 1.0200 1.0058 0.0142 1.4% 0.0020 0.2% 90% False False 22 20 1.0254 1.0058 0.0196 1.9% 0.0022 0.2% 65% False False 24 40 1.0254 0.9992 0.0262 2.6% 0.0018 0.2% 74% 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 0.0002 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0186 2.618 1.0186 1.618 1.0186 1.000 1.0186 0.618 1.0186 HIGH 1.0186 0.618 1.0186 0.500 1.0186 0.382 1.0186 LOW 1.0186 0.618 1.0186 1.000 1.0186 1.618 1.0186 2.618 1.0186 4.250 1.0186
Fisher Pivots for day following 08-Oct-2012 Pivot 1 day 3 day R1 1.0186 1.0170 PP 1.0186 1.0154 S1 1.0186 1.0138

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