CME Canadian Dollar Future June 2013

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Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary Previous Current 10-Oct-2012 11-Oct-2012 Change Change % Previous Week Open 1.0150 1.0163 0.0013 0.1% 1.0120 High 1.0150 1.0163 0.0013 0.1% 1.0200 Low 1.0129 1.0150 0.0021 0.2% 1.0058 Close 1.0129 1.0150 0.0021 0.2% 1.0150 Range 0.0021 0.0013 -0.0008 -38.1% 0.0142 ATR 0.0038 0.0037 0.0000 -0.7% 0.0000 Volume 5 3 -2 -40.0% 31
Daily Pivots for day following 11-Oct-2012 Classic Woodie Camarilla DeMark R4 1.0193 1.0185 1.0157 R3 1.0180 1.0172 1.0154 R2 1.0167 1.0167 1.0152 R1 1.0159 1.0159 1.0151 1.0157 PP 1.0154 1.0154 1.0154 1.0153 S1 1.0146 1.0146 1.0149 1.0144 S2 1.0141 1.0141 1.0148 S3 1.0128 1.0133 1.0146 S4 1.0115 1.0120 1.0143	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 1.0129 0.0071 0.7% 0.0024 0.2% 30% False False 15 10 1.0200 1.0058 0.0142 1.4% 0.0019 0.2% 65% False False 12 20 1.0232 1.0058 0.0174 1.7% 0.0016 0.2% 53% False False 24 40 1.0254 0.9992 0.0262 2.6% 0.0019 0.2% 60% 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 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0218 2.618 1.0197 1.618 1.0184 1.000 1.0176 0.618 1.0171 HIGH 1.0163 0.618 1.0158 0.500 1.0157 0.382 1.0155 LOW 1.0150 0.618 1.0142 1.000 1.0137 1.618 1.0129 2.618 1.0116 4.250 1.0095
Fisher Pivots for day following 11-Oct-2012 Pivot 1 day 3 day R1 1.0157 1.0149 PP 1.0154 1.0149 S1 1.0152 1.0148

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