CME Canadian Dollar Future June 2013

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Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary Previous Current 11-Oct-2012 12-Oct-2012 Change Change % Previous Week Open 1.0163 1.0144 -0.0019 -0.2% 1.0186 High 1.0163 1.0144 -0.0019 -0.2% 1.0186 Low 1.0150 1.0144 -0.0006 -0.1% 1.0129 Close 1.0150 1.0144 -0.0006 -0.1% 1.0144 Range 0.0013 0.0000 -0.0013 -100.0% 0.0057 ATR 0.0037 0.0035 -0.0002 -6.0% 0.0000 Volume 3 138 135 4,500.0% 188
Daily Pivots for day following 12-Oct-2012 Classic Woodie Camarilla DeMark R4 1.0144 1.0144 1.0144 R3 1.0144 1.0144 1.0144 R2 1.0144 1.0144 1.0144 R1 1.0144 1.0144 1.0144 1.0144 PP 1.0144 1.0144 1.0144 1.0144 S1 1.0144 1.0144 1.0144 1.0144 S2 1.0144 1.0144 1.0144 S3 1.0144 1.0144 1.0144 S4 1.0144 1.0144 1.0144	Weekly Pivots for week ending 12-Oct-2012 Classic Woodie Camarilla DeMark R4 1.0324 1.0291 1.0175 R3 1.0267 1.0234 1.0160 R2 1.0210 1.0210 1.0154 R1 1.0177 1.0177 1.0149 1.0165 PP 1.0153 1.0153 1.0153 1.0147 S1 1.0120 1.0120 1.0139 1.0108 S2 1.0096 1.0096 1.0134 S3 1.0039 1.0063 1.0128 S4 0.9982 1.0006 1.0113
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0186 1.0129 0.0057 0.6% 0.0010 0.1% 26% False False 37 10 1.0200 1.0058 0.0142 1.4% 0.0019 0.2% 61% False False 21 20 1.0200 1.0058 0.0142 1.4% 0.0016 0.2% 61% False False 25 40 1.0254 0.9992 0.0262 2.6% 0.0018 0.2% 58% False False 27
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0144 2.618 1.0144 1.618 1.0144 1.000 1.0144 0.618 1.0144 HIGH 1.0144 0.618 1.0144 0.500 1.0144 0.382 1.0144 LOW 1.0144 0.618 1.0144 1.000 1.0144 1.618 1.0144 2.618 1.0144 4.250 1.0144
Fisher Pivots for day following 12-Oct-2012 Pivot 1 day 3 day R1 1.0144 1.0146 PP 1.0144 1.0145 S1 1.0144 1.0145

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