CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary Previous Current 03-Dec-2012 04-Dec-2012 Change Change % Previous Week Open 1.0008 1.0015 0.0007 0.1% 0.9987 High 1.0008 1.0015 0.0007 0.1% 1.0023 Low 0.9986 1.0007 0.0021 0.2% 0.9987 Close 0.9987 1.0007 0.0020 0.2% 1.0004 Range 0.0022 0.0008 -0.0014 -63.6% 0.0036 ATR 0.0026 0.0026 0.0000 0.5% 0.0000 Volume 3 29 26 866.7% 97
Daily Pivots for day following 04-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0034 1.0028 1.0011 R3 1.0026 1.0020 1.0009 R2 1.0018 1.0018 1.0008 R1 1.0012 1.0012 1.0008 1.0011 PP 1.0010 1.0010 1.0010 1.0009 S1 1.0004 1.0004 1.0006 1.0003 S2 1.0002 1.0002 1.0006 S3 0.9994 0.9996 1.0005 S4 0.9986 0.9988 1.0003	Weekly Pivots for week ending 30-Nov-2012 Classic Woodie Camarilla DeMark R4 1.0113 1.0094 1.0024 R3 1.0077 1.0058 1.0014 R2 1.0041 1.0041 1.0011 R1 1.0022 1.0022 1.0007 1.0032 PP 1.0005 1.0005 1.0005 1.0009 S1 0.9986 0.9986 1.0001 0.9996 S2 0.9969 0.9969 0.9997 S3 0.9933 0.9950 0.9994 S4 0.9897 0.9914 0.9984
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0015 0.9986 0.0029 0.3% 0.0010 0.1% 72% True False 24 10 1.0023 0.9951 0.0072 0.7% 0.0015 0.1% 78% False False 25 20 1.0028 0.9899 0.0129 1.3% 0.0016 0.2% 84% 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 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0049 2.618 1.0036 1.618 1.0028 1.000 1.0023 0.618 1.0020 HIGH 1.0015 0.618 1.0012 0.500 1.0011 0.382 1.0010 LOW 1.0007 0.618 1.0002 1.000 0.9999 1.618 0.9994 2.618 0.9986 4.250 0.9973
Fisher Pivots for day following 04-Dec-2012 Pivot 1 day 3 day R1 1.0011 1.0005 PP 1.0010 1.0003 S1 1.0008 1.0001

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