CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary Previous Current 04-Jan-2013 07-Jan-2013 Change Change % Previous Week Open 1.0023 1.0083 0.0060 0.6% 1.0003 High 1.0089 1.0083 -0.0006 -0.1% 1.0102 Low 1.0023 1.0079 0.0056 0.6% 0.9979 Close 1.0071 1.0079 0.0008 0.1% 1.0071 Range 0.0066 0.0004 -0.0062 -93.9% 0.0123 ATR 0.0035 0.0034 -0.0002 -4.7% 0.0000 Volume 12 5 -7 -58.3% 36
Daily Pivots for day following 07-Jan-2013 Classic Woodie Camarilla DeMark R4 1.0092 1.0090 1.0081 R3 1.0088 1.0086 1.0080 R2 1.0084 1.0084 1.0080 R1 1.0082 1.0082 1.0079 1.0081 PP 1.0080 1.0080 1.0080 1.0080 S1 1.0078 1.0078 1.0079 1.0077 S2 1.0076 1.0076 1.0078 S3 1.0072 1.0074 1.0078 S4 1.0068 1.0070 1.0077	Weekly Pivots for week ending 04-Jan-2013 Classic Woodie Camarilla DeMark R4 1.0420 1.0368 1.0139 R3 1.0297 1.0245 1.0105 R2 1.0174 1.0174 1.0094 R1 1.0122 1.0122 1.0082 1.0148 PP 1.0051 1.0051 1.0051 1.0064 S1 0.9999 0.9999 1.0060 1.0025 S2 0.9928 0.9928 1.0048 S3 0.9805 0.9876 1.0037 S4 0.9682 0.9753 1.0003
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0102 0.9979 0.0123 1.2% 0.0035 0.4% 81% False False 8 10 1.0102 0.9976 0.0126 1.3% 0.0021 0.2% 82% False False 6 20 1.0104 0.9976 0.0128 1.3% 0.0015 0.1% 80% False False 10 40 1.0104 0.9899 0.0205 2.0% 0.0014 0.1% 88% False False 17
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0003 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0100 2.618 1.0093 1.618 1.0089 1.000 1.0087 0.618 1.0085 HIGH 1.0083 0.618 1.0081 0.500 1.0081 0.382 1.0081 LOW 1.0079 0.618 1.0077 1.000 1.0075 1.618 1.0073 2.618 1.0069 4.250 1.0062
Fisher Pivots for day following 07-Jan-2013 Pivot 1 day 3 day R1 1.0081 1.0071 PP 1.0080 1.0064 S1 1.0080 1.0056

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