CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary Previous Current 14-Jan-2013 15-Jan-2013 Change Change % Previous Week Open 1.0085 1.0096 0.0011 0.1% 1.0083 High 1.0109 1.0105 -0.0004 0.0% 1.0113 Low 1.0082 1.0082 0.0000 0.0% 1.0065 Close 1.0107 1.0101 -0.0006 -0.1% 1.0106 Range 0.0027 0.0023 -0.0004 -14.8% 0.0048 ATR 0.0030 0.0029 0.0000 -1.1% 0.0000 Volume 8 7 -1 -12.5% 48
Daily Pivots for day following 15-Jan-2013 Classic Woodie Camarilla DeMark R4 1.0165 1.0156 1.0114 R3 1.0142 1.0133 1.0107 R2 1.0119 1.0119 1.0105 R1 1.0110 1.0110 1.0103 1.0115 PP 1.0096 1.0096 1.0096 1.0098 S1 1.0087 1.0087 1.0099 1.0092 S2 1.0073 1.0073 1.0097 S3 1.0050 1.0064 1.0095 S4 1.0027 1.0041 1.0088	Weekly Pivots for week ending 11-Jan-2013 Classic Woodie Camarilla DeMark R4 1.0239 1.0220 1.0132 R3 1.0191 1.0172 1.0119 R2 1.0143 1.0143 1.0115 R1 1.0124 1.0124 1.0110 1.0134 PP 1.0095 1.0095 1.0095 1.0099 S1 1.0076 1.0076 1.0102 1.0086 S2 1.0047 1.0047 1.0097 S3 0.9999 1.0028 1.0093 S4 0.9951 0.9980 1.0080
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0113 1.0068 0.0045 0.4% 0.0017 0.2% 73% False False 10 10 1.0113 1.0023 0.0090 0.9% 0.0023 0.2% 87% False False 9 20 1.0113 0.9976 0.0137 1.4% 0.0018 0.2% 91% False False 8 40 1.0113 0.9899 0.0214 2.1% 0.0016 0.2% 94% False False 13
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 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0203 2.618 1.0165 1.618 1.0142 1.000 1.0128 0.618 1.0119 HIGH 1.0105 0.618 1.0096 0.500 1.0094 0.382 1.0091 LOW 1.0082 0.618 1.0068 1.000 1.0059 1.618 1.0045 2.618 1.0022 4.250 0.9984
Fisher Pivots for day following 15-Jan-2013 Pivot 1 day 3 day R1 1.0099 1.0100 PP 1.0096 1.0099 S1 1.0094 1.0098

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