CME Canadian Dollar Future September 2013

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Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary Previous Current 18-Jan-2013 22-Jan-2013 Change Change % Previous Week Open 1.0047 1.0012 -0.0035 -0.3% 1.0085 High 1.0047 1.0026 -0.0021 -0.2% 1.0109 Low 1.0009 1.0005 -0.0004 0.0% 1.0009 Close 1.0019 1.0019 0.0000 0.0% 1.0019 Range 0.0038 0.0021 -0.0017 -44.7% 0.0100 ATR 0.0034 0.0033 -0.0001 -2.7% 0.0000 Volume 2 22 20 1,000.0% 35
Daily Pivots for day following 22-Jan-2013 Classic Woodie Camarilla DeMark R4 1.0080 1.0070 1.0031 R3 1.0059 1.0049 1.0025 R2 1.0038 1.0038 1.0023 R1 1.0028 1.0028 1.0021 1.0033 PP 1.0017 1.0017 1.0017 1.0019 S1 1.0007 1.0007 1.0017 1.0012 S2 0.9996 0.9996 1.0015 S3 0.9975 0.9986 1.0013 S4 0.9954 0.9965 1.0007	Weekly Pivots for week ending 18-Jan-2013 Classic Woodie Camarilla DeMark R4 1.0346 1.0282 1.0074 R3 1.0246 1.0182 1.0047 R2 1.0146 1.0146 1.0037 R1 1.0082 1.0082 1.0028 1.0064 PP 1.0046 1.0046 1.0046 1.0037 S1 0.9982 0.9982 1.0010 0.9964 S2 0.9946 0.9946 1.0001 S3 0.9846 0.9882 0.9992 S4 0.9746 0.9782 0.9964
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0105 1.0005 0.0100 1.0% 0.0028 0.3% 14% False True 9 10 1.0113 1.0005 0.0108 1.1% 0.0022 0.2% 13% False True 10 20 1.0113 0.9976 0.0137 1.4% 0.0022 0.2% 31% False False 8 40 1.0113 0.9976 0.0137 1.4% 0.0017 0.2% 31% False False 11
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0003 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1.0115 2.618 1.0081 1.618 1.0060 1.000 1.0047 0.618 1.0039 HIGH 1.0026 0.618 1.0018 0.500 1.0016 0.382 1.0013 LOW 1.0005 0.618 0.9992 1.000 0.9984 1.618 0.9971 2.618 0.9950 4.250 0.9916
Fisher Pivots for day following 22-Jan-2013 Pivot 1 day 3 day R1 1.0018 1.0050 PP 1.0017 1.0039 S1 1.0016 1.0029

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