CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 07-Jul-2011

Day Change Summary
	Previous	Current
	06-Jul-2011	07-Jul-2011	Change	Change %	Previous Week
Open	1.0318	1.0295	-0.0023	-0.2%	1.0042
High	1.0318	1.0373	0.0055	0.5%	1.0342
Low	1.0318	1.0291	-0.0027	-0.3%	1.0042
Close	1.0286	1.0363	0.0077	0.7%	1.0361
Range	0.0000	0.0082	0.0082		0.0300
ATR	0.0055	0.0057	0.0002	4.1%	0.0000
Volume	21	3	-18	-85.7%	60

Daily Pivots for day following 07-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0588	1.0558	1.0408
R3	1.0506	1.0476	1.0386
R2	1.0424	1.0424	1.0378
R1	1.0394	1.0394	1.0371	1.0409
PP	1.0342	1.0342	1.0342	1.0350
S1	1.0312	1.0312	1.0355	1.0327
S2	1.0260	1.0260	1.0348
S3	1.0178	1.0230	1.0340
S4	1.0096	1.0148	1.0318

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1148	1.1055	1.0526
R3	1.0848	1.0755	1.0444
R2	1.0548	1.0548	1.0416
R1	1.0455	1.0455	1.0389	1.0502
PP	1.0248	1.0248	1.0248	1.0272
S1	1.0155	1.0155	1.0334	1.0202
S2	0.9948	0.9948	1.0306
S3	0.9648	0.9855	1.0279
S4	0.9348	0.9555	1.0196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0373	1.0291	0.0082	0.8%	0.0036	0.3%	88%	True	True	14
10	1.0373	1.0042	0.0331	3.2%	0.0030	0.3%	97%	True	False	11
20	1.0373	1.0042	0.0331	3.2%	0.0029	0.3%	97%	True	False	16
40	1.0380	1.0042	0.0338	3.3%	0.0027	0.3%	95%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0722
2.618	1.0588
1.618	1.0506
1.000	1.0455
0.618	1.0424
HIGH	1.0373
0.618	1.0342
0.500	1.0332
0.382	1.0322
LOW	1.0291
0.618	1.0240
1.000	1.0209
1.618	1.0158
2.618	1.0076
4.250	0.9943

Fisher Pivots for day following 07-Jul-2011
Pivot	1 day	3 day
R1	1.0353	1.0353
PP	1.0342	1.0342
S1	1.0332	1.0332

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These figures are updated between 7pm and 10pm EST after a trading day.

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