CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	1.0386	1.0416	0.0030	0.3%	1.0345
High	1.0466	1.0416	-0.0050	-0.5%	1.0466
Low	1.0355	1.0345	-0.0010	-0.1%	1.0195
Close	1.0424	1.0385	-0.0039	-0.4%	1.0424
Range	0.0111	0.0071	-0.0040	-36.0%	0.0271
ATR	0.0088	0.0087	-0.0001	-0.7%	0.0000
Volume	251	459	208	82.9%	1,313

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0595	1.0561	1.0424
R3	1.0524	1.0490	1.0405
R2	1.0453	1.0453	1.0398
R1	1.0419	1.0419	1.0392	1.0401
PP	1.0382	1.0382	1.0382	1.0373
S1	1.0348	1.0348	1.0378	1.0330
S2	1.0311	1.0311	1.0372
S3	1.0240	1.0277	1.0365
S4	1.0169	1.0206	1.0346

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1175	1.1070	1.0573
R3	1.0904	1.0799	1.0499
R2	1.0633	1.0633	1.0474
R1	1.0528	1.0528	1.0449	1.0581
PP	1.0362	1.0362	1.0362	1.0388
S1	1.0257	1.0257	1.0399	1.0310
S2	1.0091	1.0091	1.0374
S3	0.9820	0.9986	1.0349
S4	0.9549	0.9715	1.0275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0466	1.0195	0.0271	2.6%	0.0100	1.0%	70%	False	False	326
10	1.0466	1.0195	0.0271	2.6%	0.0086	0.8%	70%	False	False	234
20	1.0466	1.0050	0.0416	4.0%	0.0081	0.8%	81%	False	False	203
40	1.0466	1.0050	0.0416	4.0%	0.0073	0.7%	81%	False	False	165
60	1.0510	1.0050	0.0460	4.4%	0.0069	0.7%	73%	False	False	131
80	1.0510	1.0050	0.0460	4.4%	0.0063	0.6%	73%	False	False	110
100	1.0510	0.9981	0.0529	5.1%	0.0059	0.6%	76%	False	False	97
120	1.0510	0.9878	0.0632	6.1%	0.0055	0.5%	80%	False	False	90

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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0718
2.618	1.0602
1.618	1.0531
1.000	1.0487
0.618	1.0460
HIGH	1.0416
0.618	1.0389
0.500	1.0381
0.382	1.0372
LOW	1.0345
0.618	1.0301
1.000	1.0274
1.618	1.0230
2.618	1.0159
4.250	1.0043

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	1.0384	1.0406
PP	1.0382	1.0399
S1	1.0381	1.0392

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

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