CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	1.0299	1.0315	0.0016	0.2%	1.0042
High	1.0315	1.0342	0.0027	0.3%	1.0342
Low	1.0299	1.0305	0.0006	0.1%	1.0042
Close	1.0310	1.0361	0.0051	0.5%	1.0361
Range	0.0016	0.0037	0.0021	131.3%	0.0300
ATR	0.0062	0.0060	-0.0002	-2.9%	0.0000
Volume	17	27	10	58.8%	60

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0447	1.0441	1.0381
R3	1.0410	1.0404	1.0371
R2	1.0373	1.0373	1.0368
R1	1.0367	1.0367	1.0364	1.0370
PP	1.0336	1.0336	1.0336	1.0338
S1	1.0330	1.0330	1.0358	1.0333
S2	1.0299	1.0299	1.0354
S3	1.0262	1.0293	1.0351
S4	1.0225	1.0256	1.0341

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	1.0342	1.0042	0.0300	2.9%	0.0030	0.3%	106%	True	False	12
10	1.0342	1.0042	0.0300	2.9%	0.0023	0.2%	106%	True	False	10
20	1.0342	1.0042	0.0300	2.9%	0.0023	0.2%	106%	True	False	15
40	1.0380	1.0042	0.0338	3.3%	0.0026	0.3%	94%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0499
2.618	1.0439
1.618	1.0402
1.000	1.0379
0.618	1.0365
HIGH	1.0342
0.618	1.0328
0.500	1.0324
0.382	1.0319
LOW	1.0305
0.618	1.0282
1.000	1.0268
1.618	1.0245
2.618	1.0208
4.250	1.0148

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	1.0349	1.0332
PP	1.0336	1.0302
S1	1.0324	1.0273

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

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