CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	1.0295	1.0343	0.0048	0.5%	1.0361
High	1.0373	1.0343	-0.0030	-0.3%	1.0373
Low	1.0291	1.0314	0.0023	0.2%	1.0291
Close	1.0363	1.0337	-0.0026	-0.3%	1.0337
Range	0.0082	0.0029	-0.0053	-64.6%	0.0082
ATR	0.0057	0.0057	-0.0001	-1.0%	0.0000
Volume	3	11	8	266.7%	40

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0418	1.0407	1.0353
R3	1.0389	1.0378	1.0345
R2	1.0360	1.0360	1.0342
R1	1.0349	1.0349	1.0340	1.0340
PP	1.0331	1.0331	1.0331	1.0327
S1	1.0320	1.0320	1.0334	1.0311
S2	1.0302	1.0302	1.0332
S3	1.0273	1.0291	1.0329
S4	1.0244	1.0262	1.0321

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0580	1.0540	1.0382
R3	1.0498	1.0458	1.0360
R2	1.0416	1.0416	1.0352
R1	1.0376	1.0376	1.0345	1.0355
PP	1.0334	1.0334	1.0334	1.0323
S1	1.0294	1.0294	1.0329	1.0273
S2	1.0252	1.0252	1.0322
S3	1.0170	1.0212	1.0314
S4	1.0088	1.0130	1.0292

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%	0.0038	0.4%	56%	False	False	13
10	1.0373	1.0042	0.0331	3.2%	0.0032	0.3%	89%	False	False	11
20	1.0373	1.0042	0.0331	3.2%	0.0029	0.3%	89%	False	False	16
40	1.0373	1.0042	0.0331	3.2%	0.0025	0.2%	89%	False	False	15

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	1.0466
2.618	1.0419
1.618	1.0390
1.000	1.0372
0.618	1.0361
HIGH	1.0343
0.618	1.0332
0.500	1.0329
0.382	1.0325
LOW	1.0314
0.618	1.0296
1.000	1.0285
1.618	1.0267
2.618	1.0238
4.250	1.0191

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	1.0334	1.0335
PP	1.0331	1.0334
S1	1.0329	1.0332

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

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