CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	1.0312	1.0250	-0.0062	-0.6%	1.0361
High	1.0312	1.0331	0.0019	0.2%	1.0373
Low	1.0260	1.0250	-0.0010	-0.1%	1.0291
Close	1.0269	1.0316	0.0047	0.5%	1.0337
Range	0.0052	0.0081	0.0029	55.8%	0.0082
ATR	0.0058	0.0060	0.0002	2.8%	0.0000
Volume	3	46	43	1,433.3%	40

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0542	1.0510	1.0361
R3	1.0461	1.0429	1.0338
R2	1.0380	1.0380	1.0331
R1	1.0348	1.0348	1.0323	1.0364
PP	1.0299	1.0299	1.0299	1.0307
S1	1.0267	1.0267	1.0309	1.0283
S2	1.0218	1.0218	1.0301
S3	1.0137	1.0186	1.0294
S4	1.0056	1.0105	1.0271

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	1.0250	0.0123	1.2%	0.0049	0.5%	54%	False	True	16
10	1.0373	1.0091	0.0282	2.7%	0.0040	0.4%	80%	False	False	14
20	1.0373	1.0042	0.0331	3.2%	0.0033	0.3%	83%	False	False	15
40	1.0373	1.0042	0.0331	3.2%	0.0026	0.2%	83%	False	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0675
2.618	1.0543
1.618	1.0462
1.000	1.0412
0.618	1.0381
HIGH	1.0331
0.618	1.0300
0.500	1.0291
0.382	1.0281
LOW	1.0250
0.618	1.0200
1.000	1.0169
1.618	1.0119
2.618	1.0038
4.250	0.9906

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	1.0308	1.0310
PP	1.0299	1.0303
S1	1.0291	1.0297

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

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