CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	1.0460	1.0500	0.0040	0.4%	1.0312
High	1.0478	1.0500	0.0022	0.2%	1.0410
Low	1.0453	1.0478	0.0025	0.2%	1.0250
Close	1.0463	1.0492	0.0029	0.3%	1.0404
Range	0.0025	0.0022	-0.0003	-12.0%	0.0160
ATR	0.0061	0.0059	-0.0002	-2.8%	0.0000
Volume	27	73	46	170.4%	173

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0556	1.0546	1.0504
R3	1.0534	1.0524	1.0498
R2	1.0512	1.0512	1.0496
R1	1.0502	1.0502	1.0494	1.0496
PP	1.0490	1.0490	1.0490	1.0487
S1	1.0480	1.0480	1.0490	1.0474
S2	1.0468	1.0468	1.0488
S3	1.0446	1.0458	1.0486
S4	1.0424	1.0436	1.0480

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0835	1.0779	1.0492
R3	1.0675	1.0619	1.0448
R2	1.0515	1.0515	1.0433
R1	1.0459	1.0459	1.0419	1.0487
PP	1.0355	1.0355	1.0355	1.0369
S1	1.0299	1.0299	1.0389	1.0327
S2	1.0195	1.0195	1.0375
S3	1.0035	1.0139	1.0360
S4	0.9875	0.9979	1.0316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0500	1.0359	0.0141	1.3%	0.0020	0.2%	94%	True	False	41
10	1.0500	1.0250	0.0250	2.4%	0.0040	0.4%	97%	True	False	29
20	1.0500	1.0042	0.0458	4.4%	0.0032	0.3%	98%	True	False	20
40	1.0500	1.0042	0.0458	4.4%	0.0026	0.2%	98%	True	False	19

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0594
2.618	1.0558
1.618	1.0536
1.000	1.0522
0.618	1.0514
HIGH	1.0500
0.618	1.0492
0.500	1.0489
0.382	1.0486
LOW	1.0478
0.618	1.0464
1.000	1.0456
1.618	1.0442
2.618	1.0420
4.250	1.0385

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	1.0491	1.0472
PP	1.0490	1.0451
S1	1.0489	1.0431

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

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