CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	0.9867	0.9875	0.0008	0.1%	0.9753
High	0.9917	0.9877	-0.0040	-0.4%	0.9917
Low	0.9860	0.9827	-0.0033	-0.3%	0.9738
Close	0.9871	0.9850	-0.0021	-0.2%	0.9850
Range	0.0057	0.0050	-0.0007	-12.3%	0.0179
ATR	0.0089	0.0086	-0.0003	-3.1%	0.0000
Volume	73,439	57,506	-15,933	-21.7%	284,456

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0001	0.9976	0.9878
R3	0.9951	0.9926	0.9864
R2	0.9901	0.9901	0.9859
R1	0.9876	0.9876	0.9855	0.9864
PP	0.9851	0.9851	0.9851	0.9845
S1	0.9826	0.9826	0.9845	0.9814
S2	0.9801	0.9801	0.9841
S3	0.9751	0.9776	0.9836
S4	0.9701	0.9726	0.9823

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0372	1.0290	0.9948
R3	1.0193	1.0111	0.9899
R2	1.0014	1.0014	0.9883
R1	0.9932	0.9932	0.9866	0.9973
PP	0.9835	0.9835	0.9835	0.9856
S1	0.9753	0.9753	0.9834	0.9794
S2	0.9656	0.9656	0.9817
S3	0.9477	0.9574	0.9801
S4	0.9298	0.9395	0.9752

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9917	0.9711	0.0206	2.1%	0.0085	0.9%	67%	False	False	72,166
10	0.9917	0.9675	0.0242	2.5%	0.0085	0.9%	72%	False	False	66,947
20	0.9917	0.9675	0.0242	2.5%	0.0078	0.8%	72%	False	False	55,307
40	0.9923	0.9485	0.0438	4.4%	0.0089	0.9%	83%	False	False	36,024
60	1.0075	0.9485	0.0590	6.0%	0.0098	1.0%	62%	False	False	24,130
80	1.0075	0.9359	0.0716	7.3%	0.0102	1.0%	69%	False	False	18,188
100	1.0245	0.9359	0.0886	9.0%	0.0099	1.0%	55%	False	False	14,591
120	1.0398	0.9359	0.1039	10.5%	0.0094	1.0%	47%	False	False	12,181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	1.0090
2.618	1.0008
1.618	0.9958
1.000	0.9927
0.618	0.9908
HIGH	0.9877
0.618	0.9858
0.500	0.9852
0.382	0.9846
LOW	0.9827
0.618	0.9796
1.000	0.9777
1.618	0.9746
2.618	0.9696
4.250	0.9615

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	0.9852	0.9864
PP	0.9851	0.9859
S1	0.9851	0.9855

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

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