CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	1.0029	1.0041	0.0012	0.1%	1.0055
High	1.0066	1.0043	-0.0023	-0.2%	1.0066
Low	1.0009	0.9953	-0.0056	-0.6%	0.9953
Close	1.0045	0.9969	-0.0076	-0.8%	0.9969
Range	0.0057	0.0090	0.0033	57.9%	0.0113
ATR	0.0076	0.0077	0.0001	1.5%	0.0000
Volume	73,068	85,441	12,373	16.9%	368,931

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0258	1.0204	1.0019
R3	1.0168	1.0114	0.9994
R2	1.0078	1.0078	0.9986
R1	1.0024	1.0024	0.9977	1.0006
PP	0.9988	0.9988	0.9988	0.9980
S1	0.9934	0.9934	0.9961	0.9916
S2	0.9898	0.9898	0.9953
S3	0.9808	0.9844	0.9944
S4	0.9718	0.9754	0.9920

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0335	1.0265	1.0031
R3	1.0222	1.0152	1.0000
R2	1.0109	1.0109	0.9990
R1	1.0039	1.0039	0.9979	1.0018
PP	0.9996	0.9996	0.9996	0.9985
S1	0.9926	0.9926	0.9959	0.9905
S2	0.9883	0.9883	0.9948
S3	0.9770	0.9813	0.9938
S4	0.9657	0.9700	0.9907

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0066	0.9953	0.0113	1.1%	0.0065	0.7%	14%	False	True	73,786
10	1.0066	0.9919	0.0147	1.5%	0.0070	0.7%	34%	False	False	74,285
20	1.0066	0.9711	0.0355	3.6%	0.0077	0.8%	73%	False	False	75,488
40	1.0066	0.9573	0.0493	4.9%	0.0079	0.8%	80%	False	False	62,182
60	1.0066	0.9485	0.0581	5.8%	0.0085	0.9%	83%	False	False	43,203
80	1.0075	0.9485	0.0590	5.9%	0.0093	0.9%	82%	False	False	32,482
100	1.0075	0.9359	0.0716	7.2%	0.0099	1.0%	85%	False	False	26,061
120	1.0245	0.9359	0.0886	8.9%	0.0094	0.9%	69%	False	False	21,736

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0426
2.618	1.0279
1.618	1.0189
1.000	1.0133
0.618	1.0099
HIGH	1.0043
0.618	1.0009
0.500	0.9998
0.382	0.9987
LOW	0.9953
0.618	0.9897
1.000	0.9863
1.618	0.9807
2.618	0.9717
4.250	0.9571

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	0.9998	1.0010
PP	0.9988	0.9996
S1	0.9979	0.9983

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

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