CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	0.9822	0.9891	0.0069	0.7%	0.9721
High	0.9913	0.9891	-0.0022	-0.2%	0.9895
Low	0.9822	0.9835	0.0013	0.1%	0.9721
Close	0.9888	0.9869	-0.0019	-0.2%	0.9830
Range	0.0091	0.0056	-0.0035	-38.5%	0.0174
ATR	0.0077	0.0075	-0.0001	-1.9%	0.0000
Volume	34	233	199	585.3%	751

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0033	1.0007	0.9900
R3	0.9977	0.9951	0.9884
R2	0.9921	0.9921	0.9879
R1	0.9895	0.9895	0.9874	0.9880
PP	0.9865	0.9865	0.9865	0.9858
S1	0.9839	0.9839	0.9864	0.9824
S2	0.9809	0.9809	0.9859
S3	0.9753	0.9783	0.9854
S4	0.9697	0.9727	0.9838

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0337	1.0258	0.9926
R3	1.0163	1.0084	0.9878
R2	0.9989	0.9989	0.9862
R1	0.9910	0.9910	0.9846	0.9950
PP	0.9815	0.9815	0.9815	0.9835
S1	0.9736	0.9736	0.9814	0.9776
S2	0.9641	0.9641	0.9798
S3	0.9467	0.9562	0.9782
S4	0.9293	0.9388	0.9734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9913	0.9795	0.0118	1.2%	0.0058	0.6%	63%	False	False	157
10	0.9913	0.9695	0.0218	2.2%	0.0072	0.7%	80%	False	False	162
20	0.9913	0.9664	0.0249	2.5%	0.0067	0.7%	82%	False	False	147
40	0.9913	0.9484	0.0429	4.3%	0.0072	0.7%	90%	False	False	152
60	1.0058	0.9484	0.0574	5.8%	0.0067	0.7%	67%	False	False	121
80	1.0058	0.9360	0.0698	7.1%	0.0062	0.6%	73%	False	False	106
100	1.0195	0.9360	0.0835	8.5%	0.0058	0.6%	61%	False	False	96
120	1.0315	0.9360	0.0955	9.7%	0.0050	0.5%	53%	False	False	84

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0129
2.618	1.0038
1.618	0.9982
1.000	0.9947
0.618	0.9926
HIGH	0.9891
0.618	0.9870
0.500	0.9863
0.382	0.9856
LOW	0.9835
0.618	0.9800
1.000	0.9779
1.618	0.9744
2.618	0.9688
4.250	0.9597

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	0.9867	0.9867
PP	0.9865	0.9866
S1	0.9863	0.9864

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

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