CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	0.9891	0.9856	-0.0035	-0.4%	0.9721
High	0.9891	0.9937	0.0046	0.5%	0.9895
Low	0.9835	0.9825	-0.0010	-0.1%	0.9721
Close	0.9869	0.9916	0.0047	0.5%	0.9830
Range	0.0056	0.0112	0.0056	100.0%	0.0174
ATR	0.0075	0.0078	0.0003	3.5%	0.0000
Volume	233	119	-114	-48.9%	751

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0229	1.0184	0.9978
R3	1.0117	1.0072	0.9947
R2	1.0005	1.0005	0.9937
R1	0.9960	0.9960	0.9926	0.9983
PP	0.9893	0.9893	0.9893	0.9904
S1	0.9848	0.9848	0.9906	0.9871
S2	0.9781	0.9781	0.9895
S3	0.9669	0.9736	0.9885
S4	0.9557	0.9624	0.9854

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	0.9937	0.9815	0.0122	1.2%	0.0068	0.7%	83%	True	False	123
10	0.9937	0.9695	0.0242	2.4%	0.0074	0.8%	91%	True	False	147
20	0.9937	0.9664	0.0273	2.8%	0.0071	0.7%	92%	True	False	144
40	0.9937	0.9568	0.0369	3.7%	0.0074	0.7%	94%	True	False	149
60	1.0019	0.9484	0.0535	5.4%	0.0067	0.7%	81%	False	False	123
80	1.0058	0.9360	0.0698	7.0%	0.0063	0.6%	80%	False	False	107
100	1.0195	0.9360	0.0835	8.4%	0.0059	0.6%	67%	False	False	98
120	1.0226	0.9360	0.0866	8.7%	0.0051	0.5%	64%	False	False	84

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0413
2.618	1.0230
1.618	1.0118
1.000	1.0049
0.618	1.0006
HIGH	0.9937
0.618	0.9894
0.500	0.9881
0.382	0.9868
LOW	0.9825
0.618	0.9756
1.000	0.9713
1.618	0.9644
2.618	0.9532
4.250	0.9349

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	0.9904	0.9904
PP	0.9893	0.9892
S1	0.9881	0.9880

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

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