CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	0.9856	0.9944	0.0088	0.9%	0.9721
High	0.9937	0.9983	0.0046	0.5%	0.9895
Low	0.9825	0.9944	0.0119	1.2%	0.9721
Close	0.9916	0.9954	0.0038	0.4%	0.9830
Range	0.0112	0.0039	-0.0073	-65.2%	0.0174
ATR	0.0078	0.0077	-0.0001	-1.0%	0.0000
Volume	119	444	325	273.1%	751

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0077	1.0055	0.9975
R3	1.0038	1.0016	0.9965
R2	0.9999	0.9999	0.9961
R1	0.9977	0.9977	0.9958	0.9988
PP	0.9960	0.9960	0.9960	0.9966
S1	0.9938	0.9938	0.9950	0.9949
S2	0.9921	0.9921	0.9947
S3	0.9882	0.9899	0.9943
S4	0.9843	0.9860	0.9933

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	0.9983	0.9815	0.0168	1.7%	0.0066	0.7%	83%	True	False	194
10	0.9983	0.9695	0.0288	2.9%	0.0072	0.7%	90%	True	False	177
20	0.9983	0.9664	0.0319	3.2%	0.0072	0.7%	91%	True	False	164
40	0.9983	0.9570	0.0413	4.1%	0.0072	0.7%	93%	True	False	143
60	1.0010	0.9484	0.0526	5.3%	0.0068	0.7%	89%	False	False	130
80	1.0058	0.9360	0.0698	7.0%	0.0064	0.6%	85%	False	False	113
100	1.0160	0.9360	0.0800	8.0%	0.0059	0.6%	74%	False	False	102
120	1.0195	0.9360	0.0835	8.4%	0.0051	0.5%	71%	False	False	88

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0149
2.618	1.0085
1.618	1.0046
1.000	1.0022
0.618	1.0007
HIGH	0.9983
0.618	0.9968
0.500	0.9964
0.382	0.9959
LOW	0.9944
0.618	0.9920
1.000	0.9905
1.618	0.9881
2.618	0.9842
4.250	0.9778

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	0.9964	0.9937
PP	0.9960	0.9921
S1	0.9957	0.9904

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

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