CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	0.9940	0.9937	-0.0003	0.0%	0.9822
High	0.9944	1.0000	0.0056	0.6%	0.9983
Low	0.9900	0.9925	0.0025	0.3%	0.9822
Close	0.9940	0.9942	0.0002	0.0%	0.9956
Range	0.0044	0.0075	0.0031	70.5%	0.0161
ATR	0.0073	0.0073	0.0000	0.2%	0.0000
Volume	74	120	46	62.2%	1,153

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0181	1.0136	0.9983
R3	1.0106	1.0061	0.9963
R2	1.0031	1.0031	0.9956
R1	0.9986	0.9986	0.9949	1.0009
PP	0.9956	0.9956	0.9956	0.9967
S1	0.9911	0.9911	0.9935	0.9934
S2	0.9881	0.9881	0.9928
S3	0.9806	0.9836	0.9921
S4	0.9731	0.9761	0.9901

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0403	1.0341	1.0045
R3	1.0242	1.0180	1.0000
R2	1.0081	1.0081	0.9986
R1	1.0019	1.0019	0.9971	1.0050
PP	0.9920	0.9920	0.9920	0.9936
S1	0.9858	0.9858	0.9941	0.9889
S2	0.9759	0.9759	0.9926
S3	0.9598	0.9697	0.9912
S4	0.9437	0.9536	0.9867

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0000	0.9825	0.0175	1.8%	0.0060	0.6%	67%	True	False	216
10	1.0000	0.9795	0.0205	2.1%	0.0059	0.6%	72%	True	False	186
20	1.0000	0.9664	0.0336	3.4%	0.0068	0.7%	83%	True	False	180
40	1.0000	0.9570	0.0430	4.3%	0.0069	0.7%	87%	True	False	147
60	1.0000	0.9484	0.0516	5.2%	0.0066	0.7%	89%	True	False	137
80	1.0058	0.9484	0.0574	5.8%	0.0063	0.6%	80%	False	False	117
100	1.0160	0.9360	0.0800	8.0%	0.0060	0.6%	73%	False	False	107
120	1.0195	0.9360	0.0835	8.4%	0.0051	0.5%	70%	False	False	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0319
2.618	1.0196
1.618	1.0121
1.000	1.0075
0.618	1.0046
HIGH	1.0000
0.618	0.9971
0.500	0.9963
0.382	0.9954
LOW	0.9925
0.618	0.9879
1.000	0.9850
1.618	0.9804
2.618	0.9729
4.250	0.9606

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	0.9963	0.9950
PP	0.9956	0.9947
S1	0.9949	0.9945

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

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