CME Canadian Dollar Future June 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	1.0004	1.0016	0.0012	0.1%	1.0020
High	1.0044	1.0016	-0.0028	-0.3%	1.0044
Low	1.0002	0.9933	-0.0069	-0.7%	0.9933
Close	1.0024	0.9949	-0.0075	-0.7%	0.9949
Range	0.0042	0.0083	0.0041	97.6%	0.0111
ATR	0.0066	0.0067	0.0002	2.8%	0.0000
Volume	185	67	-118	-63.8%	773

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0215	1.0165	0.9995
R3	1.0132	1.0082	0.9972
R2	1.0049	1.0049	0.9964
R1	0.9999	0.9999	0.9957	0.9983
PP	0.9966	0.9966	0.9966	0.9958
S1	0.9916	0.9916	0.9941	0.9900
S2	0.9883	0.9883	0.9934
S3	0.9800	0.9833	0.9926
S4	0.9717	0.9750	0.9903

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0308	1.0240	1.0010
R3	1.0197	1.0129	0.9980
R2	1.0086	1.0086	0.9969
R1	1.0018	1.0018	0.9959	0.9997
PP	0.9975	0.9975	0.9975	0.9965
S1	0.9907	0.9907	0.9939	0.9886
S2	0.9864	0.9864	0.9929
S3	0.9753	0.9796	0.9918
S4	0.9642	0.9685	0.9888

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0044	0.9933	0.0111	1.1%	0.0053	0.5%	14%	False	True	154
10	1.0044	0.9900	0.0144	1.4%	0.0057	0.6%	34%	False	False	124
20	1.0044	0.9695	0.0349	3.5%	0.0063	0.6%	73%	False	False	160
40	1.0044	0.9570	0.0474	4.8%	0.0064	0.6%	80%	False	False	148
60	1.0044	0.9484	0.0560	5.6%	0.0067	0.7%	83%	False	False	152
80	1.0058	0.9484	0.0574	5.8%	0.0065	0.7%	81%	False	False	122
100	1.0058	0.9360	0.0698	7.0%	0.0064	0.6%	84%	False	False	113
120	1.0195	0.9360	0.0835	8.4%	0.0054	0.5%	71%	False	False	99

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	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0369
2.618	1.0233
1.618	1.0150
1.000	1.0099
0.618	1.0067
HIGH	1.0016
0.618	0.9984
0.500	0.9975
0.382	0.9965
LOW	0.9933
0.618	0.9882
1.000	0.9850
1.618	0.9799
2.618	0.9716
4.250	0.9580

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	0.9975	0.9989
PP	0.9966	0.9975
S1	0.9958	0.9962

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

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