CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	0.9985	1.0065	0.0080	0.8%	1.0060
High	1.0060	1.0080	0.0020	0.2%	1.0080
Low	0.9985	1.0056	0.0071	0.7%	0.9930
Close	1.0059	1.0056	-0.0003	0.0%	1.0056
Range	0.0075	0.0024	-0.0051	-68.0%	0.0150
ATR	0.0052	0.0050	-0.0002	-3.8%	0.0000
Volume	46	122	76	165.2%	496

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0136	1.0120	1.0069
R3	1.0112	1.0096	1.0063
R2	1.0088	1.0088	1.0060
R1	1.0072	1.0072	1.0058	1.0068
PP	1.0064	1.0064	1.0064	1.0062
S1	1.0048	1.0048	1.0054	1.0044
S2	1.0040	1.0040	1.0052
S3	1.0016	1.0024	1.0049
S4	0.9992	1.0000	1.0043

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0472	1.0414	1.0139
R3	1.0322	1.0264	1.0097
R2	1.0172	1.0172	1.0084
R1	1.0114	1.0114	1.0070	1.0068
PP	1.0022	1.0022	1.0022	0.9999
S1	0.9964	0.9964	1.0042	0.9918
S2	0.9872	0.9872	1.0029
S3	0.9722	0.9814	1.0015
S4	0.9572	0.9664	0.9974

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0080	0.9930	0.0150	1.5%	0.0057	0.6%	84%	True	False	99
10	1.0110	0.9910	0.0200	2.0%	0.0050	0.5%	73%	False	False	83
20	1.0110	0.9910	0.0200	2.0%	0.0037	0.4%	73%	False	False	74
40	1.0110	0.9710	0.0400	4.0%	0.0030	0.3%	87%	False	False	47

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	0.0004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0182
2.618	1.0143
1.618	1.0119
1.000	1.0104
0.618	1.0095
HIGH	1.0080
0.618	1.0071
0.500	1.0068
0.382	1.0065
LOW	1.0056
0.618	1.0041
1.000	1.0032
1.618	1.0017
2.618	0.9993
4.250	0.9954

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	1.0068	1.0040
PP	1.0064	1.0024
S1	1.0060	1.0008

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

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