CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	0.9819	0.9851	0.0032	0.3%	0.9730
High	0.9865	0.9885	0.0020	0.2%	0.9821
Low	0.9813	0.9829	0.0016	0.2%	0.9632
Close	0.9856	0.9851	-0.0005	-0.1%	0.9816
Range	0.0052	0.0056	0.0004	7.7%	0.0189
ATR	0.0078	0.0076	-0.0002	-2.0%	0.0000
Volume	168	233	65	38.7%	530,879

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0023	0.9993	0.9882
R3	0.9967	0.9937	0.9866
R2	0.9911	0.9911	0.9861
R1	0.9881	0.9881	0.9856	0.9879
PP	0.9855	0.9855	0.9855	0.9854
S1	0.9825	0.9825	0.9846	0.9823
S2	0.9799	0.9799	0.9841
S3	0.9743	0.9769	0.9836
S4	0.9687	0.9713	0.9820

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0323	1.0259	0.9920
R3	1.0134	1.0070	0.9868
R2	0.9945	0.9945	0.9851
R1	0.9881	0.9881	0.9833	0.9913
PP	0.9756	0.9756	0.9756	0.9773
S1	0.9692	0.9692	0.9799	0.9724
S2	0.9567	0.9567	0.9781
S3	0.9378	0.9503	0.9764
S4	0.9189	0.9314	0.9712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9885	0.9632	0.0253	2.6%	0.0091	0.9%	87%	True	False	68,875
10	0.9885	0.9632	0.0253	2.6%	0.0078	0.8%	87%	True	False	81,191
20	0.9885	0.9632	0.0253	2.6%	0.0077	0.8%	87%	True	False	65,405
40	1.0015	0.9554	0.0461	4.7%	0.0076	0.8%	64%	False	False	33,209
60	1.0168	0.9554	0.0614	6.2%	0.0072	0.7%	48%	False	False	22,237
80	1.0168	0.9554	0.0614	6.2%	0.0068	0.7%	48%	False	False	16,706
100	1.0168	0.9554	0.0614	6.2%	0.0062	0.6%	48%	False	False	13,380
120	1.0168	0.9554	0.0614	6.2%	0.0056	0.6%	48%	False	False	11,154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0123
2.618	1.0032
1.618	0.9976
1.000	0.9941
0.618	0.9920
HIGH	0.9885
0.618	0.9864
0.500	0.9857
0.382	0.9850
LOW	0.9829
0.618	0.9794
1.000	0.9773
1.618	0.9738
2.618	0.9682
4.250	0.9591

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	0.9857	0.9846
PP	0.9855	0.9841
S1	0.9853	0.9836

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

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