CME Canadian Dollar Future September 2012

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

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	0.9842	0.9787	-0.0055	-0.6%	0.9819
High	0.9847	0.9806	-0.0041	-0.4%	0.9885
Low	0.9781	0.9767	-0.0014	-0.1%	0.9781
Close	0.9786	0.9791	0.0005	0.1%	0.9786
Range	0.0066	0.0039	-0.0027	-40.9%	0.0104
ATR	0.0076	0.0073	-0.0003	-3.5%	0.0000
Volume	89,338	64,664	-24,674	-27.6%	157,149

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9905	0.9887	0.9812
R3	0.9866	0.9848	0.9802
R2	0.9827	0.9827	0.9798
R1	0.9809	0.9809	0.9795	0.9818
PP	0.9788	0.9788	0.9788	0.9793
S1	0.9770	0.9770	0.9787	0.9779
S2	0.9749	0.9749	0.9784
S3	0.9710	0.9731	0.9780
S4	0.9671	0.9692	0.9770

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0129	1.0062	0.9843
R3	1.0025	0.9958	0.9815
R2	0.9921	0.9921	0.9805
R1	0.9854	0.9854	0.9796	0.9836
PP	0.9817	0.9817	0.9817	0.9808
S1	0.9750	0.9750	0.9776	0.9732
S2	0.9713	0.9713	0.9767
S3	0.9609	0.9646	0.9757
S4	0.9505	0.9542	0.9729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9885	0.9767	0.0118	1.2%	0.0051	0.5%	20%	False	True	44,362
10	0.9885	0.9632	0.0253	2.6%	0.0072	0.7%	63%	False	False	75,269
20	0.9885	0.9632	0.0253	2.6%	0.0073	0.7%	63%	False	False	72,656
40	1.0015	0.9554	0.0461	4.7%	0.0076	0.8%	51%	False	False	37,037
60	1.0168	0.9554	0.0614	6.3%	0.0072	0.7%	39%	False	False	24,798
80	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	39%	False	False	18,626
100	1.0168	0.9554	0.0614	6.3%	0.0062	0.6%	39%	False	False	14,919
120	1.0168	0.9554	0.0614	6.3%	0.0056	0.6%	39%	False	False	12,437

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9972
2.618	0.9908
1.618	0.9869
1.000	0.9845
0.618	0.9830
HIGH	0.9806
0.618	0.9791
0.500	0.9787
0.382	0.9782
LOW	0.9767
0.618	0.9743
1.000	0.9728
1.618	0.9704
2.618	0.9665
4.250	0.9601

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	0.9790	0.9826
PP	0.9788	0.9814
S1	0.9787	0.9803

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

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