CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 13-Jul-2012

Day Change Summary
	Previous	Current
	12-Jul-2012	13-Jul-2012	Change	Change %	Previous Week
Open	0.9794	0.9797	0.0003	0.0%	0.9787
High	0.9812	0.9858	0.0046	0.5%	0.9858
Low	0.9740	0.9787	0.0047	0.5%	0.9740
Close	0.9804	0.9845	0.0041	0.4%	0.9845
Range	0.0072	0.0071	-0.0001	-1.4%	0.0118
ATR	0.0071	0.0071	0.0000	0.0%	0.0000
Volume	97,851	94,310	-3,541	-3.6%	412,962

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0043	1.0015	0.9884
R3	0.9972	0.9944	0.9865
R2	0.9901	0.9901	0.9858
R1	0.9873	0.9873	0.9852	0.9887
PP	0.9830	0.9830	0.9830	0.9837
S1	0.9802	0.9802	0.9838	0.9816
S2	0.9759	0.9759	0.9832
S3	0.9688	0.9731	0.9825
S4	0.9617	0.9660	0.9806

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0168	1.0125	0.9910
R3	1.0050	1.0007	0.9877
R2	0.9932	0.9932	0.9867
R1	0.9889	0.9889	0.9856	0.9911
PP	0.9814	0.9814	0.9814	0.9825
S1	0.9771	0.9771	0.9834	0.9793
S2	0.9696	0.9696	0.9823
S3	0.9578	0.9653	0.9813
S4	0.9460	0.9535	0.9780

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9858	0.9740	0.0118	1.2%	0.0059	0.6%	89%	True	False	82,592
10	0.9885	0.9641	0.0244	2.5%	0.0069	0.7%	84%	False	False	72,224
20	0.9885	0.9632	0.0253	2.6%	0.0071	0.7%	84%	False	False	83,886
40	0.9885	0.9554	0.0331	3.4%	0.0075	0.8%	88%	False	False	45,716
60	1.0168	0.9554	0.0614	6.2%	0.0071	0.7%	47%	False	False	30,581
80	1.0168	0.9554	0.0614	6.2%	0.0068	0.7%	47%	False	False	22,975
100	1.0168	0.9554	0.0614	6.2%	0.0064	0.6%	47%	False	False	18,402
120	1.0168	0.9554	0.0614	6.2%	0.0058	0.6%	47%	False	False	15,339

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0160
2.618	1.0044
1.618	0.9973
1.000	0.9929
0.618	0.9902
HIGH	0.9858
0.618	0.9831
0.500	0.9823
0.382	0.9814
LOW	0.9787
0.618	0.9743
1.000	0.9716
1.618	0.9672
2.618	0.9601
4.250	0.9485

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	0.9838	0.9830
PP	0.9830	0.9814
S1	0.9823	0.9799

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

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