CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	0.9797	0.9845	0.0048	0.5%	0.9787
High	0.9858	0.9855	-0.0003	0.0%	0.9858
Low	0.9787	0.9816	0.0029	0.3%	0.9740
Close	0.9845	0.9842	-0.0003	0.0%	0.9845
Range	0.0071	0.0039	-0.0032	-45.1%	0.0118
ATR	0.0071	0.0069	-0.0002	-3.2%	0.0000
Volume	94,310	69,916	-24,394	-25.9%	412,962

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9955	0.9937	0.9863
R3	0.9916	0.9898	0.9853
R2	0.9877	0.9877	0.9849
R1	0.9859	0.9859	0.9846	0.9849
PP	0.9838	0.9838	0.9838	0.9832
S1	0.9820	0.9820	0.9838	0.9810
S2	0.9799	0.9799	0.9835
S3	0.9760	0.9781	0.9831
S4	0.9721	0.9742	0.9821

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%	86%	False	False	83,642
10	0.9885	0.9740	0.0145	1.5%	0.0055	0.6%	70%	False	False	64,002
20	0.9885	0.9632	0.0253	2.6%	0.0071	0.7%	83%	False	False	84,117
40	0.9885	0.9554	0.0331	3.4%	0.0073	0.7%	87%	False	False	47,449
60	1.0168	0.9554	0.0614	6.2%	0.0071	0.7%	47%	False	False	31,743
80	1.0168	0.9554	0.0614	6.2%	0.0068	0.7%	47%	False	False	23,848
100	1.0168	0.9554	0.0614	6.2%	0.0064	0.6%	47%	False	False	19,101
120	1.0168	0.9554	0.0614	6.2%	0.0057	0.6%	47%	False	False	15,921

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0021
2.618	0.9957
1.618	0.9918
1.000	0.9894
0.618	0.9879
HIGH	0.9855
0.618	0.9840
0.500	0.9836
0.382	0.9831
LOW	0.9816
0.618	0.9792
1.000	0.9777
1.618	0.9753
2.618	0.9714
4.250	0.9650

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	0.9840	0.9828
PP	0.9838	0.9813
S1	0.9836	0.9799

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

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