CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	0.9839	0.9864	0.0025	0.3%	0.9787
High	0.9868	0.9888	0.0020	0.2%	0.9858
Low	0.9819	0.9840	0.0021	0.2%	0.9740
Close	0.9862	0.9876	0.0014	0.1%	0.9845
Range	0.0049	0.0048	-0.0001	-2.0%	0.0118
ATR	0.0067	0.0066	-0.0001	-2.1%	0.0000
Volume	89,877	76,287	-13,590	-15.1%	412,962

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0012	0.9992	0.9902
R3	0.9964	0.9944	0.9889
R2	0.9916	0.9916	0.9885
R1	0.9896	0.9896	0.9880	0.9906
PP	0.9868	0.9868	0.9868	0.9873
S1	0.9848	0.9848	0.9872	0.9858
S2	0.9820	0.9820	0.9867
S3	0.9772	0.9800	0.9863
S4	0.9724	0.9752	0.9850

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	0.9888	0.9740	0.0148	1.5%	0.0056	0.6%	92%	True	False	85,648
10	0.9888	0.9740	0.0148	1.5%	0.0056	0.6%	92%	True	False	73,861
20	0.9888	0.9632	0.0256	2.6%	0.0068	0.7%	95%	True	False	82,675
40	0.9888	0.9554	0.0334	3.4%	0.0072	0.7%	96%	True	False	51,551
60	1.0168	0.9554	0.0614	6.2%	0.0070	0.7%	52%	False	False	34,501
80	1.0168	0.9554	0.0614	6.2%	0.0068	0.7%	52%	False	False	25,923
100	1.0168	0.9554	0.0614	6.2%	0.0064	0.6%	52%	False	False	20,758
120	1.0168	0.9554	0.0614	6.2%	0.0058	0.6%	52%	False	False	17,306

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0092
2.618	1.0014
1.618	0.9966
1.000	0.9936
0.618	0.9918
HIGH	0.9888
0.618	0.9870
0.500	0.9864
0.382	0.9858
LOW	0.9840
0.618	0.9810
1.000	0.9792
1.618	0.9762
2.618	0.9714
4.250	0.9636

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	0.9872	0.9868
PP	0.9868	0.9860
S1	0.9864	0.9852

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

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