CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	0.9834	0.9888	0.0054	0.5%	0.9852
High	0.9928	0.9960	0.0032	0.3%	0.9960
Low	0.9825	0.9885	0.0060	0.6%	0.9761
Close	0.9892	0.9948	0.0056	0.6%	0.9948
Range	0.0103	0.0075	-0.0028	-27.2%	0.0199
ATR	0.0070	0.0070	0.0000	0.5%	0.0000
Volume	131,189	103,776	-27,413	-20.9%	575,647

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0156	1.0127	0.9989
R3	1.0081	1.0052	0.9969
R2	1.0006	1.0006	0.9962
R1	0.9977	0.9977	0.9955	0.9992
PP	0.9931	0.9931	0.9931	0.9938
S1	0.9902	0.9902	0.9941	0.9917
S2	0.9856	0.9856	0.9934
S3	0.9781	0.9827	0.9927
S4	0.9706	0.9752	0.9907

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0487	1.0416	1.0057
R3	1.0288	1.0217	1.0003
R2	1.0089	1.0089	0.9984
R1	1.0018	1.0018	0.9966	1.0054
PP	0.9890	0.9890	0.9890	0.9907
S1	0.9819	0.9819	0.9930	0.9855
S2	0.9691	0.9691	0.9912
S3	0.9492	0.9620	0.9893
S4	0.9293	0.9421	0.9839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9960	0.9761	0.0199	2.0%	0.0083	0.8%	94%	True	False	115,129
10	0.9960	0.9761	0.0199	2.0%	0.0066	0.7%	94%	True	False	99,309
20	0.9960	0.9641	0.0319	3.2%	0.0068	0.7%	96%	True	False	85,766
40	0.9960	0.9554	0.0406	4.1%	0.0072	0.7%	97%	True	False	70,321
60	1.0140	0.9554	0.0586	5.9%	0.0072	0.7%	67%	False	False	47,075
80	1.0168	0.9554	0.0614	6.2%	0.0070	0.7%	64%	False	False	35,377
100	1.0168	0.9554	0.0614	6.2%	0.0066	0.7%	64%	False	False	28,322
120	1.0168	0.9554	0.0614	6.2%	0.0061	0.6%	64%	False	False	23,612

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0279
2.618	1.0156
1.618	1.0081
1.000	1.0035
0.618	1.0006
HIGH	0.9960
0.618	0.9931
0.500	0.9923
0.382	0.9914
LOW	0.9885
0.618	0.9839
1.000	0.9810
1.618	0.9764
2.618	0.9689
4.250	0.9566

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	0.9940	0.9919
PP	0.9931	0.9890
S1	0.9923	0.9861

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

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