CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	0.9945	0.9970	0.0025	0.3%	0.9852
High	0.9976	0.9987	0.0011	0.1%	0.9960
Low	0.9936	0.9947	0.0011	0.1%	0.9761
Close	0.9971	0.9962	-0.0009	-0.1%	0.9948
Range	0.0040	0.0040	0.0000	0.0%	0.0199
ATR	0.0068	0.0066	-0.0002	-2.9%	0.0000
Volume	84,723	86,322	1,599	1.9%	575,647

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0085	1.0064	0.9984
R3	1.0045	1.0024	0.9973
R2	1.0005	1.0005	0.9969
R1	0.9984	0.9984	0.9966	0.9975
PP	0.9965	0.9965	0.9965	0.9961
S1	0.9944	0.9944	0.9958	0.9935
S2	0.9925	0.9925	0.9955
S3	0.9885	0.9904	0.9951
S4	0.9845	0.9864	0.9940

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	0.9987	0.9761	0.0226	2.3%	0.0070	0.7%	89%	True	False	105,609
10	0.9987	0.9761	0.0226	2.3%	0.0065	0.7%	89%	True	False	100,435
20	0.9987	0.9740	0.0247	2.5%	0.0060	0.6%	90%	True	False	83,342
40	0.9987	0.9574	0.0413	4.1%	0.0070	0.7%	94%	True	False	74,498
60	1.0040	0.9554	0.0486	4.9%	0.0071	0.7%	84%	False	False	49,921
80	1.0168	0.9554	0.0614	6.2%	0.0070	0.7%	66%	False	False	37,510
100	1.0168	0.9554	0.0614	6.2%	0.0066	0.7%	66%	False	False	30,031
120	1.0168	0.9554	0.0614	6.2%	0.0061	0.6%	66%	False	False	25,038

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014

Fibonacci Retracements and Extensions
4.250	1.0157
2.618	1.0092
1.618	1.0052
1.000	1.0027
0.618	1.0012
HIGH	0.9987
0.618	0.9972
0.500	0.9967
0.382	0.9962
LOW	0.9947
0.618	0.9922
1.000	0.9907
1.618	0.9882
2.618	0.9842
4.250	0.9777

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	0.9967	0.9953
PP	0.9965	0.9945
S1	0.9964	0.9936

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

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