CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	1.0042	0.9994	-0.0048	-0.5%	1.0025
High	1.0047	1.0006	-0.0041	-0.4%	1.0047
Low	1.0034	0.9994	-0.0040	-0.4%	0.9910
Close	1.0034	1.0001	-0.0033	-0.3%	1.0034
Range	0.0013	0.0012	-0.0001	-7.7%	0.0137
ATR	0.0047	0.0047	-0.0001	-1.1%	0.0000
Volume	32	36	4	12.5%	594

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0036	1.0031	1.0008
R3	1.0024	1.0019	1.0004
R2	1.0012	1.0012	1.0003
R1	1.0007	1.0007	1.0002	1.0010
PP	1.0000	1.0000	1.0000	1.0002
S1	0.9995	0.9995	1.0000	0.9998
S2	0.9988	0.9988	0.9999
S3	0.9976	0.9983	0.9998
S4	0.9964	0.9971	0.9994

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0408	1.0358	1.0109
R3	1.0271	1.0221	1.0072
R2	1.0134	1.0134	1.0059
R1	1.0084	1.0084	1.0047	1.0109
PP	0.9997	0.9997	0.9997	1.0010
S1	0.9947	0.9947	1.0021	0.9972
S2	0.9860	0.9860	1.0009
S3	0.9723	0.9810	0.9996
S4	0.9586	0.9673	0.9959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0047	0.9910	0.0137	1.4%	0.0028	0.3%	66%	False	False	92
10	1.0086	0.9910	0.0176	1.8%	0.0032	0.3%	52%	False	False	287
20	1.0086	0.9900	0.0186	1.9%	0.0033	0.3%	54%	False	False	174

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0004
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.0057
2.618	1.0037
1.618	1.0025
1.000	1.0018
0.618	1.0013
HIGH	1.0006
0.618	1.0001
0.500	1.0000
0.382	0.9999
LOW	0.9994
0.618	0.9987
1.000	0.9982
1.618	0.9975
2.618	0.9963
4.250	0.9943

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	1.0001	1.0002
PP	1.0000	1.0002
S1	1.0000	1.0001

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

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