CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	1.0078	1.0009	-0.0069	-0.7%	0.9994
High	1.0078	1.0029	-0.0049	-0.5%	1.0045
Low	1.0073	0.9983	-0.0090	-0.9%	0.9994
Close	1.0074	1.0022	-0.0052	-0.5%	1.0024
Range	0.0005	0.0046	0.0041	820.0%	0.0051
ATR	0.0043	0.0047	0.0003	7.9%	0.0000
Volume	56	14	-42	-75.0%	1,566

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0149	1.0132	1.0047
R3	1.0103	1.0086	1.0035
R2	1.0057	1.0057	1.0030
R1	1.0040	1.0040	1.0026	1.0049
PP	1.0011	1.0011	1.0011	1.0016
S1	0.9994	0.9994	1.0018	1.0003
S2	0.9965	0.9965	1.0014
S3	0.9919	0.9948	1.0009
S4	0.9873	0.9902	0.9997

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0174	1.0150	1.0052
R3	1.0123	1.0099	1.0038
R2	1.0072	1.0072	1.0033
R1	1.0048	1.0048	1.0029	1.0060
PP	1.0021	1.0021	1.0021	1.0027
S1	0.9997	0.9997	1.0019	1.0009
S2	0.9970	0.9970	1.0015
S3	0.9919	0.9946	1.0010
S4	0.9868	0.9895	0.9996

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0078	0.9983	0.0095	0.9%	0.0026	0.3%	41%	False	True	315
10	1.0078	0.9935	0.0143	1.4%	0.0028	0.3%	61%	False	False	179
20	1.0086	0.9900	0.0186	1.9%	0.0030	0.3%	66%	False	False	235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0225
2.618	1.0149
1.618	1.0103
1.000	1.0075
0.618	1.0057
HIGH	1.0029
0.618	1.0011
0.500	1.0006
0.382	1.0001
LOW	0.9983
0.618	0.9955
1.000	0.9937
1.618	0.9909
2.618	0.9863
4.250	0.9788

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	1.0017	1.0031
PP	1.0011	1.0028
S1	1.0006	1.0025

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

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