CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 24-Apr-2012

Day Change Summary
	Previous	Current
	23-Apr-2012	24-Apr-2012	Change	Change %	Previous Week
Open	1.0006	1.0060	0.0054	0.5%	0.9962
High	1.0029	1.0060	0.0031	0.3%	1.0064
Low	1.0006	1.0050	0.0044	0.4%	0.9920
Close	1.0021	1.0053	0.0032	0.3%	1.0010
Range	0.0023	0.0010	-0.0013	-56.5%	0.0144
ATR	0.0052	0.0051	-0.0001	-1.8%	0.0000
Volume	26	5	-21	-80.8%	241

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0084	1.0079	1.0059
R3	1.0074	1.0069	1.0056
R2	1.0064	1.0064	1.0055
R1	1.0059	1.0059	1.0054	1.0057
PP	1.0054	1.0054	1.0054	1.0053
S1	1.0049	1.0049	1.0052	1.0047
S2	1.0044	1.0044	1.0051
S3	1.0034	1.0039	1.0050
S4	1.0024	1.0029	1.0048

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0430	1.0364	1.0089
R3	1.0286	1.0220	1.0050
R2	1.0142	1.0142	1.0036
R1	1.0076	1.0076	1.0023	1.0109
PP	0.9998	0.9998	0.9998	1.0015
S1	0.9932	0.9932	0.9997	0.9965
S2	0.9854	0.9854	0.9984
S3	0.9710	0.9788	0.9970
S4	0.9566	0.9644	0.9931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0060	0.9983	0.0077	0.8%	0.0030	0.3%	91%	True	False	24
10	1.0064	0.9896	0.0168	1.7%	0.0038	0.4%	93%	False	False	84
20	1.0064	0.9896	0.0168	1.7%	0.0037	0.4%	93%	False	False	86
40	1.0086	0.9896	0.0190	1.9%	0.0035	0.3%	83%	False	False	165

Crabel Price Patterns
NR	True
NR4	True
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	0.0005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0103
2.618	1.0086
1.618	1.0076
1.000	1.0070
0.618	1.0066
HIGH	1.0060
0.618	1.0056
0.500	1.0055
0.382	1.0054
LOW	1.0050
0.618	1.0044
1.000	1.0040
1.618	1.0034
2.618	1.0024
4.250	1.0008

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	1.0055	1.0046
PP	1.0054	1.0040
S1	1.0054	1.0033

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

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