CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 11-Jul-2012

Day Change Summary
	Previous	Current
	10-Jul-2012	11-Jul-2012	Change	Change %	Previous Week
Open	0.9772	0.9770	-0.0002	0.0%	0.9794
High	0.9800	0.9795	-0.0005	-0.1%	0.9866
Low	0.9743	0.9754	0.0011	0.1%	0.9764
Close	0.9744	0.9754	0.0010	0.1%	0.9767
Range	0.0057	0.0041	-0.0016	-28.1%	0.0102
ATR	0.0065	0.0064	-0.0001	-1.6%	0.0000
Volume	355	329	-26	-7.3%	2,021

Daily Pivots for day following 11-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9891	0.9863	0.9777
R3	0.9850	0.9822	0.9765
R2	0.9809	0.9809	0.9762
R1	0.9781	0.9781	0.9758	0.9775
PP	0.9768	0.9768	0.9768	0.9764
S1	0.9740	0.9740	0.9750	0.9734
S2	0.9727	0.9727	0.9746
S3	0.9686	0.9699	0.9743
S4	0.9645	0.9658	0.9731

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0105	1.0038	0.9823
R3	1.0003	0.9936	0.9795
R2	0.9901	0.9901	0.9786
R1	0.9834	0.9834	0.9776	0.9817
PP	0.9799	0.9799	0.9799	0.9790
S1	0.9732	0.9732	0.9758	0.9715
S2	0.9697	0.9697	0.9748
S3	0.9595	0.9630	0.9739
S4	0.9493	0.9528	0.9711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9866	0.9743	0.0123	1.3%	0.0051	0.5%	9%	False	False	385
10	0.9866	0.9620	0.0246	2.5%	0.0061	0.6%	54%	False	False	378
20	0.9866	0.9620	0.0246	2.5%	0.0058	0.6%	54%	False	False	282
40	0.9925	0.9545	0.0380	3.9%	0.0058	0.6%	55%	False	False	268
60	1.0136	0.9545	0.0591	6.1%	0.0053	0.5%	35%	False	False	201
80	1.0136	0.9545	0.0591	6.1%	0.0049	0.5%	35%	False	False	177
100	1.0136	0.9545	0.0591	6.1%	0.0046	0.5%	35%	False	False	189

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9969
2.618	0.9902
1.618	0.9861
1.000	0.9836
0.618	0.9820
HIGH	0.9795
0.618	0.9779
0.500	0.9775
0.382	0.9770
LOW	0.9754
0.618	0.9729
1.000	0.9713
1.618	0.9688
2.618	0.9647
4.250	0.9580

Fisher Pivots for day following 11-Jul-2012
Pivot	1 day	3 day
R1	0.9775	0.9772
PP	0.9768	0.9766
S1	0.9761	0.9760

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

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