CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	0.9784	0.9745	-0.0039	-0.4%	0.9824
High	0.9805	0.9830	0.0025	0.3%	0.9900
Low	0.9750	0.9745	-0.0005	-0.1%	0.9799
Close	0.9753	0.9827	0.0074	0.8%	0.9846
Range	0.0055	0.0085	0.0030	54.5%	0.0101
ATR	0.0059	0.0061	0.0002	3.2%	0.0000
Volume	533	587	54	10.1%	2,238

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0056	1.0026	0.9874
R3	0.9971	0.9941	0.9850
R2	0.9886	0.9886	0.9843
R1	0.9856	0.9856	0.9835	0.9871
PP	0.9801	0.9801	0.9801	0.9808
S1	0.9771	0.9771	0.9819	0.9786
S2	0.9716	0.9716	0.9811
S3	0.9631	0.9686	0.9804
S4	0.9546	0.9601	0.9780

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0151	1.0100	0.9902
R3	1.0050	0.9999	0.9874
R2	0.9949	0.9949	0.9865
R1	0.9898	0.9898	0.9855	0.9924
PP	0.9848	0.9848	0.9848	0.9861
S1	0.9797	0.9797	0.9837	0.9823
S2	0.9747	0.9747	0.9827
S3	0.9646	0.9696	0.9818
S4	0.9545	0.9595	0.9790

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9900	0.9745	0.0155	1.6%	0.0056	0.6%	53%	False	True	527
10	0.9900	0.9723	0.0177	1.8%	0.0052	0.5%	59%	False	False	460
20	0.9900	0.9620	0.0280	2.8%	0.0056	0.6%	74%	False	False	419
40	0.9900	0.9545	0.0355	3.6%	0.0058	0.6%	79%	False	False	335
60	1.0097	0.9545	0.0552	5.6%	0.0056	0.6%	51%	False	False	272
80	1.0136	0.9545	0.0591	6.0%	0.0051	0.5%	48%	False	False	222
100	1.0136	0.9545	0.0591	6.0%	0.0047	0.5%	48%	False	False	208
120	1.0136	0.9545	0.0591	6.0%	0.0044	0.5%	48%	False	False	201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0191
2.618	1.0053
1.618	0.9968
1.000	0.9915
0.618	0.9883
HIGH	0.9830
0.618	0.9798
0.500	0.9788
0.382	0.9777
LOW	0.9745
0.618	0.9692
1.000	0.9660
1.618	0.9607
2.618	0.9522
4.250	0.9384

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	0.9814	0.9815
PP	0.9801	0.9802
S1	0.9788	0.9790

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

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