CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	0.9868	0.9927	0.0059	0.6%	0.9834
High	0.9935	0.9951	0.0016	0.2%	0.9935
Low	0.9865	0.9924	0.0059	0.6%	0.9745
Close	0.9927	0.9950	0.0023	0.2%	0.9927
Range	0.0070	0.0027	-0.0043	-61.4%	0.0190
ATR	0.0063	0.0061	-0.0003	-4.1%	0.0000
Volume	482	877	395	82.0%	2,359

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0023	1.0013	0.9965
R3	0.9996	0.9986	0.9957
R2	0.9969	0.9969	0.9955
R1	0.9959	0.9959	0.9952	0.9964
PP	0.9942	0.9942	0.9942	0.9944
S1	0.9932	0.9932	0.9948	0.9937
S2	0.9915	0.9915	0.9945
S3	0.9888	0.9905	0.9943
S4	0.9861	0.9878	0.9935

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0439	1.0373	1.0032
R3	1.0249	1.0183	0.9979
R2	1.0059	1.0059	0.9962
R1	0.9993	0.9993	0.9944	1.0026
PP	0.9869	0.9869	0.9869	0.9886
S1	0.9803	0.9803	0.9910	0.9836
S2	0.9679	0.9679	0.9892
S3	0.9489	0.9613	0.9875
S4	0.9299	0.9423	0.9823

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9951	0.9745	0.0206	2.1%	0.0066	0.7%	100%	True	False	560
10	0.9951	0.9745	0.0206	2.1%	0.0055	0.6%	100%	True	False	484
20	0.9951	0.9723	0.0228	2.3%	0.0053	0.5%	100%	True	False	466
40	0.9951	0.9545	0.0406	4.1%	0.0059	0.6%	100%	True	False	351
60	1.0065	0.9545	0.0520	5.2%	0.0057	0.6%	78%	False	False	296
80	1.0136	0.9545	0.0591	5.9%	0.0052	0.5%	69%	False	False	238
100	1.0136	0.9545	0.0591	5.9%	0.0048	0.5%	69%	False	False	221
120	1.0136	0.9545	0.0591	5.9%	0.0046	0.5%	69%	False	False	214

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	0.0007
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.0066
2.618	1.0022
1.618	0.9995
1.000	0.9978
0.618	0.9968
HIGH	0.9951
0.618	0.9941
0.500	0.9938
0.382	0.9934
LOW	0.9924
0.618	0.9907
1.000	0.9897
1.618	0.9880
2.618	0.9853
4.250	0.9809

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	0.9946	0.9928
PP	0.9942	0.9905
S1	0.9938	0.9883

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

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