CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	0.9915	0.9895	-0.0020	-0.2%	0.9927
High	0.9962	0.9990	0.0028	0.3%	0.9990
Low	0.9890	0.9895	0.0005	0.1%	0.9890
Close	0.9892	0.9975	0.0083	0.8%	0.9975
Range	0.0072	0.0095	0.0023	31.9%	0.0100
ATR	0.0060	0.0062	0.0003	4.6%	0.0000
Volume	153	759	606	396.1%	2,858

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0238	1.0202	1.0027
R3	1.0143	1.0107	1.0001
R2	1.0048	1.0048	0.9992
R1	1.0012	1.0012	0.9984	1.0030
PP	0.9953	0.9953	0.9953	0.9963
S1	0.9917	0.9917	0.9966	0.9935
S2	0.9858	0.9858	0.9958
S3	0.9763	0.9822	0.9949
S4	0.9668	0.9727	0.9923

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0252	1.0213	1.0030
R3	1.0152	1.0113	1.0003
R2	1.0052	1.0052	0.9993
R1	1.0013	1.0013	0.9984	1.0033
PP	0.9952	0.9952	0.9952	0.9961
S1	0.9913	0.9913	0.9966	0.9933
S2	0.9852	0.9852	0.9957
S3	0.9752	0.9813	0.9948
S4	0.9652	0.9713	0.9920

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9990	0.9890	0.0100	1.0%	0.0057	0.6%	85%	True	False	571
10	0.9990	0.9745	0.0245	2.5%	0.0065	0.7%	94%	True	False	521
20	0.9990	0.9723	0.0267	2.7%	0.0055	0.5%	94%	True	False	464
40	0.9990	0.9620	0.0370	3.7%	0.0059	0.6%	96%	True	False	376
60	0.9990	0.9545	0.0445	4.5%	0.0058	0.6%	97%	True	False	320
80	1.0136	0.9545	0.0591	5.9%	0.0054	0.5%	73%	False	False	258
100	1.0136	0.9545	0.0591	5.9%	0.0050	0.5%	73%	False	False	239
120	1.0136	0.9545	0.0591	5.9%	0.0047	0.5%	73%	False	False	227

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	0.0007
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.0394
2.618	1.0239
1.618	1.0144
1.000	1.0085
0.618	1.0049
HIGH	0.9990
0.618	0.9954
0.500	0.9943
0.382	0.9931
LOW	0.9895
0.618	0.9836
1.000	0.9800
1.618	0.9741
2.618	0.9646
4.250	0.9491

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	0.9964	0.9963
PP	0.9953	0.9952
S1	0.9943	0.9940

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

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