CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 09-Aug-2012

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	0.9991	1.0028	0.0037	0.4%	0.9927
High	1.0033	1.0060	0.0027	0.3%	0.9990
Low	0.9991	1.0023	0.0032	0.3%	0.9890
Close	1.0020	1.0052	0.0032	0.3%	0.9975
Range	0.0042	0.0037	-0.0005	-11.9%	0.0100
ATR	0.0057	0.0056	-0.0001	-2.1%	0.0000
Volume	524	172	-352	-67.2%	2,858

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0156	1.0141	1.0072
R3	1.0119	1.0104	1.0062
R2	1.0082	1.0082	1.0059
R1	1.0067	1.0067	1.0055	1.0075
PP	1.0045	1.0045	1.0045	1.0049
S1	1.0030	1.0030	1.0049	1.0038
S2	1.0008	1.0008	1.0045
S3	0.9971	0.9993	1.0042
S4	0.9934	0.9956	1.0032

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	1.0060	0.9895	0.0165	1.6%	0.0047	0.5%	95%	True	False	396
10	1.0060	0.9865	0.0195	1.9%	0.0049	0.5%	96%	True	False	456
20	1.0060	0.9745	0.0315	3.1%	0.0052	0.5%	97%	True	False	464
40	1.0060	0.9620	0.0440	4.4%	0.0055	0.5%	98%	True	False	375
60	1.0060	0.9545	0.0515	5.1%	0.0057	0.6%	98%	True	False	333
80	1.0136	0.9545	0.0591	5.9%	0.0053	0.5%	86%	False	False	267
100	1.0136	0.9545	0.0591	5.9%	0.0050	0.5%	86%	False	False	236
120	1.0136	0.9545	0.0591	5.9%	0.0047	0.5%	86%	False	False	236

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0217
2.618	1.0157
1.618	1.0120
1.000	1.0097
0.618	1.0083
HIGH	1.0060
0.618	1.0046
0.500	1.0042
0.382	1.0037
LOW	1.0023
0.618	1.0000
1.000	0.9986
1.618	0.9963
2.618	0.9926
4.250	0.9866

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	1.0049	1.0041
PP	1.0045	1.0029
S1	1.0042	1.0018

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

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