CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 17-Aug-2012

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	1.0078	1.0112	0.0034	0.3%	1.0055
High	1.0114	1.0112	-0.0002	0.0%	1.0114
Low	1.0078	1.0075	-0.0003	0.0%	1.0030
Close	1.0112	1.0087	-0.0025	-0.2%	1.0087
Range	0.0036	0.0037	0.0001	2.8%	0.0084
ATR	0.0051	0.0050	-0.0001	-2.0%	0.0000
Volume	526	537	11	2.1%	2,870

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0202	1.0182	1.0107
R3	1.0165	1.0145	1.0097
R2	1.0128	1.0128	1.0094
R1	1.0108	1.0108	1.0090	1.0100
PP	1.0091	1.0091	1.0091	1.0087
S1	1.0071	1.0071	1.0084	1.0063
S2	1.0054	1.0054	1.0080
S3	1.0017	1.0034	1.0077
S4	0.9980	0.9997	1.0067

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0329	1.0292	1.0133
R3	1.0245	1.0208	1.0110
R2	1.0161	1.0161	1.0102
R1	1.0124	1.0124	1.0095	1.0143
PP	1.0077	1.0077	1.0077	1.0086
S1	1.0040	1.0040	1.0079	1.0059
S2	0.9993	0.9993	1.0072
S3	0.9909	0.9956	1.0064
S4	0.9825	0.9872	1.0041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0114	1.0030	0.0084	0.8%	0.0036	0.4%	68%	False	False	574
10	1.0114	0.9952	0.0162	1.6%	0.0039	0.4%	83%	False	False	468
20	1.0114	0.9745	0.0369	3.7%	0.0052	0.5%	93%	False	False	495
40	1.0114	0.9620	0.0494	4.9%	0.0053	0.5%	95%	False	False	438
60	1.0114	0.9545	0.0569	5.6%	0.0055	0.5%	95%	False	False	380
80	1.0136	0.9545	0.0591	5.9%	0.0054	0.5%	92%	False	False	309
100	1.0136	0.9545	0.0591	5.9%	0.0050	0.5%	92%	False	False	264
120	1.0136	0.9545	0.0591	5.9%	0.0047	0.5%	92%	False	False	254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0269
2.618	1.0209
1.618	1.0172
1.000	1.0149
0.618	1.0135
HIGH	1.0112
0.618	1.0098
0.500	1.0094
0.382	1.0089
LOW	1.0075
0.618	1.0052
1.000	1.0038
1.618	1.0015
2.618	0.9978
4.250	0.9918

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	1.0094	1.0084
PP	1.0091	1.0080
S1	1.0089	1.0077

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

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