CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 20-Aug-2012

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	1.0112	1.0091	-0.0021	-0.2%	1.0055
High	1.0112	1.0098	-0.0014	-0.1%	1.0114
Low	1.0075	1.0073	-0.0002	0.0%	1.0030
Close	1.0087	1.0092	0.0005	0.0%	1.0087
Range	0.0037	0.0025	-0.0012	-32.4%	0.0084
ATR	0.0050	0.0048	-0.0002	-3.6%	0.0000
Volume	537	808	271	50.5%	2,870

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0163	1.0152	1.0106
R3	1.0138	1.0127	1.0099
R2	1.0113	1.0113	1.0097
R1	1.0102	1.0102	1.0094	1.0108
PP	1.0088	1.0088	1.0088	1.0090
S1	1.0077	1.0077	1.0090	1.0083
S2	1.0063	1.0063	1.0087
S3	1.0038	1.0052	1.0085
S4	1.0013	1.0027	1.0078

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	1.0040	0.0074	0.7%	0.0034	0.3%	70%	False	False	553
10	1.0114	0.9976	0.0138	1.4%	0.0038	0.4%	84%	False	False	515
20	1.0114	0.9745	0.0369	3.7%	0.0050	0.5%	94%	False	False	513
40	1.0114	0.9620	0.0494	4.9%	0.0052	0.5%	96%	False	False	451
60	1.0114	0.9545	0.0569	5.6%	0.0055	0.5%	96%	False	False	388
80	1.0136	0.9545	0.0591	5.9%	0.0054	0.5%	93%	False	False	318
100	1.0136	0.9545	0.0591	5.9%	0.0050	0.5%	93%	False	False	271
120	1.0136	0.9545	0.0591	5.9%	0.0047	0.5%	93%	False	False	255

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0204
2.618	1.0163
1.618	1.0138
1.000	1.0123
0.618	1.0113
HIGH	1.0098
0.618	1.0088
0.500	1.0086
0.382	1.0083
LOW	1.0073
0.618	1.0058
1.000	1.0048
1.618	1.0033
2.618	1.0008
4.250	0.9967

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	1.0090	1.0094
PP	1.0088	1.0093
S1	1.0086	1.0093

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

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