CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	1.0063	1.0028	-0.0035	-0.3%	1.0091
High	1.0091	1.0070	-0.0021	-0.2%	1.0132
Low	1.0026	1.0028	0.0002	0.0%	1.0026
Close	1.0040	1.0063	0.0023	0.2%	1.0063
Range	0.0065	0.0042	-0.0023	-35.4%	0.0106
ATR	0.0051	0.0050	-0.0001	-1.2%	0.0000
Volume	766	1,072	306	39.9%	3,541

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0180	1.0163	1.0086
R3	1.0138	1.0121	1.0075
R2	1.0096	1.0096	1.0071
R1	1.0079	1.0079	1.0067	1.0088
PP	1.0054	1.0054	1.0054	1.0058
S1	1.0037	1.0037	1.0059	1.0046
S2	1.0012	1.0012	1.0055
S3	0.9970	0.9995	1.0051
S4	0.9928	0.9953	1.0040

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0392	1.0333	1.0121
R3	1.0286	1.0227	1.0092
R2	1.0180	1.0180	1.0082
R1	1.0121	1.0121	1.0073	1.0098
PP	1.0074	1.0074	1.0074	1.0062
S1	1.0015	1.0015	1.0053	0.9992
S2	0.9968	0.9968	1.0044
S3	0.9862	0.9909	1.0034
S4	0.9756	0.9803	1.0005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0132	1.0026	0.0106	1.1%	0.0049	0.5%	35%	False	False	708
10	1.0132	1.0026	0.0106	1.1%	0.0043	0.4%	35%	False	False	641
20	1.0132	0.9890	0.0242	2.4%	0.0046	0.5%	71%	False	False	554
40	1.0132	0.9671	0.0461	4.6%	0.0052	0.5%	85%	False	False	495
60	1.0132	0.9545	0.0587	5.8%	0.0055	0.5%	88%	False	False	411
80	1.0132	0.9545	0.0587	5.8%	0.0055	0.5%	88%	False	False	350
100	1.0136	0.9545	0.0591	5.9%	0.0051	0.5%	88%	False	False	293
120	1.0136	0.9545	0.0591	5.9%	0.0048	0.5%	88%	False	False	269

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0249
2.618	1.0180
1.618	1.0138
1.000	1.0112
0.618	1.0096
HIGH	1.0070
0.618	1.0054
0.500	1.0049
0.382	1.0044
LOW	1.0028
0.618	1.0002
1.000	0.9986
1.618	0.9960
2.618	0.9918
4.250	0.9850

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	1.0058	1.0062
PP	1.0054	1.0060
S1	1.0049	1.0059

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

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