CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	0.9809	0.9839	0.0030	0.3%	0.9761
High	0.9824	0.9845	0.0021	0.2%	0.9810
Low	0.9809	0.9837	0.0028	0.3%	0.9715
Close	0.9824	0.9837	0.0013	0.1%	0.9808
Range	0.0015	0.0008	-0.0007	-46.7%	0.0095
ATR	0.0040	0.0039	-0.0001	-3.4%	0.0000
Volume	11	72	61	554.5%	88

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9864	0.9858	0.9841
R3	0.9856	0.9850	0.9839
R2	0.9848	0.9848	0.9838
R1	0.9842	0.9842	0.9838	0.9841
PP	0.9840	0.9840	0.9840	0.9839
S1	0.9834	0.9834	0.9836	0.9833
S2	0.9832	0.9832	0.9836
S3	0.9824	0.9826	0.9835
S4	0.9816	0.9818	0.9833

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0063	1.0030	0.9860
R3	0.9968	0.9935	0.9834
R2	0.9873	0.9873	0.9825
R1	0.9840	0.9840	0.9817	0.9857
PP	0.9778	0.9778	0.9778	0.9786
S1	0.9745	0.9745	0.9799	0.9762
S2	0.9683	0.9683	0.9791
S3	0.9588	0.9650	0.9782
S4	0.9493	0.9555	0.9756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9845	0.9715	0.0130	1.3%	0.0021	0.2%	94%	True	False	26
10	0.9845	0.9715	0.0130	1.3%	0.0022	0.2%	94%	True	False	20
20	0.9845	0.9610	0.0235	2.4%	0.0034	0.3%	97%	True	False	22
40	0.9845	0.9536	0.0309	3.1%	0.0031	0.3%	97%	True	False	51

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9879
2.618	0.9866
1.618	0.9858
1.000	0.9853
0.618	0.9850
HIGH	0.9845
0.618	0.9842
0.500	0.9841
0.382	0.9840
LOW	0.9837
0.618	0.9832
1.000	0.9829
1.618	0.9824
2.618	0.9816
4.250	0.9803

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	0.9841	0.9833
PP	0.9840	0.9829
S1	0.9838	0.9825

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

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