CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary Previous Current 23-Sep-2011 26-Sep-2011 Change Change % Previous Week Open 0.9640 0.9653 0.0013 0.1% 1.0043 High 0.9729 0.9700 -0.0029 -0.3% 1.0043 Low 0.9640 0.9600 -0.0040 -0.4% 0.9628 Close 0.9656 0.9646 -0.0010 -0.1% 0.9656 Range 0.0089 0.0100 0.0011 12.4% 0.0415 ATR 0.0073 0.0075 0.0002 2.6% 0.0000 Volume 303 51 -252 -83.2% 535
Daily Pivots for day following 26-Sep-2011 Classic Woodie Camarilla DeMark R4 0.9949 0.9897 0.9701 R3 0.9849 0.9797 0.9674 R2 0.9749 0.9749 0.9664 R1 0.9697 0.9697 0.9655 0.9673 PP 0.9649 0.9649 0.9649 0.9637 S1 0.9597 0.9597 0.9637 0.9573 S2 0.9549 0.9549 0.9628 S3 0.9449 0.9497 0.9619 S4 0.9349 0.9397 0.9591	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 1.1021 1.0753 0.9884 R3 1.0606 1.0338 0.9770 R2 1.0191 1.0191 0.9732 R1 0.9923 0.9923 0.9694 0.9850 PP 0.9776 0.9776 0.9776 0.9739 S1 0.9508 0.9508 0.9618 0.9435 S2 0.9361 0.9361 0.9580 S3 0.8946 0.9093 0.9542 S4 0.8531 0.8678 0.9428
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0040 0.9600 0.0440 4.6% 0.0082 0.9% 10% False True 113 10 1.0160 0.9600 0.0560 5.8% 0.0048 0.5% 8% False True 74 20 1.0195 0.9600 0.0595 6.2% 0.0028 0.3% 8% False True 54 40 1.0374 0.9600 0.0774 8.0% 0.0020 0.2% 6% False True 36
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 0.0009 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0125 2.618 0.9962 1.618 0.9862 1.000 0.9800 0.618 0.9762 HIGH 0.9700 0.618 0.9662 0.500 0.9650 0.382 0.9638 LOW 0.9600 0.618 0.9538 1.000 0.9500 1.618 0.9438 2.618 0.9338 4.250 0.9175
Fisher Pivots for day following 26-Sep-2011 Pivot 1 day 3 day R1 0.9650 0.9665 PP 0.9649 0.9658 S1 0.9647 0.9652

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