CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	0.9773	0.9691	-0.0082	-0.8%	0.9616
High	0.9801	0.9748	-0.0053	-0.5%	0.9791
Low	0.9691	0.9680	-0.0011	-0.1%	0.9568
Close	0.9701	0.9742	0.0041	0.4%	0.9715
Range	0.0110	0.0068	-0.0042	-38.2%	0.0223
ATR	0.0085	0.0084	-0.0001	-1.4%	0.0000
Volume	104,363	105,492	1,129	1.1%	562,383

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9927	0.9903	0.9779
R3	0.9859	0.9835	0.9761
R2	0.9791	0.9791	0.9754
R1	0.9767	0.9767	0.9748	0.9779
PP	0.9723	0.9723	0.9723	0.9730
S1	0.9699	0.9699	0.9736	0.9711
S2	0.9655	0.9655	0.9730
S3	0.9587	0.9631	0.9723
S4	0.9519	0.9563	0.9705

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0360	1.0261	0.9838
R3	1.0137	1.0038	0.9776
R2	0.9914	0.9914	0.9756
R1	0.9815	0.9815	0.9735	0.9865
PP	0.9691	0.9691	0.9691	0.9716
S1	0.9592	0.9592	0.9695	0.9642
S2	0.9468	0.9468	0.9674
S3	0.9245	0.9369	0.9654
S4	0.9022	0.9146	0.9592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9801	0.9625	0.0176	1.8%	0.0094	1.0%	66%	False	False	112,840
10	0.9801	0.9568	0.0233	2.4%	0.0090	0.9%	75%	False	False	118,496
20	1.0002	0.9568	0.0434	4.5%	0.0084	0.9%	40%	False	False	114,215
40	1.0192	0.9568	0.0624	6.4%	0.0080	0.8%	28%	False	False	100,172
60	1.0192	0.9568	0.0624	6.4%	0.0078	0.8%	28%	False	False	94,206
80	1.0192	0.9568	0.0624	6.4%	0.0073	0.8%	28%	False	False	73,695
100	1.0192	0.9568	0.0624	6.4%	0.0070	0.7%	28%	False	False	58,992
120	1.0192	0.9568	0.0624	6.4%	0.0070	0.7%	28%	False	False	49,184

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0037
2.618	0.9926
1.618	0.9858
1.000	0.9816
0.618	0.9790
HIGH	0.9748
0.618	0.9722
0.500	0.9714
0.382	0.9706
LOW	0.9680
0.618	0.9638
1.000	0.9612
1.618	0.9570
2.618	0.9502
4.250	0.9391

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	0.9733	0.9737
PP	0.9723	0.9732
S1	0.9714	0.9728

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

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