CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary Previous Current 07-Sep-2011 08-Sep-2011 Change Change % Previous Week Open 1.0085 1.0065 -0.0020 -0.2% 1.0168 High 1.0091 1.0065 -0.0026 -0.3% 1.0195 Low 1.0085 1.0065 -0.0020 -0.2% 1.0125 Close 1.0103 1.0065 -0.0038 -0.4% 1.0108 Range 0.0006 0.0000 -0.0006 -100.0% 0.0070 ATR 0.0041 0.0040 0.0000 -0.4% 0.0000 Volume 4 46 42 1,050.0% 68
Daily Pivots for day following 08-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0065 1.0065 1.0065 R3 1.0065 1.0065 1.0065 R2 1.0065 1.0065 1.0065 R1 1.0065 1.0065 1.0065 1.0065 PP 1.0065 1.0065 1.0065 1.0065 S1 1.0065 1.0065 1.0065 1.0065 S2 1.0065 1.0065 1.0065 S3 1.0065 1.0065 1.0065 S4 1.0065 1.0065 1.0065	Weekly Pivots for week ending 02-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0353 1.0300 1.0147 R3 1.0283 1.0230 1.0127 R2 1.0213 1.0213 1.0121 R1 1.0160 1.0160 1.0114 1.0152 PP 1.0143 1.0143 1.0143 1.0138 S1 1.0090 1.0090 1.0102 1.0082 S2 1.0073 1.0073 1.0095 S3 1.0003 1.0020 1.0089 S4 0.9933 0.9950 1.0070
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0195 1.0036 0.0159 1.6% 0.0013 0.1% 18% False False 14 10 1.0195 1.0036 0.0159 1.6% 0.0007 0.1% 18% False False 19 20 1.0195 1.0000 0.0195 1.9% 0.0007 0.1% 33% False False 14
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0065 2.618 1.0065 1.618 1.0065 1.000 1.0065 0.618 1.0065 HIGH 1.0065 0.618 1.0065 0.500 1.0065 0.382 1.0065 LOW 1.0065 0.618 1.0065 1.000 1.0065 1.618 1.0065 2.618 1.0065 4.250 1.0065
Fisher Pivots for day following 08-Sep-2011 Pivot 1 day 3 day R1 1.0065 1.0065 PP 1.0065 1.0064 S1 1.0065 1.0064

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