CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary Previous Current 08-Sep-2011 09-Sep-2011 Change Change % Previous Week Open 1.0065 1.0000 -0.0065 -0.6% 1.0060 High 1.0065 1.0016 -0.0049 -0.5% 1.0091 Low 1.0065 0.9999 -0.0066 -0.7% 0.9999 Close 1.0065 0.9996 -0.0069 -0.7% 0.9996 Range 0.0000 0.0017 0.0017 0.0092 ATR 0.0040 0.0042 0.0002 4.5% 0.0000 Volume 46 46 0 0.0% 110
Daily Pivots for day following 09-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0055 1.0042 1.0005 R3 1.0038 1.0025 1.0001 R2 1.0021 1.0021 0.9999 R1 1.0008 1.0008 0.9998 1.0006 PP 1.0004 1.0004 1.0004 1.0003 S1 0.9991 0.9991 0.9994 0.9989 S2 0.9987 0.9987 0.9993 S3 0.9970 0.9974 0.9991 S4 0.9953 0.9957 0.9987	Weekly Pivots for week ending 09-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0305 1.0242 1.0047 R3 1.0213 1.0150 1.0021 R2 1.0121 1.0121 1.0013 R1 1.0058 1.0058 1.0004 1.0044 PP 1.0029 1.0029 1.0029 1.0021 S1 0.9966 0.9966 0.9988 0.9952 S2 0.9937 0.9937 0.9979 S3 0.9845 0.9874 0.9971 S4 0.9753 0.9782 0.9945
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0160 0.9999 0.0161 1.6% 0.0017 0.2% -2% False True 23 10 1.0195 0.9999 0.0196 2.0% 0.0008 0.1% -2% False True 20 20 1.0195 0.9999 0.0196 2.0% 0.0008 0.1% -2% False True 16
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 0.0000 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0088 2.618 1.0061 1.618 1.0044 1.000 1.0033 0.618 1.0027 HIGH 1.0016 0.618 1.0010 0.500 1.0008 0.382 1.0005 LOW 0.9999 0.618 0.9988 1.000 0.9982 1.618 0.9971 2.618 0.9954 4.250 0.9927
Fisher Pivots for day following 09-Sep-2011 Pivot 1 day 3 day R1 1.0008 1.0045 PP 1.0004 1.0029 S1 1.0000 1.0012

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