CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary Previous Current 09-Sep-2011 12-Sep-2011 Change Change % Previous Week Open 1.0000 0.9996 -0.0004 0.0% 1.0060 High 1.0016 0.9996 -0.0020 -0.2% 1.0091 Low 0.9999 0.9996 -0.0003 0.0% 0.9999 Close 0.9996 0.9996 0.0000 0.0% 0.9996 Range 0.0017 0.0000 -0.0017 -100.0% 0.0092 ATR 0.0042 0.0039 -0.0003 -7.1% 0.0000 Volume 46 163 117 254.3% 110
Daily Pivots for day following 12-Sep-2011 Classic Woodie Camarilla DeMark R4 0.9996 0.9996 0.9996 R3 0.9996 0.9996 0.9996 R2 0.9996 0.9996 0.9996 R1 0.9996 0.9996 0.9996 0.9996 PP 0.9996 0.9996 0.9996 0.9996 S1 0.9996 0.9996 0.9996 0.9996 S2 0.9996 0.9996 0.9996 S3 0.9996 0.9996 0.9996 S4 0.9996 0.9996 0.9996	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 1.0091 0.9996 0.0095 1.0% 0.0010 0.1% 0% False True 54 10 1.0195 0.9996 0.0199 2.0% 0.0008 0.1% 0% False True 34 20 1.0195 0.9996 0.0199 2.0% 0.0008 0.1% 0% False True 23
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9996 2.618 0.9996 1.618 0.9996 1.000 0.9996 0.618 0.9996 HIGH 0.9996 0.618 0.9996 0.500 0.9996 0.382 0.9996 LOW 0.9996 0.618 0.9996 1.000 0.9996 1.618 0.9996 2.618 0.9996 4.250 0.9996
Fisher Pivots for day following 12-Sep-2011 Pivot 1 day 3 day R1 0.9996 1.0031 PP 0.9996 1.0019 S1 0.9996 1.0008

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