CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary Previous Current 30-Sep-2011 03-Oct-2011 Change Change % Previous Week Open 0.9510 0.9513 0.0003 0.0% 0.9653 High 0.9510 0.9532 0.0022 0.2% 0.9800 Low 0.9510 0.9479 -0.0031 -0.3% 0.9510 Close 0.9544 0.9492 -0.0052 -0.5% 0.9544 Range 0.0000 0.0053 0.0053 0.0290 ATR 0.0084 0.0083 -0.0001 -1.6% 0.0000 Volume 31 103 72 232.3% 242
Daily Pivots for day following 03-Oct-2011 Classic Woodie Camarilla DeMark R4 0.9660 0.9629 0.9521 R3 0.9607 0.9576 0.9507 R2 0.9554 0.9554 0.9502 R1 0.9523 0.9523 0.9497 0.9512 PP 0.9501 0.9501 0.9501 0.9496 S1 0.9470 0.9470 0.9487 0.9459 S2 0.9448 0.9448 0.9482 S3 0.9395 0.9417 0.9477 S4 0.9342 0.9364 0.9463	Weekly Pivots for week ending 30-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0488 1.0306 0.9704 R3 1.0198 1.0016 0.9624 R2 0.9908 0.9908 0.9597 R1 0.9726 0.9726 0.9571 0.9672 PP 0.9618 0.9618 0.9618 0.9591 S1 0.9436 0.9436 0.9517 0.9382 S2 0.9328 0.9328 0.9491 S3 0.9038 0.9146 0.9464 S4 0.8748 0.8856 0.9385
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9800 0.9479 0.0321 3.4% 0.0064 0.7% 4% False True 58 10 1.0040 0.9479 0.0561 5.9% 0.0073 0.8% 2% False True 85 20 1.0160 0.9479 0.0681 7.2% 0.0042 0.4% 2% False True 65 40 1.0195 0.9479 0.0716 7.5% 0.0025 0.3% 2% False True 41
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0010 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9757 2.618 0.9671 1.618 0.9618 1.000 0.9585 0.618 0.9565 HIGH 0.9532 0.618 0.9512 0.500 0.9506 0.382 0.9499 LOW 0.9479 0.618 0.9446 1.000 0.9426 1.618 0.9393 2.618 0.9340 4.250 0.9254
Fisher Pivots for day following 03-Oct-2011 Pivot 1 day 3 day R1 0.9506 0.9576 PP 0.9501 0.9548 S1 0.9497 0.9520

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