CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary Previous Current 10-Oct-2011 11-Oct-2011 Change Change % Previous Week Open 0.9710 0.9667 -0.0043 -0.4% 0.9513 High 0.9710 0.9675 -0.0035 -0.4% 0.9700 Low 0.9710 0.9667 -0.0043 -0.4% 0.9360 Close 0.9703 0.9671 -0.0032 -0.3% 0.9592 Range 0.0000 0.0008 0.0008 0.0340 ATR 0.0093 0.0089 -0.0004 -4.4% 0.0000 Volume 17 1 -16 -94.1% 420
Daily Pivots for day following 11-Oct-2011 Classic Woodie Camarilla DeMark R4 0.9695 0.9691 0.9675 R3 0.9687 0.9683 0.9673 R2 0.9679 0.9679 0.9672 R1 0.9675 0.9675 0.9672 0.9677 PP 0.9671 0.9671 0.9671 0.9672 S1 0.9667 0.9667 0.9670 0.9669 S2 0.9663 0.9663 0.9670 S3 0.9655 0.9659 0.9669 S4 0.9647 0.9651 0.9667	Weekly Pivots for week ending 07-Oct-2011 Classic Woodie Camarilla DeMark R4 1.0571 1.0421 0.9779 R3 1.0231 1.0081 0.9686 R2 0.9891 0.9891 0.9654 R1 0.9741 0.9741 0.9623 0.9816 PP 0.9551 0.9551 0.9551 0.9588 S1 0.9401 0.9401 0.9561 0.9476 S2 0.9211 0.9211 0.9530 S3 0.8871 0.9061 0.9499 S4 0.8531 0.8721 0.9405
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9710 0.9520 0.0190 2.0% 0.0035 0.4% 79% False False 61 10 0.9752 0.9360 0.0392 4.1% 0.0049 0.5% 79% False False 56 20 1.0160 0.9360 0.0800 8.3% 0.0051 0.5% 39% False False 65 40 1.0195 0.9360 0.0835 8.6% 0.0030 0.3% 37% False False 45
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 0.0002 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9709 2.618 0.9696 1.618 0.9688 1.000 0.9683 0.618 0.9680 HIGH 0.9675 0.618 0.9672 0.500 0.9671 0.382 0.9670 LOW 0.9667 0.618 0.9662 1.000 0.9659 1.618 0.9654 2.618 0.9646 4.250 0.9633
Fisher Pivots for day following 11-Oct-2011 Pivot 1 day 3 day R1 0.9671 0.9665 PP 0.9671 0.9659 S1 0.9671 0.9653

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