CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	0.9735	0.9725	-0.0010	-0.1%	0.9835
High	0.9786	0.9725	-0.0061	-0.6%	0.9905
Low	0.9715	0.9690	-0.0025	-0.3%	0.9715
Close	0.9782	0.9707	-0.0075	-0.8%	0.9782
Range	0.0071	0.0035	-0.0036	-50.7%	0.0190
ATR	0.0091	0.0091	0.0000	0.1%	0.0000
Volume	298	255	-43	-14.4%	456

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9812	0.9795	0.9726
R3	0.9777	0.9760	0.9717
R2	0.9742	0.9742	0.9713
R1	0.9725	0.9725	0.9710	0.9716
PP	0.9707	0.9707	0.9707	0.9703
S1	0.9690	0.9690	0.9704	0.9681
S2	0.9672	0.9672	0.9701
S3	0.9637	0.9655	0.9697
S4	0.9602	0.9620	0.9688

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0371	1.0266	0.9887
R3	1.0181	1.0076	0.9834
R2	0.9991	0.9991	0.9817
R1	0.9886	0.9886	0.9799	0.9844
PP	0.9801	0.9801	0.9801	0.9779
S1	0.9696	0.9696	0.9765	0.9654
S2	0.9611	0.9611	0.9747
S3	0.9421	0.9506	0.9730
S4	0.9231	0.9316	0.9678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9905	0.9690	0.0215	2.2%	0.0087	0.9%	8%	False	True	137
10	0.9905	0.9625	0.0280	2.9%	0.0085	0.9%	29%	False	False	108
20	0.9905	0.9484	0.0421	4.3%	0.0071	0.7%	53%	False	False	146
40	1.0058	0.9484	0.0574	5.9%	0.0066	0.7%	39%	False	False	90
60	1.0058	0.9360	0.0698	7.2%	0.0062	0.6%	50%	False	False	86
80	1.0195	0.9360	0.0835	8.6%	0.0049	0.5%	42%	False	False	72

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9874
2.618	0.9817
1.618	0.9782
1.000	0.9760
0.618	0.9747
HIGH	0.9725
0.618	0.9712
0.500	0.9708
0.382	0.9703
LOW	0.9690
0.618	0.9668
1.000	0.9655
1.618	0.9633
2.618	0.9598
4.250	0.9541

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	0.9708	0.9798
PP	0.9707	0.9767
S1	0.9707	0.9737

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These figures are updated between 7pm and 10pm EST after a trading day.

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