CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 22-Dec-2011

Day Change Summary
	Previous	Current
	21-Dec-2011	22-Dec-2011	Change	Change %	Previous Week
Open	0.9669	0.9702	0.0033	0.3%	0.9725
High	0.9760	0.9768	0.0008	0.1%	0.9725
Low	0.9669	0.9702	0.0033	0.3%	0.9570
Close	0.9696	0.9759	0.0063	0.6%	0.9602
Range	0.0091	0.0066	-0.0025	-27.5%	0.0155
ATR	0.0088	0.0087	-0.0001	-1.3%	0.0000
Volume	80	114	34	42.5%	1,015

Daily Pivots for day following 22-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9941	0.9916	0.9795
R3	0.9875	0.9850	0.9777
R2	0.9809	0.9809	0.9771
R1	0.9784	0.9784	0.9765	0.9797
PP	0.9743	0.9743	0.9743	0.9749
S1	0.9718	0.9718	0.9753	0.9731
S2	0.9677	0.9677	0.9747
S3	0.9611	0.9652	0.9741
S4	0.9545	0.9586	0.9723

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0097	1.0005	0.9687
R3	0.9942	0.9850	0.9645
R2	0.9787	0.9787	0.9630
R1	0.9695	0.9695	0.9616	0.9664
PP	0.9632	0.9632	0.9632	0.9617
S1	0.9540	0.9540	0.9588	0.9509
S2	0.9477	0.9477	0.9574
S3	0.9322	0.9385	0.9559
S4	0.9167	0.9230	0.9517

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9768	0.9575	0.0193	2.0%	0.0073	0.8%	95%	True	False	85
10	0.9786	0.9570	0.0216	2.2%	0.0066	0.7%	88%	False	False	168
20	0.9905	0.9484	0.0421	4.3%	0.0077	0.8%	65%	False	False	157
40	1.0058	0.9484	0.0574	5.9%	0.0067	0.7%	48%	False	False	109
60	1.0058	0.9360	0.0698	7.2%	0.0061	0.6%	57%	False	False	93
80	1.0195	0.9360	0.0835	8.6%	0.0056	0.6%	48%	False	False	84
100	1.0315	0.9360	0.0955	9.8%	0.0047	0.5%	42%	False	False	71

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0049
2.618	0.9941
1.618	0.9875
1.000	0.9834
0.618	0.9809
HIGH	0.9768
0.618	0.9743
0.500	0.9735
0.382	0.9727
LOW	0.9702
0.618	0.9661
1.000	0.9636
1.618	0.9595
2.618	0.9529
4.250	0.9422

Fisher Pivots for day following 22-Dec-2011
Pivot	1 day	3 day
R1	0.9751	0.9742
PP	0.9743	0.9724
S1	0.9735	0.9707

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

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