CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	0.9702	0.9770	0.0068	0.7%	0.9575
High	0.9768	0.9789	0.0021	0.2%	0.9789
Low	0.9702	0.9770	0.0068	0.7%	0.9575
Close	0.9759	0.9788	0.0029	0.3%	0.9788
Range	0.0066	0.0019	-0.0047	-71.2%	0.0214
ATR	0.0087	0.0083	-0.0004	-4.7%	0.0000
Volume	114	182	68	59.6%	549

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9839	0.9833	0.9798
R3	0.9820	0.9814	0.9793
R2	0.9801	0.9801	0.9791
R1	0.9795	0.9795	0.9790	0.9798
PP	0.9782	0.9782	0.9782	0.9784
S1	0.9776	0.9776	0.9786	0.9779
S2	0.9763	0.9763	0.9785
S3	0.9744	0.9757	0.9783
S4	0.9725	0.9738	0.9778

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0359	1.0288	0.9906
R3	1.0145	1.0074	0.9847
R2	0.9931	0.9931	0.9827
R1	0.9860	0.9860	0.9808	0.9896
PP	0.9717	0.9717	0.9717	0.9735
S1	0.9646	0.9646	0.9768	0.9682
S2	0.9503	0.9503	0.9749
S3	0.9289	0.9432	0.9729
S4	0.9075	0.9218	0.9670

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9789	0.9575	0.0214	2.2%	0.0059	0.6%	100%	True	False	109
10	0.9789	0.9570	0.0219	2.2%	0.0060	0.6%	100%	True	False	156
20	0.9905	0.9568	0.0337	3.4%	0.0076	0.8%	65%	False	False	153
40	1.0019	0.9484	0.0535	5.5%	0.0066	0.7%	57%	False	False	112
60	1.0058	0.9360	0.0698	7.1%	0.0061	0.6%	61%	False	False	95
80	1.0195	0.9360	0.0835	8.5%	0.0056	0.6%	51%	False	False	86
100	1.0226	0.9360	0.0866	8.8%	0.0047	0.5%	49%	False	False	73

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	0.0003
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	0.9870
2.618	0.9839
1.618	0.9820
1.000	0.9808
0.618	0.9801
HIGH	0.9789
0.618	0.9782
0.500	0.9780
0.382	0.9777
LOW	0.9770
0.618	0.9758
1.000	0.9751
1.618	0.9739
2.618	0.9720
4.250	0.9689

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	0.9785	0.9768
PP	0.9782	0.9749
S1	0.9780	0.9729

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

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