CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	0.9795	0.9686	-0.0109	-1.1%	0.9815
High	0.9796	0.9746	-0.0050	-0.5%	0.9890
Low	0.9690	0.9664	-0.0026	-0.3%	0.9690
Close	0.9706	0.9729	0.0023	0.2%	0.9706
Range	0.0106	0.0082	-0.0024	-22.6%	0.0200
ATR	0.0079	0.0080	0.0000	0.2%	0.0000
Volume	160	141	-19	-11.9%	761

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9959	0.9926	0.9774
R3	0.9877	0.9844	0.9752
R2	0.9795	0.9795	0.9744
R1	0.9762	0.9762	0.9737	0.9779
PP	0.9713	0.9713	0.9713	0.9721
S1	0.9680	0.9680	0.9721	0.9697
S2	0.9631	0.9631	0.9714
S3	0.9549	0.9598	0.9706
S4	0.9467	0.9516	0.9684

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0362	1.0234	0.9816
R3	1.0162	1.0034	0.9761
R2	0.9962	0.9962	0.9743
R1	0.9834	0.9834	0.9724	0.9798
PP	0.9762	0.9762	0.9762	0.9744
S1	0.9634	0.9634	0.9688	0.9598
S2	0.9562	0.9562	0.9669
S3	0.9362	0.9434	0.9651
S4	0.9162	0.9234	0.9596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9890	0.9664	0.0226	2.3%	0.0069	0.7%	29%	False	True	180
10	0.9890	0.9664	0.0226	2.3%	0.0062	0.6%	29%	False	True	132
20	0.9890	0.9570	0.0320	3.3%	0.0064	0.7%	50%	False	False	150
40	0.9905	0.9484	0.0421	4.3%	0.0066	0.7%	58%	False	False	135
60	1.0058	0.9484	0.0574	5.9%	0.0065	0.7%	43%	False	False	106
80	1.0160	0.9360	0.0800	8.2%	0.0061	0.6%	46%	False	False	96
100	1.0195	0.9360	0.0835	8.6%	0.0051	0.5%	44%	False	False	82

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	True
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0095
2.618	0.9961
1.618	0.9879
1.000	0.9828
0.618	0.9797
HIGH	0.9746
0.618	0.9715
0.500	0.9705
0.382	0.9695
LOW	0.9664
0.618	0.9613
1.000	0.9582
1.618	0.9531
2.618	0.9449
4.250	0.9316

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	0.9721	0.9735
PP	0.9713	0.9733
S1	0.9705	0.9731

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

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