CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	0.9944	0.9940	-0.0004	0.0%	0.9822
High	0.9983	0.9970	-0.0013	-0.1%	0.9983
Low	0.9944	0.9938	-0.0006	-0.1%	0.9822
Close	0.9954	0.9956	0.0002	0.0%	0.9956
Range	0.0039	0.0032	-0.0007	-17.9%	0.0161
ATR	0.0077	0.0074	-0.0003	-4.2%	0.0000
Volume	444	323	-121	-27.3%	1,153

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0051	1.0035	0.9974
R3	1.0019	1.0003	0.9965
R2	0.9987	0.9987	0.9962
R1	0.9971	0.9971	0.9959	0.9979
PP	0.9955	0.9955	0.9955	0.9959
S1	0.9939	0.9939	0.9953	0.9947
S2	0.9923	0.9923	0.9950
S3	0.9891	0.9907	0.9947
S4	0.9859	0.9875	0.9938

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0403	1.0341	1.0045
R3	1.0242	1.0180	1.0000
R2	1.0081	1.0081	0.9986
R1	1.0019	1.0019	0.9971	1.0050
PP	0.9920	0.9920	0.9920	0.9936
S1	0.9858	0.9858	0.9941	0.9889
S2	0.9759	0.9759	0.9926
S3	0.9598	0.9697	0.9912
S4	0.9437	0.9536	0.9867

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9983	0.9822	0.0161	1.6%	0.0066	0.7%	83%	False	False	230
10	0.9983	0.9695	0.0288	2.9%	0.0069	0.7%	91%	False	False	196
20	0.9983	0.9664	0.0319	3.2%	0.0068	0.7%	92%	False	False	179
40	0.9983	0.9570	0.0413	4.1%	0.0072	0.7%	93%	False	False	149
60	0.9983	0.9484	0.0499	5.0%	0.0067	0.7%	95%	False	False	134
80	1.0058	0.9360	0.0698	7.0%	0.0064	0.6%	85%	False	False	115
100	1.0160	0.9360	0.0800	8.0%	0.0059	0.6%	75%	False	False	105
120	1.0195	0.9360	0.0835	8.4%	0.0051	0.5%	71%	False	False	90

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0106
2.618	1.0054
1.618	1.0022
1.000	1.0002
0.618	0.9990
HIGH	0.9970
0.618	0.9958
0.500	0.9954
0.382	0.9950
LOW	0.9938
0.618	0.9918
1.000	0.9906
1.618	0.9886
2.618	0.9854
4.250	0.9802

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	0.9955	0.9939
PP	0.9955	0.9921
S1	0.9954	0.9904

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

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