CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 22-May-2012

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	0.9784	0.9821	0.0037	0.4%	0.9977
High	0.9832	0.9843	0.0011	0.1%	1.0002
Low	0.9752	0.9764	0.0012	0.1%	0.9771
Close	0.9804	0.9795	-0.0009	-0.1%	0.9784
Range	0.0080	0.0079	-0.0001	-1.3%	0.0231
ATR	0.0078	0.0078	0.0000	0.0%	0.0000
Volume	90,398	92,117	1,719	1.9%	530,544

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0038	0.9995	0.9838
R3	0.9959	0.9916	0.9817
R2	0.9880	0.9880	0.9809
R1	0.9837	0.9837	0.9802	0.9819
PP	0.9801	0.9801	0.9801	0.9792
S1	0.9758	0.9758	0.9788	0.9740
S2	0.9722	0.9722	0.9781
S3	0.9643	0.9679	0.9773
S4	0.9564	0.9600	0.9752

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0545	1.0396	0.9911
R3	1.0314	1.0165	0.9848
R2	1.0083	1.0083	0.9826
R1	0.9934	0.9934	0.9805	0.9893
PP	0.9852	0.9852	0.9852	0.9832
S1	0.9703	0.9703	0.9763	0.9662
S2	0.9621	0.9621	0.9742
S3	0.9390	0.9472	0.9720
S4	0.9159	0.9241	0.9657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9947	0.9752	0.0195	2.0%	0.0084	0.9%	22%	False	False	108,580
10	1.0038	0.9752	0.0286	2.9%	0.0082	0.8%	15%	False	False	101,174
20	1.0192	0.9752	0.0440	4.5%	0.0078	0.8%	10%	False	False	90,737
40	1.0192	0.9752	0.0440	4.5%	0.0075	0.8%	10%	False	False	88,004
60	1.0192	0.9752	0.0440	4.5%	0.0073	0.7%	10%	False	False	70,779
80	1.0192	0.9752	0.0440	4.5%	0.0069	0.7%	10%	False	False	53,153
100	1.0192	0.9664	0.0528	5.4%	0.0068	0.7%	25%	False	False	42,558
120	1.0192	0.9570	0.0622	6.4%	0.0070	0.7%	36%	False	False	35,485

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0179
2.618	1.0050
1.618	0.9971
1.000	0.9922
0.618	0.9892
HIGH	0.9843
0.618	0.9813
0.500	0.9804
0.382	0.9794
LOW	0.9764
0.618	0.9715
1.000	0.9685
1.618	0.9636
2.618	0.9557
4.250	0.9428

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	0.9804	0.9804
PP	0.9801	0.9801
S1	0.9798	0.9798

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

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