CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	0.9679	0.9616	-0.0063	-0.7%	0.9730
High	0.9683	0.9641	-0.0042	-0.4%	0.9792
Low	0.9572	0.9568	-0.0004	0.0%	0.9572
Close	0.9613	0.9614	0.0001	0.0%	0.9613
Range	0.0111	0.0073	-0.0038	-34.2%	0.0220
ATR	0.0081	0.0081	-0.0001	-0.7%	0.0000
Volume	155,494	103,416	-52,078	-33.5%	542,011

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9827	0.9793	0.9654
R3	0.9754	0.9720	0.9634
R2	0.9681	0.9681	0.9627
R1	0.9647	0.9647	0.9621	0.9628
PP	0.9608	0.9608	0.9608	0.9598
S1	0.9574	0.9574	0.9607	0.9555
S2	0.9535	0.9535	0.9601
S3	0.9462	0.9501	0.9594
S4	0.9389	0.9428	0.9574

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0319	1.0186	0.9734
R3	1.0099	0.9966	0.9674
R2	0.9879	0.9879	0.9653
R1	0.9746	0.9746	0.9633	0.9703
PP	0.9659	0.9659	0.9659	0.9637
S1	0.9526	0.9526	0.9593	0.9483
S2	0.9439	0.9439	0.9573
S3	0.9219	0.9306	0.9553
S4	0.8999	0.9086	0.9492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9792	0.9568	0.0224	2.3%	0.0086	0.9%	21%	False	True	129,085
10	0.9843	0.9568	0.0275	2.9%	0.0080	0.8%	17%	False	True	115,940
20	1.0068	0.9568	0.0500	5.2%	0.0082	0.8%	9%	False	True	107,750
40	1.0192	0.9568	0.0624	6.5%	0.0078	0.8%	7%	False	True	95,895
60	1.0192	0.9568	0.0624	6.5%	0.0074	0.8%	7%	False	True	86,661
80	1.0192	0.9568	0.0624	6.5%	0.0071	0.7%	7%	False	True	65,351
100	1.0192	0.9568	0.0624	6.5%	0.0069	0.7%	7%	False	True	52,313
120	1.0192	0.9568	0.0624	6.5%	0.0069	0.7%	7%	False	True	43,619

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9951
2.618	0.9832
1.618	0.9759
1.000	0.9714
0.618	0.9686
HIGH	0.9641
0.618	0.9613
0.500	0.9605
0.382	0.9596
LOW	0.9568
0.618	0.9523
1.000	0.9495
1.618	0.9450
2.618	0.9377
4.250	0.9258

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	0.9611	0.9654
PP	0.9608	0.9641
S1	0.9605	0.9627

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

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