CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	0.9617	0.9631	0.0014	0.1%	0.9730
High	0.9648	0.9733	0.0085	0.9%	0.9792
Low	0.9588	0.9625	0.0037	0.4%	0.9572
Close	0.9625	0.9715	0.0090	0.9%	0.9613
Range	0.0060	0.0108	0.0048	80.0%	0.0220
ATR	0.0079	0.0081	0.0002	2.6%	0.0000
Volume	104,621	126,590	21,969	21.0%	542,011

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0015	0.9973	0.9774
R3	0.9907	0.9865	0.9745
R2	0.9799	0.9799	0.9735
R1	0.9757	0.9757	0.9725	0.9778
PP	0.9691	0.9691	0.9691	0.9702
S1	0.9649	0.9649	0.9705	0.9670
S2	0.9583	0.9583	0.9695
S3	0.9475	0.9541	0.9685
S4	0.9367	0.9433	0.9656

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	0.9740	0.9568	0.0172	1.8%	0.0090	0.9%	85%	False	False	125,605
10	0.9795	0.9568	0.0227	2.3%	0.0081	0.8%	65%	False	False	120,810
20	1.0038	0.9568	0.0470	4.8%	0.0082	0.8%	31%	False	False	110,992
40	1.0192	0.9568	0.0624	6.4%	0.0078	0.8%	24%	False	False	97,990
60	1.0192	0.9568	0.0624	6.4%	0.0075	0.8%	24%	False	False	90,059
80	1.0192	0.9568	0.0624	6.4%	0.0072	0.7%	24%	False	False	68,238
100	1.0192	0.9568	0.0624	6.4%	0.0070	0.7%	24%	False	False	54,623
120	1.0192	0.9568	0.0624	6.4%	0.0069	0.7%	24%	False	False	45,542

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0192
2.618	1.0016
1.618	0.9908
1.000	0.9841
0.618	0.9800
HIGH	0.9733
0.618	0.9692
0.500	0.9679
0.382	0.9666
LOW	0.9625
0.618	0.9558
1.000	0.9517
1.618	0.9450
2.618	0.9342
4.250	0.9166

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	0.9703	0.9694
PP	0.9691	0.9672
S1	0.9679	0.9651

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

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