CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	0.9691	0.9742	0.0051	0.5%	0.9616
High	0.9748	0.9763	0.0015	0.2%	0.9791
Low	0.9680	0.9704	0.0024	0.2%	0.9568
Close	0.9742	0.9722	-0.0020	-0.2%	0.9715
Range	0.0068	0.0059	-0.0009	-13.2%	0.0223
ATR	0.0084	0.0082	-0.0002	-2.1%	0.0000
Volume	105,492	121,297	15,805	15.0%	562,383

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9907	0.9873	0.9754
R3	0.9848	0.9814	0.9738
R2	0.9789	0.9789	0.9733
R1	0.9755	0.9755	0.9727	0.9743
PP	0.9730	0.9730	0.9730	0.9723
S1	0.9696	0.9696	0.9717	0.9684
S2	0.9671	0.9671	0.9711
S3	0.9612	0.9637	0.9706
S4	0.9553	0.9578	0.9690

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0360	1.0261	0.9838
R3	1.0137	1.0038	0.9776
R2	0.9914	0.9914	0.9756
R1	0.9815	0.9815	0.9735	0.9865
PP	0.9691	0.9691	0.9691	0.9716
S1	0.9592	0.9592	0.9695	0.9642
S2	0.9468	0.9468	0.9674
S3	0.9245	0.9369	0.9654
S4	0.9022	0.9146	0.9592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9801	0.9654	0.0147	1.5%	0.0084	0.9%	46%	False	False	111,781
10	0.9801	0.9568	0.0233	2.4%	0.0087	0.9%	66%	False	False	118,693
20	0.9947	0.9568	0.0379	3.9%	0.0083	0.8%	41%	False	False	115,495
40	1.0192	0.9568	0.0624	6.4%	0.0078	0.8%	25%	False	False	99,911
60	1.0192	0.9568	0.0624	6.4%	0.0077	0.8%	25%	False	False	95,048
80	1.0192	0.9568	0.0624	6.4%	0.0073	0.8%	25%	False	False	75,209
100	1.0192	0.9568	0.0624	6.4%	0.0070	0.7%	25%	False	False	60,204
120	1.0192	0.9568	0.0624	6.4%	0.0070	0.7%	25%	False	False	50,194

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0014
2.618	0.9917
1.618	0.9858
1.000	0.9822
0.618	0.9799
HIGH	0.9763
0.618	0.9740
0.500	0.9734
0.382	0.9727
LOW	0.9704
0.618	0.9668
1.000	0.9645
1.618	0.9609
2.618	0.9550
4.250	0.9453

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	0.9734	0.9741
PP	0.9730	0.9734
S1	0.9726	0.9728

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

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