CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	0.9710	0.9775	0.0065	0.7%	0.9773
High	0.9778	0.9789	0.0011	0.1%	0.9801
Low	0.9710	0.9743	0.0033	0.3%	0.9680
Close	0.9743	0.9772	0.0029	0.3%	0.9772
Range	0.0068	0.0046	-0.0022	-32.4%	0.0121
ATR	0.0081	0.0078	-0.0002	-3.1%	0.0000
Volume	106,325	22,529	-83,796	-78.8%	460,006

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9906	0.9885	0.9797
R3	0.9860	0.9839	0.9785
R2	0.9814	0.9814	0.9780
R1	0.9793	0.9793	0.9776	0.9781
PP	0.9768	0.9768	0.9768	0.9762
S1	0.9747	0.9747	0.9768	0.9735
S2	0.9722	0.9722	0.9764
S3	0.9676	0.9701	0.9759
S4	0.9630	0.9655	0.9747

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0114	1.0064	0.9839
R3	0.9993	0.9943	0.9805
R2	0.9872	0.9872	0.9794
R1	0.9822	0.9822	0.9783	0.9787
PP	0.9751	0.9751	0.9751	0.9733
S1	0.9701	0.9701	0.9761	0.9666
S2	0.9630	0.9630	0.9750
S3	0.9509	0.9580	0.9739
S4	0.9388	0.9459	0.9705

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9801	0.9680	0.0121	1.2%	0.0070	0.7%	76%	False	False	92,001
10	0.9801	0.9568	0.0233	2.4%	0.0078	0.8%	88%	False	False	102,238
20	0.9856	0.9568	0.0288	2.9%	0.0080	0.8%	71%	False	False	109,823
40	1.0192	0.9568	0.0624	6.4%	0.0078	0.8%	33%	False	False	98,361
60	1.0192	0.9568	0.0624	6.4%	0.0077	0.8%	33%	False	False	94,652
80	1.0192	0.9568	0.0624	6.4%	0.0073	0.7%	33%	False	False	76,804
100	1.0192	0.9568	0.0624	6.4%	0.0070	0.7%	33%	False	False	61,490
120	1.0192	0.9568	0.0624	6.4%	0.0070	0.7%	33%	False	False	51,266

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	0.9985
2.618	0.9909
1.618	0.9863
1.000	0.9835
0.618	0.9817
HIGH	0.9789
0.618	0.9771
0.500	0.9766
0.382	0.9761
LOW	0.9743
0.618	0.9715
1.000	0.9697
1.618	0.9669
2.618	0.9623
4.250	0.9548

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	0.9770	0.9764
PP	0.9768	0.9755
S1	0.9766	0.9747

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

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