CME Canadian Dollar Future September 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	0.9601	0.9611	0.0010	0.1%	0.9710
High	0.9630	0.9712	0.0082	0.9%	0.9770
Low	0.9574	0.9610	0.0036	0.4%	0.9558
Close	0.9607	0.9697	0.0090	0.9%	0.9596
Range	0.0056	0.0102	0.0046	82.1%	0.0212
ATR	0.0074	0.0076	0.0002	3.0%	0.0000
Volume	1,855	3,542	1,687	90.9%	3,874

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9979	0.9940	0.9753
R3	0.9877	0.9838	0.9725
R2	0.9775	0.9775	0.9716
R1	0.9736	0.9736	0.9706	0.9756
PP	0.9673	0.9673	0.9673	0.9683
S1	0.9634	0.9634	0.9688	0.9654
S2	0.9571	0.9571	0.9678
S3	0.9469	0.9532	0.9669
S4	0.9367	0.9430	0.9641

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0277	1.0149	0.9713
R3	1.0065	0.9937	0.9654
R2	0.9853	0.9853	0.9635
R1	0.9725	0.9725	0.9615	0.9683
PP	0.9641	0.9641	0.9641	0.9621
S1	0.9513	0.9513	0.9577	0.9471
S2	0.9429	0.9429	0.9557
S3	0.9217	0.9301	0.9538
S4	0.9005	0.9089	0.9479

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9720	0.9554	0.0166	1.7%	0.0085	0.9%	86%	False	False	2,028
10	0.9772	0.9554	0.0218	2.2%	0.0077	0.8%	66%	False	False	1,522
20	1.0015	0.9554	0.0461	4.8%	0.0076	0.8%	31%	False	False	1,014
40	1.0168	0.9554	0.0614	6.3%	0.0070	0.7%	23%	False	False	653
60	1.0168	0.9554	0.0614	6.3%	0.0065	0.7%	23%	False	False	474
80	1.0168	0.9554	0.0614	6.3%	0.0058	0.6%	23%	False	False	374
100	1.0168	0.9554	0.0614	6.3%	0.0052	0.5%	23%	False	False	304

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0146
2.618	0.9979
1.618	0.9877
1.000	0.9814
0.618	0.9775
HIGH	0.9712
0.618	0.9673
0.500	0.9661
0.382	0.9649
LOW	0.9610
0.618	0.9547
1.000	0.9508
1.618	0.9445
2.618	0.9343
4.250	0.9177

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	0.9685	0.9676
PP	0.9673	0.9654
S1	0.9661	0.9633

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

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