CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	0.9713	0.9749	0.0036	0.4%	0.9597
High	0.9738	0.9783	0.0045	0.5%	0.9772
Low	0.9639	0.9673	0.0034	0.4%	0.9554
Close	0.9697	0.9683	-0.0014	-0.1%	0.9697
Range	0.0099	0.0110	0.0011	11.1%	0.0218
ATR	0.0078	0.0080	0.0002	2.9%	0.0000
Volume	5,305	11,735	6,430	121.2%	16,630

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0043	0.9973	0.9744
R3	0.9933	0.9863	0.9713
R2	0.9823	0.9823	0.9703
R1	0.9753	0.9753	0.9693	0.9733
PP	0.9713	0.9713	0.9713	0.9703
S1	0.9643	0.9643	0.9673	0.9623
S2	0.9603	0.9603	0.9663
S3	0.9493	0.9533	0.9653
S4	0.9383	0.9423	0.9623

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0328	1.0231	0.9817
R3	1.0110	1.0013	0.9757
R2	0.9892	0.9892	0.9737
R1	0.9795	0.9795	0.9717	0.9844
PP	0.9674	0.9674	0.9674	0.9699
S1	0.9577	0.9577	0.9677	0.9626
S2	0.9456	0.9456	0.9657
S3	0.9238	0.9359	0.9637
S4	0.9020	0.9141	0.9577

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9783	0.9574	0.0209	2.2%	0.0089	0.9%	52%	True	False	5,222
10	0.9783	0.9554	0.0229	2.4%	0.0085	0.9%	56%	True	False	3,223
20	0.9980	0.9554	0.0426	4.4%	0.0078	0.8%	30%	False	False	1,996
40	1.0168	0.9554	0.0614	6.3%	0.0072	0.7%	21%	False	False	1,155
60	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	21%	False	False	810
80	1.0168	0.9554	0.0614	6.3%	0.0060	0.6%	21%	False	False	632
100	1.0168	0.9554	0.0614	6.3%	0.0053	0.6%	21%	False	False	511
120	1.0168	0.9554	0.0614	6.3%	0.0049	0.5%	21%	False	False	429

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.0251
2.618	1.0071
1.618	0.9961
1.000	0.9893
0.618	0.9851
HIGH	0.9783
0.618	0.9741
0.500	0.9728
0.382	0.9715
LOW	0.9673
0.618	0.9605
1.000	0.9563
1.618	0.9495
2.618	0.9385
4.250	0.9206

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	0.9728	0.9711
PP	0.9713	0.9702
S1	0.9698	0.9692

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

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