CME Canadian Dollar Future September 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	0.9672	0.9726	0.0054	0.6%	0.9597
High	0.9730	0.9745	0.0015	0.2%	0.9772
Low	0.9663	0.9688	0.0025	0.3%	0.9554
Close	0.9724	0.9705	-0.0019	-0.2%	0.9697
Range	0.0067	0.0057	-0.0010	-14.9%	0.0218
ATR	0.0079	0.0078	-0.0002	-2.0%	0.0000
Volume	14,810	50,392	35,582	240.3%	16,630

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9884	0.9851	0.9736
R3	0.9827	0.9794	0.9721
R2	0.9770	0.9770	0.9715
R1	0.9737	0.9737	0.9710	0.9725
PP	0.9713	0.9713	0.9713	0.9707
S1	0.9680	0.9680	0.9700	0.9668
S2	0.9656	0.9656	0.9695
S3	0.9599	0.9623	0.9689
S4	0.9542	0.9566	0.9674

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	0.9639	0.0144	1.5%	0.0082	0.8%	46%	False	False	17,183
10	0.9783	0.9554	0.0229	2.4%	0.0084	0.9%	66%	False	False	9,605
20	0.9915	0.9554	0.0361	3.7%	0.0078	0.8%	42%	False	False	5,218
40	1.0168	0.9554	0.0614	6.3%	0.0071	0.7%	25%	False	False	2,777
60	1.0168	0.9554	0.0614	6.3%	0.0067	0.7%	25%	False	False	1,893
80	1.0168	0.9554	0.0614	6.3%	0.0061	0.6%	25%	False	False	1,446
100	1.0168	0.9554	0.0614	6.3%	0.0054	0.6%	25%	False	False	1,162
120	1.0168	0.9554	0.0614	6.3%	0.0049	0.5%	25%	False	False	971

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9987
2.618	0.9894
1.618	0.9837
1.000	0.9802
0.618	0.9780
HIGH	0.9745
0.618	0.9723
0.500	0.9717
0.382	0.9710
LOW	0.9688
0.618	0.9653
1.000	0.9631
1.618	0.9596
2.618	0.9539
4.250	0.9446

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	0.9717	0.9723
PP	0.9713	0.9717
S1	0.9709	0.9711

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

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