CME Canadian Dollar Future September 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	0.9697	0.9756	0.0059	0.6%	0.9749
High	0.9759	0.9771	0.0012	0.1%	0.9783
Low	0.9696	0.9725	0.0029	0.3%	0.9663
Close	0.9725	0.9754	0.0029	0.3%	0.9754
Range	0.0063	0.0046	-0.0017	-27.0%	0.0120
ATR	0.0077	0.0074	-0.0002	-2.9%	0.0000
Volume	46,765	65,289	18,524	39.6%	188,991

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9888	0.9867	0.9779
R3	0.9842	0.9821	0.9767
R2	0.9796	0.9796	0.9762
R1	0.9775	0.9775	0.9758	0.9763
PP	0.9750	0.9750	0.9750	0.9744
S1	0.9729	0.9729	0.9750	0.9717
S2	0.9704	0.9704	0.9746
S3	0.9658	0.9683	0.9741
S4	0.9612	0.9637	0.9729

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0093	1.0044	0.9820
R3	0.9973	0.9924	0.9787
R2	0.9853	0.9853	0.9776
R1	0.9804	0.9804	0.9765	0.9829
PP	0.9733	0.9733	0.9733	0.9746
S1	0.9684	0.9684	0.9743	0.9709
S2	0.9613	0.9613	0.9732
S3	0.9493	0.9564	0.9721
S4	0.9373	0.9444	0.9688

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9783	0.9663	0.0120	1.2%	0.0069	0.7%	76%	False	False	37,798
10	0.9783	0.9554	0.0229	2.3%	0.0075	0.8%	87%	False	False	20,562
20	0.9836	0.9554	0.0282	2.9%	0.0076	0.8%	71%	False	False	10,780
40	1.0168	0.9554	0.0614	6.3%	0.0070	0.7%	33%	False	False	5,555
60	1.0168	0.9554	0.0614	6.3%	0.0067	0.7%	33%	False	False	3,759
80	1.0168	0.9554	0.0614	6.3%	0.0062	0.6%	33%	False	False	2,847
100	1.0168	0.9554	0.0614	6.3%	0.0055	0.6%	33%	False	False	2,282
120	1.0168	0.9554	0.0614	6.3%	0.0050	0.5%	33%	False	False	1,905

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	0.0017
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9967
2.618	0.9891
1.618	0.9845
1.000	0.9817
0.618	0.9799
HIGH	0.9771
0.618	0.9753
0.500	0.9748
0.382	0.9743
LOW	0.9725
0.618	0.9697
1.000	0.9679
1.618	0.9651
2.618	0.9605
4.250	0.9530

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	0.9752	0.9746
PP	0.9750	0.9738
S1	0.9748	0.9730

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

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