CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 19-Jun-2012

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	0.9776	0.9750	-0.0026	-0.3%	0.9749
High	0.9795	0.9818	0.0023	0.2%	0.9783
Low	0.9710	0.9741	0.0031	0.3%	0.9663
Close	0.9741	0.9805	0.0064	0.7%	0.9754
Range	0.0085	0.0077	-0.0008	-9.4%	0.0120
ATR	0.0075	0.0075	0.0000	0.2%	0.0000
Volume	101,414	93,584	-7,830	-7.7%	188,991

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0019	0.9989	0.9847
R3	0.9942	0.9912	0.9826
R2	0.9865	0.9865	0.9819
R1	0.9835	0.9835	0.9812	0.9850
PP	0.9788	0.9788	0.9788	0.9796
S1	0.9758	0.9758	0.9798	0.9773
S2	0.9711	0.9711	0.9791
S3	0.9634	0.9681	0.9784
S4	0.9557	0.9604	0.9763

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	0.9818	0.9688	0.0130	1.3%	0.0066	0.7%	90%	True	False	71,488
10	0.9818	0.9610	0.0208	2.1%	0.0078	0.8%	94%	True	False	39,651
20	0.9820	0.9554	0.0266	2.7%	0.0076	0.8%	94%	False	False	20,426
40	1.0168	0.9554	0.0614	6.3%	0.0072	0.7%	41%	False	False	10,414
60	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	41%	False	False	7,005
80	1.0168	0.9554	0.0614	6.3%	0.0063	0.6%	41%	False	False	5,279
100	1.0168	0.9554	0.0614	6.3%	0.0056	0.6%	41%	False	False	4,232
120	1.0168	0.9554	0.0614	6.3%	0.0050	0.5%	41%	False	False	3,530

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0145
2.618	1.0020
1.618	0.9943
1.000	0.9895
0.618	0.9866
HIGH	0.9818
0.618	0.9789
0.500	0.9780
0.382	0.9770
LOW	0.9741
0.618	0.9693
1.000	0.9664
1.618	0.9616
2.618	0.9539
4.250	0.9414

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	0.9797	0.9791
PP	0.9788	0.9778
S1	0.9780	0.9764

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

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