CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	0.9750	0.9803	0.0053	0.5%	0.9749
High	0.9818	0.9824	0.0006	0.1%	0.9783
Low	0.9741	0.9753	0.0012	0.1%	0.9663
Close	0.9805	0.9788	-0.0017	-0.2%	0.9754
Range	0.0077	0.0071	-0.0006	-7.8%	0.0120
ATR	0.0075	0.0075	0.0000	-0.4%	0.0000
Volume	93,584	103,215	9,631	10.3%	188,991

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0001	0.9966	0.9827
R3	0.9930	0.9895	0.9808
R2	0.9859	0.9859	0.9801
R1	0.9824	0.9824	0.9795	0.9806
PP	0.9788	0.9788	0.9788	0.9780
S1	0.9753	0.9753	0.9781	0.9735
S2	0.9717	0.9717	0.9775
S3	0.9646	0.9682	0.9768
S4	0.9575	0.9611	0.9749

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	0.9824	0.9696	0.0128	1.3%	0.0068	0.7%	72%	True	False	82,053
10	0.9824	0.9639	0.0185	1.9%	0.0075	0.8%	81%	True	False	49,618
20	0.9824	0.9554	0.0270	2.8%	0.0076	0.8%	87%	True	False	25,570
40	1.0168	0.9554	0.0614	6.3%	0.0072	0.7%	38%	False	False	12,986
60	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	38%	False	False	8,723
80	1.0168	0.9554	0.0614	6.3%	0.0064	0.6%	38%	False	False	6,568
100	1.0168	0.9554	0.0614	6.3%	0.0056	0.6%	38%	False	False	5,264
120	1.0168	0.9554	0.0614	6.3%	0.0051	0.5%	38%	False	False	4,390

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0126
2.618	1.0010
1.618	0.9939
1.000	0.9895
0.618	0.9868
HIGH	0.9824
0.618	0.9797
0.500	0.9789
0.382	0.9780
LOW	0.9753
0.618	0.9709
1.000	0.9682
1.618	0.9638
2.618	0.9567
4.250	0.9451

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	0.9789	0.9781
PP	0.9788	0.9774
S1	0.9788	0.9767

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

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