CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 21-Jun-2012

Day Change Summary
	Previous	Current
	20-Jun-2012	21-Jun-2012	Change	Change %	Previous Week
Open	0.9803	0.9796	-0.0007	-0.1%	0.9749
High	0.9824	0.9808	-0.0016	-0.2%	0.9783
Low	0.9753	0.9694	-0.0059	-0.6%	0.9663
Close	0.9788	0.9709	-0.0079	-0.8%	0.9754
Range	0.0071	0.0114	0.0043	60.6%	0.0120
ATR	0.0075	0.0078	0.0003	3.7%	0.0000
Volume	103,215	127,376	24,161	23.4%	188,991

Daily Pivots for day following 21-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0079	1.0008	0.9772
R3	0.9965	0.9894	0.9740
R2	0.9851	0.9851	0.9730
R1	0.9780	0.9780	0.9719	0.9759
PP	0.9737	0.9737	0.9737	0.9726
S1	0.9666	0.9666	0.9699	0.9645
S2	0.9623	0.9623	0.9688
S3	0.9509	0.9552	0.9678
S4	0.9395	0.9438	0.9646

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	0.9694	0.0130	1.3%	0.0079	0.8%	12%	False	True	98,175
10	0.9824	0.9639	0.0185	1.9%	0.0079	0.8%	38%	False	False	61,988
20	0.9824	0.9554	0.0270	2.8%	0.0077	0.8%	57%	False	False	31,927
40	1.0168	0.9554	0.0614	6.3%	0.0074	0.8%	25%	False	False	16,160
60	1.0168	0.9554	0.0614	6.3%	0.0069	0.7%	25%	False	False	10,845
80	1.0168	0.9554	0.0614	6.3%	0.0064	0.7%	25%	False	False	8,159
100	1.0168	0.9554	0.0614	6.3%	0.0057	0.6%	25%	False	False	6,538
120	1.0168	0.9554	0.0614	6.3%	0.0052	0.5%	25%	False	False	5,451

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	0.0016
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1.0293
2.618	1.0106
1.618	0.9992
1.000	0.9922
0.618	0.9878
HIGH	0.9808
0.618	0.9764
0.500	0.9751
0.382	0.9738
LOW	0.9694
0.618	0.9624
1.000	0.9580
1.618	0.9510
2.618	0.9396
4.250	0.9210

Fisher Pivots for day following 21-Jun-2012
Pivot	1 day	3 day
R1	0.9751	0.9759
PP	0.9737	0.9742
S1	0.9723	0.9726

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

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