CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	0.9730	0.9700	-0.0030	-0.3%	0.9776
High	0.9739	0.9755	0.0016	0.2%	0.9824
Low	0.9674	0.9694	0.0020	0.2%	0.9690
Close	0.9696	0.9747	0.0051	0.5%	0.9739
Range	0.0065	0.0061	-0.0004	-6.2%	0.0134
ATR	0.0075	0.0074	-0.0001	-1.4%	0.0000
Volume	80,227	99,404	19,177	23.9%	511,442

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9915	0.9892	0.9781
R3	0.9854	0.9831	0.9764
R2	0.9793	0.9793	0.9758
R1	0.9770	0.9770	0.9753	0.9782
PP	0.9732	0.9732	0.9732	0.9738
S1	0.9709	0.9709	0.9741	0.9721
S2	0.9671	0.9671	0.9736
S3	0.9610	0.9648	0.9730
S4	0.9549	0.9587	0.9713

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0153	1.0080	0.9813
R3	1.0019	0.9946	0.9776
R2	0.9885	0.9885	0.9764
R1	0.9812	0.9812	0.9751	0.9782
PP	0.9751	0.9751	0.9751	0.9736
S1	0.9678	0.9678	0.9727	0.9648
S2	0.9617	0.9617	0.9714
S3	0.9483	0.9544	0.9702
S4	0.9349	0.9410	0.9665

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9824	0.9674	0.0150	1.5%	0.0074	0.8%	49%	False	False	99,215
10	0.9824	0.9674	0.0150	1.5%	0.0070	0.7%	49%	False	False	85,351
20	0.9824	0.9554	0.0270	2.8%	0.0078	0.8%	71%	False	False	45,006
40	1.0140	0.9554	0.0586	6.0%	0.0073	0.8%	33%	False	False	22,760
60	1.0168	0.9554	0.0614	6.3%	0.0070	0.7%	31%	False	False	15,265
80	1.0168	0.9554	0.0614	6.3%	0.0065	0.7%	31%	False	False	11,476
100	1.0168	0.9554	0.0614	6.3%	0.0058	0.6%	31%	False	False	9,192
120	1.0168	0.9554	0.0614	6.3%	0.0053	0.5%	31%	False	False	7,663

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0014
2.618	0.9915
1.618	0.9854
1.000	0.9816
0.618	0.9793
HIGH	0.9755
0.618	0.9732
0.500	0.9725
0.382	0.9717
LOW	0.9694
0.618	0.9656
1.000	0.9633
1.618	0.9595
2.618	0.9534
4.250	0.9435

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	0.9740	0.9736
PP	0.9732	0.9725
S1	0.9725	0.9715

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

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