CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	0.9700	0.9745	0.0045	0.5%	0.9776
High	0.9755	0.9752	-0.0003	0.0%	0.9824
Low	0.9694	0.9721	0.0027	0.3%	0.9690
Close	0.9747	0.9730	-0.0017	-0.2%	0.9739
Range	0.0061	0.0031	-0.0030	-49.2%	0.0134
ATR	0.0074	0.0071	-0.0003	-4.2%	0.0000
Volume	99,404	74,682	-24,722	-24.9%	511,442

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9827	0.9810	0.9747
R3	0.9796	0.9779	0.9739
R2	0.9765	0.9765	0.9736
R1	0.9748	0.9748	0.9733	0.9741
PP	0.9734	0.9734	0.9734	0.9731
S1	0.9717	0.9717	0.9727	0.9710
S2	0.9703	0.9703	0.9724
S3	0.9672	0.9686	0.9721
S4	0.9641	0.9655	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	0.9808	0.9674	0.0134	1.4%	0.0066	0.7%	42%	False	False	93,508
10	0.9824	0.9674	0.0150	1.5%	0.0067	0.7%	37%	False	False	87,780
20	0.9824	0.9554	0.0270	2.8%	0.0075	0.8%	65%	False	False	48,693
40	1.0140	0.9554	0.0586	6.0%	0.0073	0.7%	30%	False	False	24,623
60	1.0168	0.9554	0.0614	6.3%	0.0069	0.7%	29%	False	False	16,507
80	1.0168	0.9554	0.0614	6.3%	0.0065	0.7%	29%	False	False	12,408
100	1.0168	0.9554	0.0614	6.3%	0.0058	0.6%	29%	False	False	9,937
120	1.0168	0.9554	0.0614	6.3%	0.0053	0.5%	29%	False	False	8,285

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	0.9884
2.618	0.9833
1.618	0.9802
1.000	0.9783
0.618	0.9771
HIGH	0.9752
0.618	0.9740
0.500	0.9737
0.382	0.9733
LOW	0.9721
0.618	0.9702
1.000	0.9690
1.618	0.9671
2.618	0.9640
4.250	0.9589

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	0.9737	0.9725
PP	0.9734	0.9720
S1	0.9732	0.9715

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

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