CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	0.9674	0.9612	-0.0062	-0.6%	0.9690
High	0.9674	0.9612	-0.0062	-0.6%	0.9750
Low	0.9610	0.9550	-0.0060	-0.6%	0.9550
Close	0.9643	0.9586	-0.0057	-0.6%	0.9586
Range	0.0064	0.0062	-0.0002	-3.1%	0.0200
ATR	0.0059	0.0061	0.0002	4.2%	0.0000
Volume	110	429	319	290.0%	1,418

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9769	0.9739	0.9620
R3	0.9707	0.9677	0.9603
R2	0.9645	0.9645	0.9597
R1	0.9615	0.9615	0.9592	0.9599
PP	0.9583	0.9583	0.9583	0.9575
S1	0.9553	0.9553	0.9580	0.9537
S2	0.9521	0.9521	0.9575
S3	0.9459	0.9491	0.9569
S4	0.9397	0.9429	0.9552

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0229	1.0107	0.9696
R3	1.0029	0.9907	0.9641
R2	0.9829	0.9829	0.9623
R1	0.9707	0.9707	0.9604	0.9668
PP	0.9629	0.9629	0.9629	0.9609
S1	0.9507	0.9507	0.9568	0.9468
S2	0.9429	0.9429	0.9549
S3	0.9229	0.9307	0.9531
S4	0.9029	0.9107	0.9476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9750	0.9550	0.0200	2.1%	0.0052	0.5%	18%	False	True	353
10	0.9800	0.9550	0.0250	2.6%	0.0055	0.6%	14%	False	True	261
20	1.0065	0.9550	0.0515	5.4%	0.0055	0.6%	7%	False	True	186
40	1.0136	0.9550	0.0586	6.1%	0.0045	0.5%	6%	False	True	125
60	1.0136	0.9550	0.0586	6.1%	0.0041	0.4%	6%	False	True	134
80	1.0136	0.9550	0.0586	6.1%	0.0039	0.4%	6%	False	True	145

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9876
2.618	0.9774
1.618	0.9712
1.000	0.9674
0.618	0.9650
HIGH	0.9612
0.618	0.9588
0.500	0.9581
0.382	0.9574
LOW	0.9550
0.618	0.9512
1.000	0.9488
1.618	0.9450
2.618	0.9388
4.250	0.9287

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	0.9584	0.9625
PP	0.9583	0.9612
S1	0.9581	0.9599

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

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