CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	0.9689	0.9710	0.0021	0.2%	0.9755
High	0.9725	0.9710	-0.0015	-0.2%	0.9800
Low	0.9670	0.9657	-0.0013	-0.1%	0.9670
Close	0.9721	0.9678	-0.0043	-0.4%	0.9721
Range	0.0055	0.0053	-0.0002	-3.6%	0.0130
ATR	0.0066	0.0066	0.0000	-0.2%	0.0000
Volume	288	251	-37	-12.8%	1,065

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9841	0.9812	0.9707
R3	0.9788	0.9759	0.9693
R2	0.9735	0.9735	0.9688
R1	0.9706	0.9706	0.9683	0.9694
PP	0.9682	0.9682	0.9682	0.9676
S1	0.9653	0.9653	0.9673	0.9641
S2	0.9629	0.9629	0.9668
S3	0.9576	0.9600	0.9663
S4	0.9523	0.9547	0.9649

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0120	1.0051	0.9793
R3	0.9990	0.9921	0.9757
R2	0.9860	0.9860	0.9745
R1	0.9791	0.9791	0.9733	0.9761
PP	0.9730	0.9730	0.9730	0.9715
S1	0.9661	0.9661	0.9709	0.9631
S2	0.9600	0.9600	0.9697
S3	0.9470	0.9531	0.9685
S4	0.9340	0.9401	0.9650

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9800	0.9657	0.0143	1.5%	0.0063	0.6%	15%	False	True	257
10	0.9800	0.9654	0.0146	1.5%	0.0055	0.6%	16%	False	False	215
20	0.9800	0.9545	0.0255	2.6%	0.0060	0.6%	52%	False	False	257
40	1.0125	0.9545	0.0580	6.0%	0.0057	0.6%	23%	False	False	192
60	1.0136	0.9545	0.0591	6.1%	0.0049	0.5%	23%	False	False	155
80	1.0136	0.9545	0.0591	6.1%	0.0045	0.5%	23%	False	False	154
100	1.0136	0.9545	0.0591	6.1%	0.0042	0.4%	23%	False	False	155

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9935
2.618	0.9849
1.618	0.9796
1.000	0.9763
0.618	0.9743
HIGH	0.9710
0.618	0.9690
0.500	0.9684
0.382	0.9677
LOW	0.9657
0.618	0.9624
1.000	0.9604
1.618	0.9571
2.618	0.9518
4.250	0.9432

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	0.9684	0.9718
PP	0.9682	0.9704
S1	0.9680	0.9691

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

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