CME Canadian Dollar Future December 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	0.9691	0.9728	0.0037	0.4%	0.9755
High	0.9736	0.9728	-0.0008	-0.1%	0.9800
Low	0.9680	0.9705	0.0025	0.3%	0.9670
Close	0.9729	0.9712	-0.0017	-0.2%	0.9721
Range	0.0056	0.0023	-0.0033	-58.9%	0.0130
ATR	0.0065	0.0062	-0.0003	-4.5%	0.0000
Volume	253	120	-133	-52.6%	1,065

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9784	0.9771	0.9725
R3	0.9761	0.9748	0.9718
R2	0.9738	0.9738	0.9716
R1	0.9725	0.9725	0.9714	0.9720
PP	0.9715	0.9715	0.9715	0.9713
S1	0.9702	0.9702	0.9710	0.9697
S2	0.9692	0.9692	0.9708
S3	0.9669	0.9679	0.9706
S4	0.9646	0.9656	0.9699

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	0.9778	0.9657	0.0121	1.2%	0.0057	0.6%	45%	False	False	233
10	0.9800	0.9657	0.0143	1.5%	0.0052	0.5%	38%	False	False	188
20	0.9800	0.9545	0.0255	2.6%	0.0059	0.6%	65%	False	False	232
40	1.0097	0.9545	0.0552	5.7%	0.0056	0.6%	30%	False	False	197
60	1.0136	0.9545	0.0591	6.1%	0.0049	0.5%	28%	False	False	156
80	1.0136	0.9545	0.0591	6.1%	0.0045	0.5%	28%	False	False	153
100	1.0136	0.9545	0.0591	6.1%	0.0042	0.4%	28%	False	False	158

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.9826
2.618	0.9788
1.618	0.9765
1.000	0.9751
0.618	0.9742
HIGH	0.9728
0.618	0.9719
0.500	0.9717
0.382	0.9714
LOW	0.9705
0.618	0.9691
1.000	0.9682
1.618	0.9668
2.618	0.9645
4.250	0.9607

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	0.9717	0.9707
PP	0.9715	0.9702
S1	0.9714	0.9697

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

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