CME Canadian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary Previous Current 31-May-2011 01-Jun-2011 Change Change % Previous Week Open 1.0260 1.0190 -0.0070 -0.7% 1.0162 High 1.0265 1.0190 -0.0075 -0.7% 1.0172 Low 1.0260 1.0190 -0.0070 -0.7% 1.0120 Close 1.0241 1.0178 -0.0063 -0.6% 1.0159 Range 0.0005 0.0000 -0.0005 -100.0% 0.0052 ATR 0.0053 0.0053 0.0000 -0.2% 0.0000 Volume 2 13 11 550.0% 105
Daily Pivots for day following 01-Jun-2011 Classic Woodie Camarilla DeMark R4 1.0186 1.0182 1.0178 R3 1.0186 1.0182 1.0178 R2 1.0186 1.0186 1.0178 R1 1.0182 1.0182 1.0178 1.0184 PP 1.0186 1.0186 1.0186 1.0187 S1 1.0182 1.0182 1.0178 1.0184 S2 1.0186 1.0186 1.0178 S3 1.0186 1.0182 1.0178 S4 1.0186 1.0182 1.0178	Weekly Pivots for week ending 27-May-2011 Classic Woodie Camarilla DeMark R4 1.0306 1.0285 1.0188 R3 1.0254 1.0233 1.0173 R2 1.0202 1.0202 1.0169 R1 1.0181 1.0181 1.0164 1.0166 PP 1.0150 1.0150 1.0150 1.0143 S1 1.0129 1.0129 1.0154 1.0114 S2 1.0098 1.0098 1.0149 S3 1.0046 1.0077 1.0145 S4 0.9994 1.0025 1.0130
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0265 1.0120 0.0145 1.4% 0.0007 0.1% 40% False False 20 10 1.0265 1.0120 0.0145 1.4% 0.0010 0.1% 40% False False 15 20 1.0380 1.0120 0.0260 2.6% 0.0030 0.3% 22% False False 19
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 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0190 2.618 1.0190 1.618 1.0190 1.000 1.0190 0.618 1.0190 HIGH 1.0190 0.618 1.0190 0.500 1.0190 0.382 1.0190 LOW 1.0190 0.618 1.0190 1.000 1.0190 1.618 1.0190 2.618 1.0190 4.250 1.0190
Fisher Pivots for day following 01-Jun-2011 Pivot 1 day 3 day R1 1.0190 1.0213 PP 1.0186 1.0201 S1 1.0182 1.0190

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