CME Canadian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary Previous Current 10-Jun-2011 13-Jun-2011 Change Change % Previous Week Open 1.0165 1.0167 0.0002 0.0% 1.0140 High 1.0170 1.0171 0.0001 0.0% 1.0194 Low 1.0136 1.0158 0.0022 0.2% 1.0132 Close 1.0164 1.0168 0.0004 0.0% 1.0164 Range 0.0034 0.0013 -0.0021 -61.8% 0.0062 ATR 0.0054 0.0051 -0.0003 -5.4% 0.0000 Volume 53 16 -37 -69.8% 80
Daily Pivots for day following 13-Jun-2011 Classic Woodie Camarilla DeMark R4 1.0205 1.0199 1.0175 R3 1.0192 1.0186 1.0172 R2 1.0179 1.0179 1.0170 R1 1.0173 1.0173 1.0169 1.0176 PP 1.0166 1.0166 1.0166 1.0167 S1 1.0160 1.0160 1.0167 1.0163 S2 1.0153 1.0153 1.0166 S3 1.0140 1.0147 1.0164 S4 1.0127 1.0134 1.0161	Weekly Pivots for week ending 10-Jun-2011 Classic Woodie Camarilla DeMark R4 1.0349 1.0319 1.0198 R3 1.0287 1.0257 1.0181 R2 1.0225 1.0225 1.0175 R1 1.0195 1.0195 1.0170 1.0210 PP 1.0163 1.0163 1.0163 1.0171 S1 1.0133 1.0133 1.0158 1.0148 S2 1.0101 1.0101 1.0153 S3 1.0039 1.0071 1.0147 S4 0.9977 1.0009 1.0130
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0194 1.0136 0.0058 0.6% 0.0015 0.1% 55% False False 15 10 1.0265 1.0100 0.0165 1.6% 0.0018 0.2% 41% False False 12 20 1.0265 1.0100 0.0165 1.6% 0.0018 0.2% 41% False False 14
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 0.0002 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0226 2.618 1.0205 1.618 1.0192 1.000 1.0184 0.618 1.0179 HIGH 1.0171 0.618 1.0166 0.500 1.0165 0.382 1.0163 LOW 1.0158 0.618 1.0150 1.000 1.0145 1.618 1.0137 2.618 1.0124 4.250 1.0103
Fisher Pivots for day following 13-Jun-2011 Pivot 1 day 3 day R1 1.0167 1.0167 PP 1.0166 1.0165 S1 1.0165 1.0164

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