CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary Previous Current 13-Sep-2011 14-Sep-2011 Change Change % Previous Week Open 1.0050 1.0040 -0.0010 -0.1% 1.0060 High 1.0100 1.0045 -0.0055 -0.5% 1.0091 Low 1.0050 1.0030 -0.0020 -0.2% 0.9999 Close 1.0094 1.0065 -0.0029 -0.3% 0.9996 Range 0.0050 0.0015 -0.0035 -70.0% 0.0092 ATR 0.0044 0.0045 0.0001 3.3% 0.0000 Volume 63 7 -56 -88.9% 110
Daily Pivots for day following 14-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0092 1.0093 1.0073 R3 1.0077 1.0078 1.0069 R2 1.0062 1.0062 1.0068 R1 1.0063 1.0063 1.0066 1.0063 PP 1.0047 1.0047 1.0047 1.0046 S1 1.0048 1.0048 1.0064 1.0048 S2 1.0032 1.0032 1.0062 S3 1.0017 1.0033 1.0061 S4 1.0002 1.0018 1.0057	Weekly Pivots for week ending 09-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0305 1.0242 1.0047 R3 1.0213 1.0150 1.0021 R2 1.0121 1.0121 1.0013 R1 1.0058 1.0058 1.0004 1.0044 PP 1.0029 1.0029 1.0029 1.0021 S1 0.9966 0.9966 0.9988 0.9952 S2 0.9937 0.9937 0.9979 S3 0.9845 0.9874 0.9971 S4 0.9753 0.9782 0.9945
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0100 0.9996 0.0104 1.0% 0.0016 0.2% 66% False False 65 10 1.0195 0.9996 0.0199 2.0% 0.0015 0.1% 35% False False 35 20 1.0195 0.9996 0.0199 2.0% 0.0010 0.1% 35% False False 26
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 1.0109 2.618 1.0084 1.618 1.0069 1.000 1.0060 0.618 1.0054 HIGH 1.0045 0.618 1.0039 0.500 1.0038 0.382 1.0036 LOW 1.0030 0.618 1.0021 1.000 1.0015 1.618 1.0006 2.618 0.9991 4.250 0.9966
Fisher Pivots for day following 14-Sep-2011 Pivot 1 day 3 day R1 1.0056 1.0059 PP 1.0047 1.0054 S1 1.0038 1.0048

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