CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary Previous Current 14-Sep-2011 15-Sep-2011 Change Change % Previous Week Open 1.0040 1.0125 0.0085 0.8% 1.0060 High 1.0045 1.0125 0.0080 0.8% 1.0091 Low 1.0030 1.0125 0.0095 0.9% 0.9999 Close 1.0065 1.0119 0.0054 0.5% 0.9996 Range 0.0015 0.0000 -0.0015 -100.0% 0.0092 ATR 0.0045 0.0046 0.0001 2.3% 0.0000 Volume 7 64 57 814.3% 110
Daily Pivots for day following 15-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0123 1.0121 1.0119 R3 1.0123 1.0121 1.0119 R2 1.0123 1.0123 1.0119 R1 1.0121 1.0121 1.0119 1.0122 PP 1.0123 1.0123 1.0123 1.0124 S1 1.0121 1.0121 1.0119 1.0122 S2 1.0123 1.0123 1.0119 S3 1.0123 1.0121 1.0119 S4 1.0123 1.0121 1.0119	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 1.0125 0.9996 0.0129 1.3% 0.0016 0.2% 95% True False 68 10 1.0195 0.9996 0.0199 2.0% 0.0015 0.1% 62% False False 41 20 1.0195 0.9996 0.0199 2.0% 0.0010 0.1% 62% False False 29
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 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0125 2.618 1.0125 1.618 1.0125 1.000 1.0125 0.618 1.0125 HIGH 1.0125 0.618 1.0125 0.500 1.0125 0.382 1.0125 LOW 1.0125 0.618 1.0125 1.000 1.0125 1.618 1.0125 2.618 1.0125 4.250 1.0125
Fisher Pivots for day following 15-Sep-2011 Pivot 1 day 3 day R1 1.0125 1.0105 PP 1.0123 1.0091 S1 1.0121 1.0078

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