CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary Previous Current 29-Sep-2011 30-Sep-2011 Change Change % Previous Week Open 0.9673 0.9510 -0.0163 -1.7% 0.9653 High 0.9673 0.9510 -0.0163 -1.7% 0.9800 Low 0.9627 0.9510 -0.0117 -1.2% 0.9510 Close 0.9592 0.9544 -0.0048 -0.5% 0.9544 Range 0.0046 0.0000 -0.0046 -100.0% 0.0290 ATR 0.0084 0.0084 0.0000 -0.2% 0.0000 Volume 17 31 14 82.4% 242
Daily Pivots for day following 30-Sep-2011 Classic Woodie Camarilla DeMark R4 0.9521 0.9533 0.9544 R3 0.9521 0.9533 0.9544 R2 0.9521 0.9521 0.9544 R1 0.9533 0.9533 0.9544 0.9527 PP 0.9521 0.9521 0.9521 0.9519 S1 0.9533 0.9533 0.9544 0.9527 S2 0.9521 0.9521 0.9544 S3 0.9521 0.9533 0.9544 S4 0.9521 0.9533 0.9544	Weekly Pivots for week ending 30-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0488 1.0306 0.9704 R3 1.0198 1.0016 0.9624 R2 0.9908 0.9908 0.9597 R1 0.9726 0.9726 0.9571 0.9672 PP 0.9618 0.9618 0.9618 0.9591 S1 0.9436 0.9436 0.9517 0.9382 S2 0.9328 0.9328 0.9491 S3 0.9038 0.9146 0.9464 S4 0.8748 0.8856 0.9385
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9800 0.9510 0.0290 3.0% 0.0074 0.8% 12% False True 48 10 1.0043 0.9510 0.0533 5.6% 0.0068 0.7% 6% False True 77 20 1.0160 0.9510 0.0650 6.8% 0.0041 0.4% 5% False True 60 40 1.0195 0.9510 0.0685 7.2% 0.0026 0.3% 5% False True 39
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.0008 Narrowest range in 9 trading days	Fibonacci Retracements and Extensions 4.250 0.9510 2.618 0.9510 1.618 0.9510 1.000 0.9510 0.618 0.9510 HIGH 0.9510 0.618 0.9510 0.500 0.9510 0.382 0.9510 LOW 0.9510 0.618 0.9510 1.000 0.9510 1.618 0.9510 2.618 0.9510 4.250 0.9510
Fisher Pivots for day following 30-Sep-2011 Pivot 1 day 3 day R1 0.9533 0.9631 PP 0.9521 0.9602 S1 0.9510 0.9573

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