CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 29-Nov-2011

Day Change Summary
	Previous	Current
	28-Nov-2011	29-Nov-2011	Change	Change %	Previous Week
Open	0.9566	0.9657	0.0091	1.0%	0.9724
High	0.9699	0.9742	0.0043	0.4%	0.9726
Low	0.9523	0.9644	0.0121	1.3%	0.9497
Close	0.9643	0.9702	0.0059	0.6%	0.9523
Range	0.0176	0.0098	-0.0078	-44.3%	0.0229
ATR	0.0121	0.0120	-0.0002	-1.3%	0.0000
Volume	65,463	67,738	2,275	3.5%	268,735

Daily Pivots for day following 29-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9990	0.9944	0.9756
R3	0.9892	0.9846	0.9729
R2	0.9794	0.9794	0.9720
R1	0.9748	0.9748	0.9711	0.9771
PP	0.9696	0.9696	0.9696	0.9708
S1	0.9650	0.9650	0.9693	0.9673
S2	0.9598	0.9598	0.9684
S3	0.9500	0.9552	0.9675
S4	0.9402	0.9454	0.9648

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0269	1.0125	0.9649
R3	1.0040	0.9896	0.9586
R2	0.9811	0.9811	0.9565
R1	0.9667	0.9667	0.9544	0.9625
PP	0.9582	0.9582	0.9582	0.9561
S1	0.9438	0.9438	0.9502	0.9396
S2	0.9353	0.9353	0.9481
S3	0.9124	0.9209	0.9460
S4	0.8895	0.8980	0.9397

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9742	0.9497	0.0245	2.5%	0.0105	1.1%	84%	True	False	66,316
10	0.9836	0.9497	0.0339	3.5%	0.0107	1.1%	60%	False	False	68,737
20	1.0014	0.9497	0.0517	5.3%	0.0119	1.2%	40%	False	False	72,359
40	1.0097	0.9367	0.0730	7.5%	0.0127	1.3%	46%	False	False	81,061
60	1.0204	0.9367	0.0837	8.6%	0.0127	1.3%	40%	False	False	79,824
80	1.0257	0.9367	0.0890	9.2%	0.0120	1.2%	38%	False	False	60,090
100	1.0593	0.9367	0.1226	12.6%	0.0115	1.2%	27%	False	False	48,135
120	1.0593	0.9367	0.1226	12.6%	0.0109	1.1%	27%	False	False	40,138

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0159
2.618	0.9999
1.618	0.9901
1.000	0.9840
0.618	0.9803
HIGH	0.9742
0.618	0.9705
0.500	0.9693
0.382	0.9681
LOW	0.9644
0.618	0.9583
1.000	0.9546
1.618	0.9485
2.618	0.9387
4.250	0.9228

Fisher Pivots for day following 29-Nov-2011
Pivot	1 day	3 day
R1	0.9699	0.9675
PP	0.9696	0.9647
S1	0.9693	0.9620

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These figures are updated between 7pm and 10pm EST after a trading day.

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