CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	0.9900	0.9940	0.0040	0.4%	0.9875
High	0.9948	0.9975	0.0027	0.3%	0.9915
Low	0.9900	0.9765	-0.0135	-1.4%	0.9714
Close	0.9918	0.9831	-0.0087	-0.9%	0.9875
Range	0.0048	0.0210	0.0162	337.5%	0.0201
ATR	0.0117	0.0124	0.0007	5.6%	0.0000
Volume	536	96	-440	-82.1%	1,572

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0487	1.0369	0.9947
R3	1.0277	1.0159	0.9889
R2	1.0067	1.0067	0.9870
R1	0.9949	0.9949	0.9850	0.9903
PP	0.9857	0.9857	0.9857	0.9834
S1	0.9739	0.9739	0.9812	0.9693
S2	0.9647	0.9647	0.9793
S3	0.9437	0.9529	0.9773
S4	0.9227	0.9319	0.9716

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0438	1.0357	0.9986
R3	1.0237	1.0156	0.9930
R2	1.0036	1.0036	0.9912
R1	0.9955	0.9955	0.9893	0.9976
PP	0.9835	0.9835	0.9835	0.9845
S1	0.9754	0.9754	0.9857	0.9775
S2	0.9634	0.9634	0.9838
S3	0.9433	0.9553	0.9820
S4	0.9232	0.9352	0.9764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9975	0.9735	0.0240	2.4%	0.0115	1.2%	40%	True	False	262
10	0.9975	0.9660	0.0315	3.2%	0.0124	1.3%	54%	True	False	388
20	0.9975	0.9359	0.0616	6.3%	0.0120	1.2%	77%	True	False	356
40	1.0245	0.9359	0.0886	9.0%	0.0104	1.1%	53%	False	False	282
60	1.0390	0.9359	0.1031	10.5%	0.0095	1.0%	46%	False	False	233
80	1.0544	0.9359	0.1185	12.1%	0.0078	0.8%	40%	False	False	180
100	1.0544	0.9359	0.1185	12.1%	0.0067	0.7%	40%	False	False	147
120	1.0544	0.9359	0.1185	12.1%	0.0061	0.6%	40%	False	False	126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.0868
2.618	1.0525
1.618	1.0315
1.000	1.0185
0.618	1.0105
HIGH	0.9975
0.618	0.9895
0.500	0.9870
0.382	0.9845
LOW	0.9765
0.618	0.9635
1.000	0.9555
1.618	0.9425
2.618	0.9215
4.250	0.8873

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	0.9870	0.9870
PP	0.9857	0.9857
S1	0.9844	0.9844

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

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