CME Canadian Dollar Future March 2012

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

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	0.9799	0.9742	-0.0057	-0.6%	0.9604
High	0.9858	0.9785	-0.0073	-0.7%	0.9805
Low	0.9738	0.9721	-0.0017	-0.2%	0.9582
Close	0.9750	0.9772	0.0022	0.2%	0.9802
Range	0.0120	0.0064	-0.0056	-46.7%	0.0223
ATR	0.0096	0.0094	-0.0002	-2.4%	0.0000
Volume	43,154	33,092	-10,062	-23.3%	239,339

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9951	0.9926	0.9807
R3	0.9887	0.9862	0.9790
R2	0.9823	0.9823	0.9784
R1	0.9798	0.9798	0.9778	0.9811
PP	0.9759	0.9759	0.9759	0.9766
S1	0.9734	0.9734	0.9766	0.9747
S2	0.9695	0.9695	0.9760
S3	0.9631	0.9670	0.9754
S4	0.9567	0.9606	0.9737

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0399	1.0323	0.9925
R3	1.0176	1.0100	0.9863
R2	0.9953	0.9953	0.9843
R1	0.9877	0.9877	0.9822	0.9915
PP	0.9730	0.9730	0.9730	0.9749
S1	0.9654	0.9654	0.9782	0.9692
S2	0.9507	0.9507	0.9761
S3	0.9284	0.9431	0.9741
S4	0.9061	0.9208	0.9679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9858	0.9708	0.0150	1.5%	0.0068	0.7%	43%	False	False	32,602
10	0.9858	0.9582	0.0276	2.8%	0.0081	0.8%	69%	False	False	42,529
20	0.9923	0.9573	0.0350	3.6%	0.0091	0.9%	57%	False	False	27,536
40	0.9923	0.9485	0.0438	4.5%	0.0097	1.0%	66%	False	False	14,209
60	1.0075	0.9440	0.0635	6.5%	0.0106	1.1%	52%	False	False	9,591
80	1.0187	0.9359	0.0828	8.5%	0.0105	1.1%	50%	False	False	7,267
100	1.0245	0.9359	0.0886	9.1%	0.0098	1.0%	47%	False	False	5,835
120	1.0544	0.9359	0.1185	12.1%	0.0088	0.9%	35%	False	False	4,872

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0057
2.618	0.9953
1.618	0.9889
1.000	0.9849
0.618	0.9825
HIGH	0.9785
0.618	0.9761
0.500	0.9753
0.382	0.9745
LOW	0.9721
0.618	0.9681
1.000	0.9657
1.618	0.9617
2.618	0.9553
4.250	0.9449

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	0.9766	0.9790
PP	0.9759	0.9784
S1	0.9753	0.9778

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

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