CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 31-Mar-2011

Day Change Summary
	Previous	Current
	30-Mar-2011	31-Mar-2011	Change	Change %	Previous Week
Open	1.0240	1.0222	-0.0018	-0.2%	1.0094
High	1.0250	1.0249	-0.0001	0.0%	1.0184
Low	1.0204	1.0222	0.0018	0.2%	1.0094
Close	1.0225	1.0252	0.0027	0.3%	1.0125
Range	0.0046	0.0027	-0.0019	-41.3%	0.0090
ATR	0.0057	0.0055	-0.0002	-3.8%	0.0000
Volume	11	67	56	509.1%	309

Daily Pivots for day following 31-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0322	1.0314	1.0267
R3	1.0295	1.0287	1.0259
R2	1.0268	1.0268	1.0257
R1	1.0260	1.0260	1.0254	1.0264
PP	1.0241	1.0241	1.0241	1.0243
S1	1.0233	1.0233	1.0250	1.0237
S2	1.0214	1.0214	1.0247
S3	1.0187	1.0206	1.0245
S4	1.0160	1.0179	1.0237

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0404	1.0355	1.0175
R3	1.0314	1.0265	1.0150
R2	1.0224	1.0224	1.0142
R1	1.0175	1.0175	1.0133	1.0200
PP	1.0134	1.0134	1.0134	1.0147
S1	1.0085	1.0085	1.0117	1.0110
S2	1.0044	1.0044	1.0109
S3	0.9954	0.9995	1.0100
S4	0.9864	0.9905	1.0076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0250	1.0129	0.0121	1.2%	0.0030	0.3%	102%	False	False	33
10	1.0250	1.0085	0.0165	1.6%	0.0036	0.3%	101%	False	False	46
20	1.0250	0.9981	0.0269	2.6%	0.0043	0.4%	101%	False	False	52
40	1.0250	0.9949	0.0301	2.9%	0.0037	0.4%	101%	False	False	48

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0364
2.618	1.0320
1.618	1.0293
1.000	1.0276
0.618	1.0266
HIGH	1.0249
0.618	1.0239
0.500	1.0236
0.382	1.0232
LOW	1.0222
0.618	1.0205
1.000	1.0195
1.618	1.0178
2.618	1.0151
4.250	1.0107

Fisher Pivots for day following 31-Mar-2011
Pivot	1 day	3 day
R1	1.0247	1.0240
PP	1.0241	1.0227
S1	1.0236	1.0215

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

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