CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 04-Apr-2011

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	1.0300	1.0308	0.0008	0.1%	1.0185
High	1.0313	1.0308	-0.0005	0.0%	1.0313
Low	1.0281	1.0254	-0.0027	-0.3%	1.0178
Close	1.0294	1.0265	-0.0029	-0.3%	1.0294
Range	0.0032	0.0054	0.0022	68.8%	0.0135
ATR	0.0055	0.0055	0.0000	-0.2%	0.0000
Volume	25	57	32	128.0%	154

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0438	1.0405	1.0295
R3	1.0384	1.0351	1.0280
R2	1.0330	1.0330	1.0275
R1	1.0297	1.0297	1.0270	1.0287
PP	1.0276	1.0276	1.0276	1.0270
S1	1.0243	1.0243	1.0260	1.0233
S2	1.0222	1.0222	1.0255
S3	1.0168	1.0189	1.0250
S4	1.0114	1.0135	1.0235

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0667	1.0615	1.0368
R3	1.0532	1.0480	1.0331
R2	1.0397	1.0397	1.0319
R1	1.0345	1.0345	1.0306	1.0371
PP	1.0262	1.0262	1.0262	1.0275
S1	1.0210	1.0210	1.0282	1.0236
S2	1.0127	1.0127	1.0269
S3	0.9992	1.0075	1.0257
S4	0.9857	0.9940	1.0220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0313	1.0179	0.0134	1.3%	0.0035	0.3%	64%	False	False	34
10	1.0313	1.0098	0.0215	2.1%	0.0031	0.3%	78%	False	False	49
20	1.0313	0.9981	0.0332	3.2%	0.0044	0.4%	86%	False	False	52
40	1.0313	0.9949	0.0364	3.5%	0.0038	0.4%	87%	False	False	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0538
2.618	1.0449
1.618	1.0395
1.000	1.0362
0.618	1.0341
HIGH	1.0308
0.618	1.0287
0.500	1.0281
0.382	1.0275
LOW	1.0254
0.618	1.0221
1.000	1.0200
1.618	1.0167
2.618	1.0113
4.250	1.0025

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	1.0281	1.0268
PP	1.0276	1.0267
S1	1.0270	1.0266

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

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